Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9c50c57f-7c89-4927-bac4-319795be470e/
STLD
Steel Dynamics IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 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
12-1 78%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.47
V
Value Analysis
Cheapness relative to fundamentals
11.0%ile
P/E
28.3×
P/S
2.0×
P/B
4.2×
E/P
0.0353
FCF Yield
0.052
EBITDA/EV
0.057
SH Yield
0.008
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
88.00000000
/100 — 1=cheapest
VC2 (Trending Value)
85.00000000
/100
VC3 (Buyback)
85.00000000
/100
VC2 score of 85.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
21.0%ile
ROE
0.150
ROA
0.082
Net Margin
0.072
Op Margin
0.098
GPA
0.159
D/E
0.83
Current
3.13
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.104
Earn Growth
0.172
Stability
0.272
lower=better
Accruals
-0.004
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
63.5%
12M Return
103.7%
12-1 Mom
78.4%
Risk-Adj
2.47
Vol 252d
31.7%
Vol 60d
72.3%
↑ Expanding
Max DD 12M
-19.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 78% is very strong — a clear uptrend. Risk-adjusted momentum of 2.47 is excellent — strong returns relative to volatility. Near-term vol (72%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.17
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 224 peers
Sector Value %ile
9.8%
Sector Quality %ile
30.7%
P/E z-score
-0.05
P/B z-score
-0.07
Sector Avg OS
55.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (72%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
44.2% avg (7 factors)
Quality
C
55.0% avg (8 factors)
Momentum
A
96.7% avg (4 factors)
Risk
B
63.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.170 | —1 | — | |
| Value %ile | 0.110 | —1 | — | |
| Quality %ile | 0.210 | —1 | — | |
| Momentum %ile | 0.910 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.317 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
28.34
Earnings Yield (E/P)
0.0353
Price / Sales
2.04
Price / Book
4.24
Price / Cash Flow
26.90
FCF Yield
5.2%
EBITDA / EV
5.7%
Sales Yield (1/P·S)
0.4471
Shareholder Yield
Div + net buyback / mktcap
0.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.0%
Return on Assets
8.2%
Net Margin
7.2%
Operating Margin
9.8%
Gross Profit / Assets
Novy-Marx GPA
15.9%
Debt / Equity
0.83
Current Ratio
3.13
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.004
MomentumPrice trend strength over different horizons
6M Return
63.5%
12M Return
103.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
78.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.47
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.4%
Earnings Growth (YoY)
17.2%
Earnings Stability (CV)
Lower = more stable
0.272
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
0.8%
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
88
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
85
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
85
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