Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9c730515-3118-4880-9057-1b4a0e5d186c/
TR
Tootsie Roll Industries IncSnapshot 2026-07-26 · 0.4w · 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
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.69
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
17.0%ile
P/E
28.2×
P/S
3.9×
P/B
3.0×
E/P
0.0506
FCF Yield
0.061
EBITDA/EV
0.058
SH Yield
0.012
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
88.00000000
/100 — 1=cheapest
VC2 (Trending Value)
86.00000000
/100
VC3 (Buyback)
87.00000000
/100
FCF yield of 6.1% is strong — the business generates significant free cash relative to price. VC2 score of 86.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
78.0%ile
ROE
0.105
ROA
0.080
Net Margin
0.137
Op Margin
0.188
GPA
0.209
D/E
0.31
Current
3.57
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.310
lower=better
Accruals
-0.024
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.31.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
25.0%ile
6M Return
3.4%
12M Return
-2.5%
12-1 Mom
-1.1%
Risk-Adj
-0.04
Vol 252d
29.0%
Vol 60d
58.7%
↑ Expanding
Max DD 12M
-18.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (59%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.18
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 212 peers
Sector Value %ile
11.3%
Sector Quality %ile
78.9%
P/E z-score
-0.05
P/B z-score
-0.07
Sector Avg OS
52.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (78th) but expensive (17th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (59%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
47.9% avg (7 factors)
Quality
B
63.0% avg (8 factors)
Momentum
D
32.0% avg (4 factors)
Risk
B
68.3% avg (1 factors)
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 | 0.180 | —3 | — | |
| Value %ile | 0.170 | —8 | — | |
| Quality %ile | 0.780 | —8 | — | |
| Momentum %ile | 0.250 | —2 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 0.939 | —8 | — | |
| Volatility | 0.290 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
28.19
Earnings Yield (E/P)
0.0506
Price / Sales
3.85
Price / Book
2.97
Price / Cash Flow
21.59
FCF Yield
6.1%
EBITDA / EV
5.8%
Sales Yield (1/P·S)
0.2692
Shareholder Yield
Div + net buyback / mktcap
1.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.5%
Return on Assets
8.0%
Net Margin
13.7%
Operating Margin
18.8%
Gross Profit / Assets
Novy-Marx GPA
20.9%
Debt / Equity
0.31
Current Ratio
3.57
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.024
MomentumPrice trend strength over different horizons
6M Return
3.4%
12M Return
-2.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-1.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.04
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.310
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
0.9%
Buyback Yield
0.2%
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
88
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
86
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
87
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