Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9c114254-e763-4359-a2dd-9529b8adabe6/

YUM

Yum! Brands Inc
Chart
$150.87
Latest Week 2026-06-05
Consumer CyclicalRestaurantsLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.13
OS Score
14.0%
Value
68.0%
Quality
28.0%
Momentum
5/9
F-Score
0.309
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
14.0%ile
P/E
24.2×
P/S
5.0×
E/P
0.0413
FCF Yield
0.045
EBITDA/EV
0.053
SH Yield
0.019
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
86.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
81.00000000
/100
VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
-0.239
ROA
0.212
Net Margin
0.205
Op Margin
0.315
GPA
0.472
D/E
-2.13
Current
0.65
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.097
Earn Growth
0.220
Stability
0.199
lower=better
Accruals
-0.035
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of -2.13.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
28.0%ile
6M Return
5.1%
12M Return
6.2%
12-1 Mom
6.4%
Risk-Adj
0.28
Vol 252d
22.7%
Vol 60d
51.7%
↑ Expanding
Max DD 12M
-11.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (52%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.13
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
8.8%
Sector Quality %ile
69.7%
P/E z-score
-0.07
Sector Avg OS
54.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 93.0% 95.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
SBH Sally Beauty Holdings Inc 98.0% 95.0% 92.0% 84.0%
CYD China Yuchai International Limited 98.0% 99.0% 71.0% 97.0%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Volatility Expanding
60-day vol (52%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
43.0% avg (6 factors)
Quality
B
69.9% avg (8 factors)
Momentum
D
39.5% avg (4 factors)
Risk
A
78.8% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.130—1—
Value %ile0.140—1—
Quality %ile0.680—0—
Momentum %ile0.280—1—
F-Score5.000—0—
Confidence0.939—1—
Volatility0.227—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.22
Earnings Yield (E/P)
0.0413
Price / Sales
4.96
Price / Cash Flow
20.80
FCF Yield
4.5%
EBITDA / EV
5.3%
Sales Yield (1/P·S)
0.1590
Shareholder Yield
Div + net buyback / mktcap
1.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-23.9%
Return on Assets
21.2%
Net Margin
20.5%
Operating Margin
31.5%
Gross Profit / Assets
Novy-Marx GPA
47.2%
Debt / Equity
-2.13
Current Ratio
0.65
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.035
MomentumPrice trend strength over different horizons
6M Return
5.1%
12M Return
6.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
6.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.28
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.7%
Earnings Growth (YoY)
22.0%
Earnings Stability (CV)
Lower = more stable
0.199
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
1.9%
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
86
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
81
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