Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9343c271-97fb-4833-a8e0-b13a9785c8c9/

PRG

The Procter & Gamble Company
Chart
129.84 EUR
Latest Week 2026-07-24
Consumer DefensiveHousehold & Personal ProductsMEGA
Snapshot 2026-07-26 · 0.9w · Fresh
0.3
OS Score
24.0%
Value
85.0%
Quality
36.0%
Momentum
6/9
F-Score
0.452
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 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
Yes
🌱
GARP
✗
🔄
Shareholder Yield
4.2%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.70
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
24.0%ile
P/E
18.2×
P/S
3.5×
P/B
5.5×
E/P
0.0614
FCF Yield
0.046
EBITDA/EV
0.076
SH Yield
0.042
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
81.00000000
/100 — 1=cheapest
VC2 (Trending Value)
74.00000000
/100
VC3 (Buyback)
78.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.305
ROA
0.129
Net Margin
0.192
Op Margin
0.232
GPA
0.340
Current
0.73
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.003
Earn Growth
0.081
Stability
0.112
lower=better
Accruals
-0.022
lower=better
5yr Consist
Yes
ROE of 30% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
36.0%ile
6M Return
2.6%
12M Return
-0.7%
12-1 Mom
-0.3%
Risk-Adj
-0.02
Vol 252d
16.1%
Vol 60d
39.0%
↑ Expanding
Max DD 12M
-12.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (39%) is expanding vs long-term (16%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.3
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 37 peers
Sector Value %ile
21.1%
Sector Quality %ile
84.2%
P/E z-score
-0.28
P/B z-score
-0.15
Sector Avg OS
49.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AHOG Koninklijke Ahold Delhaize N.V. 90.0% 90.0% 73.0% 39.0%
HEN Henkel AG & Co. KGaA 90.0% 74.0% 75.0% 66.0%
HEN3 Henkel AG & Co. KGaA 87.0% 71.0% 75.0% 63.0%
PHM7 Altria Group, Inc. 85.0% 65.0% 66.0% 78.0%
BEZ Berentzen-Gruppe Aktiengesellschaft 85.0% 98.0% 59.0% 18.0%
CAR Carrefour SA 85.0% 89.0% 20.0% 77.0%
DYH Target Corporation 78.0% 64.0% 38.0% 81.0%
SWA Schloss Wachenheim AG 77.0% 95.0% 25.0% 29.0%
Factor Interactions
Quality at a Premium
High quality (85th) but expensive (24th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (39%) significantly exceeds 252-day (16%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
52.2% avg (7 factors)
Quality
B
65.6% avg (7 factors)
Momentum
D
32.7% avg (4 factors)
Risk
A
89.8% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.300—2—
Value %ile0.240—8—
Quality %ile0.850—8—
Momentum %ile0.360—0—
F-Score6.000—0—
Confidence0.900—8—
Volatility0.161—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.20
Earnings Yield (E/P)
0.0614
Price / Sales
3.49
Price / Book
5.55
Price / Cash Flow
15.58
FCF Yield
4.6%
EBITDA / EV
7.6%
Sales Yield (1/P·S)
0.2643
Shareholder Yield
Div + net buyback / mktcap
4.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
30.5%
Return on Assets
12.9%
Net Margin
19.2%
Operating Margin
23.2%
Gross Profit / Assets
Novy-Marx GPA
34.0%
Current Ratio
0.73
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.022
External Financing
Net issuance — lower=better
0.045
MomentumPrice trend strength over different horizons
6M Return
2.6%
12M Return
-0.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-0.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.02
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.3%
Earnings Growth (YoY)
8.1%
Earnings Stability (CV)
Lower = more stable
0.112
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
2.9%
Buyback Yield
1.3%
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
81
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
74
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