Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9343c271-97fb-4833-a8e0-b13a9785c8c9/
PRG
The Procter & Gamble CompanySnapshot 2026-06-07 · 0.0w · Fresh
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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
4.8%
💰
High Yield
Div 3.5%
🚀
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
26.0%ile
P/E
17.6×
P/S
3.4×
P/B
5.4×
E/P
0.0567
FCF Yield
0.047
EBITDA/EV
0.078
SH Yield
0.048
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
77.00000000
/100 — 1=cheapest
VC2 (Trending Value)
69.00000000
/100
VC3 (Buyback)
71.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%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
25.0%ile
6M Return
2.4%
12M Return
-9.9%
12-1 Mom
-10.4%
Risk-Adj
-0.66
Vol 252d
15.9%
Vol 60d
38.5%
↑ Expanding
Max DD 12M
-12.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -10% signals a downtrend — price is moving against you. Near-term vol (38%) is expanding vs long-term (16%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.25
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
86.8%
P/E z-score
-0.20
P/B z-score
-0.15
Sector Avg OS
54.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (81th) but expensive (26th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (38%) significantly exceeds 252-day (16%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.7% avg (7 factors)
Quality
B
65.6% avg (7 factors)
Momentum
F
22.7% avg (4 factors)
Risk
A
90.1% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.250 | —1 | — | |
| Value %ile | 0.260 | —1 | — | |
| Quality %ile | 0.810 | —1 | — | |
| Momentum %ile | 0.250 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.159 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.62
Earnings Yield (E/P)
0.0567
Price / Sales
3.38
Price / Book
5.37
Price / Cash Flow
15.08
FCF Yield
4.7%
EBITDA / EV
7.8%
Sales Yield (1/P·S)
0.2731
Shareholder Yield
Div + net buyback / mktcap
4.8%
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
2.4%
12M Return
-9.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-10.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.66
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
3.5%
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
77
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
69
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
71
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
Show all
Op Income
OCF
CapEx
Equity