Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/908b13b7-2deb-438c-9d50-0daa74173087/

FOSL

Fossil Group Inc
Chart
$3.96
Latest Week 2026-06-05
Consumer CyclicalFootwear & AccessoriesMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.37
OS Score
31.0%
Value
12.0%
Quality
96.0%
Momentum
3/9
F-Score
0.193
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
8.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.77
V
Value Analysis
Cheapness relative to fundamentals
31.0%ile
P/S
0.2×
P/B
2.3×
FCF Yield
-0.041
EBITDA/EV
0.082
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
30.00000000
/100
Negative FCF yield (-4.1%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
12.0%ile
ROE
-0.621
ROA
-0.094
Net Margin
-0.062
Op Margin
0.021
GPA
0.848
D/E
5.77
Current
1.72
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.114
Stability
0.800
lower=better
Accruals
-0.065
lower=better
5yr Consist
No
Highly leveraged with D/E of 5.77 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
96.0%ile
6M Return
5.3%
12M Return
171.2%
12-1 Mom
203.4%
Risk-Adj
1.77
Vol 252d
114.9%
Vol 60d
185.3%
↑ Expanding
Max DD 12M
-39.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 203% is very strong — a clear uptrend. Risk-adjusted momentum of 1.77 is excellent — strong returns relative to volatility. Near-term vol (185%) is expanding vs long-term (115%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.37
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
19.8%
Sector Quality %ile
12.6%
P/B z-score
-0.20
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%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
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%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Hot but Volatile
Strong momentum (96th) but high volatility (115%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (185%) significantly exceeds 252-day (115%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
45.6% avg (5 factors)
Quality
D
31.9% avg (8 factors)
Momentum
A
78.3% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.370—0—
Value %ile0.310—0—
Quality %ile0.120—1—
Momentum %ile0.960—1—
F-Score3.000—1—
Confidence0.879—1—
Volatility1.149—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.23
Price / Book
2.33
FCF Yield
-4.1%
EBITDA / EV
8.2%
Sales Yield (1/P·S)
2.5491
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-62.1%
Return on Assets
-9.4%
Net Margin
-6.2%
Operating Margin
2.1%
Gross Profit / Assets
Novy-Marx GPA
84.8%
Debt / Equity
5.77
Current Ratio
1.72
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.065
MomentumPrice trend strength over different horizons
6M Return
5.3%
12M Return
171.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
203.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.77
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-11.4%
Earnings Stability (CV)
Lower = more stable
0.800
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
0.0%
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
30
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
Yes
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity