Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/990c0602-eff1-46b9-88ba-a57f082ba076/
GOOGL
Alphabet Inc Class ASnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
Div 0.2%
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 33%
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 132%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 4.07
V
Value Analysis
Cheapness relative to fundamentals
5.0%ile
P/E
28.2×
P/S
10.7×
P/B
9.4×
E/P
0.0355
FCF Yield
0.062
EBITDA/EV
0.048
SH Yield
0.002
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
96.00000000
/100 — 1=cheapest
VC2 (Trending Value)
95.00000000
/100
VC3 (Buyback)
95.00000000
/100
FCF yield of 6.2% is strong — the business generates significant free cash relative to price. VC2 score of 95.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.335
ROA
0.228
Net Margin
0.379
Op Margin
0.463
GPA
0.362
D/E
0.47
Current
1.92
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.175
Earn Growth
0.443
Stability
0.365
lower=better
Accruals
-0.020
lower=better
5yr Consist
No
ROE of 33% is exceptional. Conservative balance sheet with D/E of 0.47.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
94.0%ile
6M Return
14.9%
12M Return
112.9%
12-1 Mom
131.6%
Risk-Adj
4.07
Vol 252d
32.3%
Vol 60d
73.9%
↑ Expanding
Max DD 12M
-18.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 132% is very strong — a clear uptrend. Risk-adjusted momentum of 4.07 is excellent — strong returns relative to volatility. Near-term vol (74%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.54
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 264 peers
Sector Value %ile
4.2%
Sector Quality %ile
95.1%
P/E z-score
-0.07
P/B z-score
-0.06
Sector Avg OS
54.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (96th) and momentum (94th) but expensive (5th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (96th) but expensive (5th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (74%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
28.3% avg (7 factors)
Quality
A
85.2% avg (8 factors)
Momentum
A
89.0% avg (4 factors)
Risk
B
62.8% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.540 | —0 | — | |
| Value %ile | 0.050 | —1 | — | |
| Quality %ile | 0.960 | —1 | — | |
| Momentum %ile | 0.940 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.323 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
28.15
Earnings Yield (E/P)
0.0355
Price / Sales
10.67
Price / Book
9.42
Price / Cash Flow
25.87
FCF Yield
6.2%
EBITDA / EV
4.8%
Sales Yield (1/P·S)
0.0929
Shareholder Yield
Div + net buyback / mktcap
0.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
33.5%
Return on Assets
22.8%
Net Margin
37.9%
Operating Margin
46.3%
Gross Profit / Assets
Novy-Marx GPA
36.2%
Debt / Equity
0.47
Current Ratio
1.92
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.020
MomentumPrice trend strength over different horizons
6M Return
14.9%
12M Return
112.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
131.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
4.07
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
17.5%
Earnings Growth (YoY)
44.3%
Earnings Stability (CV)
Lower = more stable
0.365
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.2%
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
96
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
95
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
95
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
Yes
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