Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a2e577a1-7bd6-4910-900f-d8f34ae5d57a/
WPM
Wheaton Precious Metals CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 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
ROE 19%
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 57%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.20
V
Value Analysis
Cheapness relative to fundamentals
7.0%ile
P/E
29.4×
P/S
19.3×
P/B
5.7×
E/P
0.0340
FCF Yield
0.072
EBITDA/EV
0.047
SH Yield
0.006
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
95.00000000
/100 — 1=cheapest
VC2 (Trending Value)
94.00000000
/100
VC3 (Buyback)
94.00000000
/100
FCF yield of 7.2% is strong — the business generates significant free cash relative to price. VC2 score of 94.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.194
ROA
0.182
Net Margin
0.655
Op Margin
0.757
GPA
0.214
D/E
0.07
Current
4.53
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.883
Earn Growth
1.908
Stability
0.626
lower=better
Accruals
-0.051
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.07.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
7.9%
12M Return
31.9%
12-1 Mom
57.3%
Risk-Adj
1.20
Vol 252d
47.6%
Vol 60d
115.0%
↑ Expanding
Max DD 12M
-30.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 57% is very strong — a clear uptrend. Near-term vol (115%) is expanding vs long-term (48%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.5
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 224 peers
Sector Value %ile
5.3%
Sector Quality %ile
96.4%
P/E z-score
-0.03
P/B z-score
-0.06
Sector Avg OS
54.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (97th) and momentum (81th) but expensive (7th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (81th) but high volatility (48%). Momentum could reverse sharply.
Quality at a Premium
High quality (97th) but expensive (7th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (115%) significantly exceeds 252-day (48%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
29.3% avg (7 factors)
Quality
A
83.6% avg (8 factors)
Momentum
B
67.8% avg (4 factors)
Risk
D
37.3% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.500 | —0 | — | |
| Value %ile | 0.070 | —1 | — | |
| Quality %ile | 0.970 | —1 | — | |
| Momentum %ile | 0.810 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.476 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
29.37
Earnings Yield (E/P)
0.0340
Price / Sales
19.25
Price / Book
5.70
Price / Cash Flow
22.90
FCF Yield
7.2%
EBITDA / EV
4.7%
Sales Yield (1/P·S)
0.0542
Shareholder Yield
Div + net buyback / mktcap
0.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
19.4%
Return on Assets
18.2%
Net Margin
65.5%
Operating Margin
75.7%
Gross Profit / Assets
Novy-Marx GPA
21.4%
Debt / Equity
0.07
Current Ratio
4.53
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.051
MomentumPrice trend strength over different horizons
6M Return
7.9%
12M Return
31.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
57.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.20
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
88.3%
Earnings Growth (YoY)
190.8%
Earnings Stability (CV)
Lower = more stable
0.626
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.6%
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
95
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
94
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
94
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