Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/94d617f5-6274-4322-8a12-1bb4dc801837/
ROK
Rockwell Automation IncSnapshot 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
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 42%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.71
V
Value Analysis
Cheapness relative to fundamentals
4.0%ile
P/E
46.2×
P/S
5.7×
P/B
14.3×
E/P
0.0216
FCF Yield
0.032
EBITDA/EV
0.029
SH Yield
0.012
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
97.00000000
/100 — 1=cheapest
VC2 (Trending Value)
96.00000000
/100
VC3 (Buyback)
96.00000000
/100
P/E of 46.2x is premium-priced — the market is paying up for expected growth. VC2 score of 96.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
0.309
ROA
0.097
Net Margin
0.124
Op Margin
0.150
GPA
0.411
D/E
2.18
Current
1.09
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.105
Earn Growth
0.199
Stability
0.273
lower=better
Accruals
-0.040
lower=better
5yr Consist
Yes
ROE of 31% is exceptional. Highly leveraged with D/E of 2.18 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
11.2%
12M Return
39.7%
12-1 Mom
41.5%
Risk-Adj
1.71
Vol 252d
24.3%
Vol 60d
56.8%
↑ Expanding
Max DD 12M
-16.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 42% is very strong — a clear uptrend. Risk-adjusted momentum of 1.71 is excellent — strong returns relative to volatility. Near-term vol (57%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.42
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
5.8%
Sector Quality %ile
92.8%
P/E z-score
0.20
P/B z-score
-0.04
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (90th) and momentum (81th) but expensive (4th value). Premium priced — watch for mean reversion.
Leveraged Returns
Strong ROE (31%) boosted by high leverage (D/E 2.2). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (90th) but expensive (4th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (57%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
23.2% avg (7 factors)
Quality
C
59.9% avg (8 factors)
Momentum
B
71.3% avg (4 factors)
Risk
A
76.1% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.420 | —0 | — | |
| Value %ile | 0.040 | —1 | — | |
| Quality %ile | 0.900 | —1 | — | |
| Momentum %ile | 0.810 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.243 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
46.23
Earnings Yield (E/P)
0.0216
Price / Sales
5.71
Price / Book
14.28
Price / Cash Flow
32.77
FCF Yield
3.2%
EBITDA / EV
2.9%
Sales Yield (1/P·S)
0.1641
Shareholder Yield
Div + net buyback / mktcap
1.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
30.9%
Return on Assets
9.7%
Net Margin
12.4%
Operating Margin
15.0%
Gross Profit / Assets
Novy-Marx GPA
41.1%
Debt / Equity
2.18
Current Ratio
1.09
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.040
MomentumPrice trend strength over different horizons
6M Return
11.2%
12M Return
39.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
41.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.71
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.5%
Earnings Growth (YoY)
19.9%
Earnings Stability (CV)
Lower = more stable
0.273
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.2%
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
97
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
96
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
96
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity