Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/99a37a02-a494-4052-af70-591a89e43830/
TRI
Thomson Reuters CorporationSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
2 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
Yes
🌱
GARP
✗
🔄
Shareholder Yield
6.5%
💰
High Yield
✗
🚀
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
9.0%ile
P/E
36.3×
P/S
7.2×
P/B
4.7×
E/P
0.0357
FCF Yield
0.036
EBITDA/EV
0.055
SH Yield
0.065
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
94.00000000
/100 — 1=cheapest
VC2 (Trending Value)
85.00000000
/100
VC3 (Buyback)
86.00000000
/100
P/E of 36.3x is premium-priced — the market is paying up for expected growth. VC2 score of 85.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
0.129
ROA
0.085
Net Margin
0.199
Op Margin
0.268
GPA
0.324
Current
0.60
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.030
Earn Growth
-0.313
Stability
0.166
lower=better
Accruals
-0.066
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
1.0%ile
6M Return
-22.6%
12M Return
-52.7%
12-1 Mom
-55.6%
Risk-Adj
-1.20
Vol 252d
46.2%
Vol 60d
111.3%
↑ Expanding
Max DD 12M
-58.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -56% signals a downtrend — price is moving against you. Near-term vol (111%) is expanding vs long-term (46%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.1
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 62 peers
Sector Value %ile
22.2%
Sector Quality %ile
92.1%
P/E z-score
-0.05
P/B z-score
0.25
Sector Avg OS
38.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (83th) but expensive (9th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (111%) significantly exceeds 252-day (46%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
43.1% avg (7 factors)
Quality
C
58.4% avg (7 factors)
Momentum
F
2.3% avg (4 factors)
Risk
D
39.6% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.100 | —8 | — | |
| Value %ile | 0.090 | —8 | — | |
| Quality %ile | 0.830 | —8 | — | |
| Momentum %ile | 0.010 | —8 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 0.900 | —8 | — | |
| Volatility | 0.462 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
36.32
Earnings Yield (E/P)
0.0357
Price / Sales
7.24
Price / Book
4.70
Price / Cash Flow
20.46
FCF Yield
3.6%
EBITDA / EV
5.5%
Sales Yield (1/P·S)
0.1330
Shareholder Yield
Div + net buyback / mktcap
6.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.9%
Return on Assets
8.5%
Net Margin
19.9%
Operating Margin
26.8%
Gross Profit / Assets
Novy-Marx GPA
32.4%
Current Ratio
0.60
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.066
MomentumPrice trend strength over different horizons
6M Return
-22.6%
12M Return
-52.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-55.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.20
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.0%
Earnings Growth (YoY)
-31.3%
Earnings Stability (CV)
Lower = more stable
0.166
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
4.3%
Buyback Yield
2.3%
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
94
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
85
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
86
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
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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