Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/96af71f2-40cd-4544-b560-9b8f3f1fed58/
MAS
Masco CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 15%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
66.0%ile
P/E
16.8×
P/S
1.8×
E/P
0.0594
FCF Yield
0.075
EBITDA/EV
0.083
SH Yield
0.018
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
31.00000000
/100
VC3 (Buyback)
31.00000000
/100
FCF yield of 7.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
31.0%ile
ROE
-3.459
ROA
0.160
Net Margin
0.109
Op Margin
0.166
GPA
0.520
D/E
-21.51
Current
1.75
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.003
Earn Growth
0.055
Stability
0.197
lower=better
Accruals
-0.050
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of -21.51.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
32.0%ile
6M Return
10.8%
12M Return
11.9%
12-1 Mom
15.1%
Risk-Adj
0.47
Vol 252d
32.4%
Vol 60d
77.7%
↑ Expanding
Max DD 12M
-22.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (78%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.51
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
66.7%
Sector Quality %ile
26.3%
P/E z-score
-0.32
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (78%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
57.3% avg (6 factors)
Quality
B
65.6% avg (8 factors)
Momentum
C
46.9% avg (4 factors)
Risk
B
62.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.510 | —0 | — | |
| Value %ile | 0.660 | —0 | — | |
| Quality %ile | 0.310 | —0 | — | |
| Momentum %ile | 0.320 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.324 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.82
Earnings Yield (E/P)
0.0594
Price / Sales
1.83
Price / Cash Flow
12.79
FCF Yield
7.5%
EBITDA / EV
8.3%
Sales Yield (1/P·S)
0.4580
Shareholder Yield
Div + net buyback / mktcap
1.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-345.9%
Return on Assets
16.0%
Net Margin
10.9%
Operating Margin
16.6%
Gross Profit / Assets
Novy-Marx GPA
52.0%
Debt / Equity
-21.51
Current Ratio
1.75
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.050
MomentumPrice trend strength over different horizons
6M Return
10.8%
12M Return
11.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
15.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.47
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.3%
Earnings Growth (YoY)
5.5%
Earnings Stability (CV)
Lower = more stable
0.197
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
1.8%
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
34
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
31
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
31
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