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HD

The Home Depot Inc
Chart
$310.78
Latest Week 2026-06-05
Consumer CyclicalHome Improvement RetailMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.12
OS Score
17.0%
Value
70.0%
Quality
16.0%
Momentum
4/9
F-Score
0.345
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
3.0%
💰
High Yield
✗
🚀
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
17.0%ile
P/E
22.1×
P/S
1.9×
P/B
22.3×
E/P
0.0453
FCF Yield
0.061
EBITDA/EV
0.065
SH Yield
0.030
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
85.00000000
/100 — 1=cheapest
VC2 (Trending Value)
78.00000000
/100
VC3 (Buyback)
78.00000000
/100
FCF yield of 6.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
70.0%ile
ROE
1.010
ROA
0.130
Net Margin
0.084
Op Margin
0.125
GPA
0.511
D/E
6.78
Current
1.04
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.022
Earn Growth
-0.043
Stability
0.194
lower=better
Accruals
-0.037
lower=better
5yr Consist
Yes
ROE of 101% is exceptional. Highly leveraged with D/E of 6.78 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
-11.8%
12M Return
-13.8%
12-1 Mom
-12.6%
Risk-Adj
-0.52
Vol 252d
24.3%
Vol 60d
54.8%
↑ Expanding
Max DD 12M
-29.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -13% signals a downtrend — price is moving against you. Near-term vol (55%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.12
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
9.8%
Sector Quality %ile
71.5%
P/E z-score
-0.10
P/B z-score
2.91
Sector Avg OS
54.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 93.0% 95.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
SBH Sally Beauty Holdings Inc 98.0% 95.0% 92.0% 84.0%
CYD China Yuchai International Limited 98.0% 99.0% 71.0% 97.0%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Leveraged Returns
Strong ROE (101%) boosted by high leverage (D/E 6.8). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (70th) but expensive (17th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
45.1% avg (7 factors)
Quality
C
57.0% avg (8 factors)
Momentum
F
17.4% avg (4 factors)
Risk
A
76.1% avg (1 factors)
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
FactorCurrentStreakTrendSpark
OS Composite0.120—1—
Value %ile0.170—1—
Quality %ile0.700—1—
Momentum %ile0.160—1—
F-Score4.000—1—
Confidence0.970—1—
Volatility0.243—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
22.09
Earnings Yield (E/P)
0.0453
Price / Sales
1.86
Price / Book
22.31
Price / Cash Flow
17.17
FCF Yield
6.1%
EBITDA / EV
6.5%
Sales Yield (1/P·S)
0.4657
Shareholder Yield
Div + net buyback / mktcap
3.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
101.0%
Return on Assets
13.0%
Net Margin
8.4%
Operating Margin
12.5%
Gross Profit / Assets
Novy-Marx GPA
51.1%
Debt / Equity
6.78
Current Ratio
1.04
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.037
MomentumPrice trend strength over different horizons
6M Return
-11.8%
12M Return
-13.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-12.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.52
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.2%
Earnings Growth (YoY)
-4.3%
Earnings Stability (CV)
Lower = more stable
0.194
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
3.0%
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
85
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
78
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
78
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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