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ADM

Archer-Daniels-Midland Company
Chart
€71.72
Latest Week 2026-06-05
Consumer DefensiveFarm ProductsLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.64
OS Score
56.0%
Value
14.0%
Quality
89.0%
Momentum
4/9
F-Score
0.280
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.9%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 62%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.12
V
Value Analysis
Cheapness relative to fundamentals
56.0%ile
P/E
32.0×
P/S
0.4×
P/B
1.5×
E/P
0.0313
FCF Yield
0.107
EBITDA/EV
0.070
SH Yield
0.029
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
39.00000000
/100 — 1=cheapest
VC2 (Trending Value)
39.00000000
/100
VC3 (Buyback)
36.00000000
/100
P/E of 32.0x is premium-priced — the market is paying up for expected growth. FCF yield of 10.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
14.0%ile
ROE
0.047
ROA
0.019
Net Margin
0.013
Op Margin
0.018
GPA
0.091
Current
1.31
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.062
Earn Growth
-0.404
Stability
0.462
lower=better
Accruals
-0.087
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
89.0%ile
6M Return
43.0%
12M Return
78.2%
12-1 Mom
62.1%
Risk-Adj
2.12
Vol 252d
29.3%
Vol 60d
67.2%
↑ Expanding
Max DD 12M
-11.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 62% is very strong — a clear uptrend. Risk-adjusted momentum of 2.12 is excellent — strong returns relative to volatility. Near-term vol (67%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.64
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 37 peers
Sector Value %ile
50.0%
Sector Quality %ile
5.3%
P/E z-score
1.54
P/B z-score
-0.21
Sector Avg OS
53.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PHM7 Altria Group, Inc. 88.0% 62.0% 81.0% 76.0%
CAR Carrefour SA 87.0% 86.0% 27.0% 79.0%
AHOG Koninklijke Ahold Delhaize N.V. 87.0% 84.0% 74.0% 37.0%
DYH Target Corporation 86.0% 69.0% 58.0% 79.0%
DT3 Dollar Tree, Inc. 83.0% 60.0% 90.0% 54.0%
HEN Henkel AG & Co. KGaA 82.0% 79.0% 70.0% 35.0%
HEN3 Henkel AG & Co. KGaA 79.0% 75.0% 69.0% 33.0%
SWA Schloss Wachenheim AG 79.0% 95.0% 29.0% 33.0%
Factor Interactions
Volatility Expanding
60-day vol (67%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.3% avg (7 factors)
Quality
F
29.9% avg (7 factors)
Momentum
A
92.3% avg (4 factors)
Risk
B
67.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.640—0—
Value %ile0.560—0—
Quality %ile0.140—1—
Momentum %ile0.890—1—
F-Score4.000—1—
Confidence0.939—1—
Volatility0.293—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
31.98
Earnings Yield (E/P)
0.0313
Price / Sales
0.43
Price / Book
1.52
Price / Cash Flow
5.82
FCF Yield
10.7%
EBITDA / EV
7.0%
Sales Yield (1/P·S)
1.8054
Shareholder Yield
Div + net buyback / mktcap
2.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.7%
Return on Assets
1.9%
Net Margin
1.3%
Operating Margin
1.8%
Gross Profit / Assets
Novy-Marx GPA
9.1%
Current Ratio
1.31
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.087
MomentumPrice trend strength over different horizons
6M Return
43.0%
12M Return
78.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
62.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-6.2%
Earnings Growth (YoY)
-40.4%
Earnings Stability (CV)
Lower = more stable
0.462
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
2.9%
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
39
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
39
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
36
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