Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9af00c36-2ecd-47b6-a31b-50b0a2827924/
ITW
Illinois Tool Works IncSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
4.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.58
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
10.0%ile
P/E
26.0×
P/S
5.0×
P/B
25.2×
E/P
0.0483
FCF Yield
0.040
EBITDA/EV
0.052
SH Yield
0.040
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
94.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
92.00000000
/100
VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
87.0%ile
ROE
0.971
ROA
0.193
Net Margin
0.193
Op Margin
0.267
GPA
0.440
D/E
4.04
Current
1.19
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.029
Earn Growth
-0.070
Stability
0.178
lower=better
Accruals
-0.001
lower=better
5yr Consist
Yes
ROE of 97% is exceptional. Highly leveraged with D/E of 4.04 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
32.0%ile
6M Return
10.3%
12M Return
10.2%
12-1 Mom
3.6%
Risk-Adj
0.17
Vol 252d
21.1%
Vol 60d
49.3%
↑ Expanding
Max DD 12M
-17.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (49%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.19
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
12.4%
Sector Quality %ile
90.2%
P/E z-score
-0.17
P/B z-score
-0.03
Sector Avg OS
51.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Leveraged Returns
Strong ROE (97%) boosted by high leverage (D/E 4.0). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (87th) but expensive (10th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (49%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
39.7% avg (7 factors)
Quality
B
68.0% avg (8 factors)
Momentum
D
40.6% avg (4 factors)
Risk
A
81.6% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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 | 0.190 | —4 | — | |
| Value %ile | 0.100 | —8 | — | |
| Quality %ile | 0.870 | —8 | — | |
| Momentum %ile | 0.320 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.929 | —8 | — | |
| Volatility | 0.211 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
25.98
Earnings Yield (E/P)
0.0483
Price / Sales
5.02
Price / Book
25.22
Price / Cash Flow
25.79
FCF Yield
4.0%
EBITDA / EV
5.2%
Sales Yield (1/P·S)
0.1807
Shareholder Yield
Div + net buyback / mktcap
4.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
97.1%
Return on Assets
19.3%
Net Margin
19.3%
Operating Margin
26.7%
Gross Profit / Assets
Novy-Marx GPA
44.0%
Debt / Equity
4.04
Current Ratio
1.19
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.001
External Financing
Net issuance — lower=better
0.097
MomentumPrice trend strength over different horizons
6M Return
10.3%
12M Return
10.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
3.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.9%
Earnings Growth (YoY)
-7.0%
Earnings Stability (CV)
Lower = more stable
0.178
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
2.3%
Buyback Yield
1.8%
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
91
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
92
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
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