Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9a03ff2f-ba21-4430-830f-e3ef2bcce355/
ACM
Aecom Technology CorporationSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.725
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
8.9%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.66
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
73.0%ile
P/E
17.9×
P/S
0.6×
P/B
4.0×
E/P
0.0912
FCF Yield
0.060
EBITDA/EV
0.108
SH Yield
0.089
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
33.00000000
/100 — 1=cheapest
VC2 (Trending Value)
25.00000000
/100
VC3 (Buyback)
28.00000000
/100
FCF yield of 6.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
72.0%ile
ROE
0.223
ROA
0.042
Net Margin
0.032
Op Margin
0.066
GPA
0.103
D/E
4.20
Current
1.11
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.004
Earn Growth
-0.181
Stability
0.243
lower=better
Accruals
-0.004
lower=better
5yr Consist
Yes
ROE of 22% is exceptional. Highly leveraged with D/E of 4.20 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
8.0%ile
6M Return
-27.1%
12M Return
-38.3%
12-1 Mom
-38.2%
Risk-Adj
-1.05
Vol 252d
36.2%
Vol 60d
87.0%
↑ Expanding
Max DD 12M
-49.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -38% signals a downtrend — price is moving against you. Near-term vol (87%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.66
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
76.4%
Sector Quality %ile
70.3%
P/E z-score
-0.33
P/B z-score
-0.05
Sector Avg OS
51.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (73th) and quality (72th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (8th) despite looking cheap (73th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 8.9% backed by 6.0% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (22%) boosted by high leverage (D/E 4.2). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (87%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.7% avg (7 factors)
Quality
D
31.4% avg (8 factors)
Momentum
F
0.9% avg (4 factors)
Risk
C
56.3% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.660 | —0 | — | |
| Value %ile | 0.730 | —8 | — | |
| Quality %ile | 0.720 | —8 | — | |
| Momentum %ile | 0.080 | —8 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 0.929 | —8 | — | |
| Volatility | 0.362 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.93
Earnings Yield (E/P)
0.0912
Price / Sales
0.57
Price / Book
3.99
Price / Cash Flow
16.37
FCF Yield
6.0%
EBITDA / EV
10.8%
Sales Yield (1/P·S)
1.3799
Shareholder Yield
Div + net buyback / mktcap
8.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
22.3%
Return on Assets
4.2%
Net Margin
3.2%
Operating Margin
6.6%
Gross Profit / Assets
Novy-Marx GPA
10.3%
Debt / Equity
4.20
Current Ratio
1.11
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.004
External Financing
Net issuance — lower=better
0.062
MomentumPrice trend strength over different horizons
6M Return
-27.1%
12M Return
-38.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-38.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.05
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.4%
Earnings Growth (YoY)
-18.1%
Earnings Stability (CV)
Lower = more stable
0.243
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.7%
Buyback Yield
7.2%
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
33
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
25
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
28
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