Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8bc55b41-1487-4d6b-bb9d-7f293960e65e/
HPQ
HP IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
#45.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.4
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 5.00000000
📐
EBITDA/EV
13.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
4.6%
💰
High Yield
Div 4.6%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/E
9.3×
P/S
0.4×
E/P
0.1079
FCF Yield
0.183
EBITDA/EV
0.132
SH Yield
0.046
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 9.3x places this firmly in deep value territory. FCF yield of 18.3% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
18.0%ile
ROE
-17.729
ROA
0.059
Net Margin
0.044
Op Margin
0.054
GPA
0.270
D/E
-299.17
Current
0.79
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.057
Earn Growth
0.014
Stability
0.277
lower=better
Accruals
-0.048
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of -299.17.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
26.0%ile
6M Return
1.5%
12M Return
6.8%
12-1 Mom
-5.3%
Risk-Adj
-0.14
Vol 252d
38.3%
Vol 60d
92.2%
↑ Expanding
Max DD 12M
-35.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (92%) is expanding vs long-term (38%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.67
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
94.2%
Sector Quality %ile
12.4%
P/E z-score
-0.19
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (92th value) but weak quality (18th). Classic value trap risk.
Strong Capital Return
Shareholder yield 4.6% backed by 18.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (92%) significantly exceeds 252-day (38%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.7% avg (6 factors)
Quality
D
42.0% avg (8 factors)
Momentum
D
32.0% avg (4 factors)
Risk
C
52.9% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.670 | —0 | — | |
| Value %ile | 0.920 | —1 | — | |
| Quality %ile | 0.180 | —1 | — | |
| Momentum %ile | 0.260 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.383 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.27
Earnings Yield (E/P)
0.1079
Price / Sales
0.41
Price / Cash Flow
5.15
FCF Yield
18.3%
EBITDA / EV
13.2%
Sales Yield (1/P·S)
1.9382
Shareholder Yield
Div + net buyback / mktcap
4.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-1772.9%
Return on Assets
5.9%
Net Margin
4.4%
Operating Margin
5.4%
Gross Profit / Assets
Novy-Marx GPA
27.0%
Debt / Equity
-299.17
Current Ratio
0.79
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.048
MomentumPrice trend strength over different horizons
6M Return
1.5%
12M Return
6.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-5.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.14
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.7%
Earnings Growth (YoY)
1.4%
Earnings Stability (CV)
Lower = more stable
0.277
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
4.6%
Buyback Yield
0.0%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
45
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity