Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a4f105ab-957b-484e-8207-ae0c8b5a2c1b/

H

Hyatt Hotels Corporation
Chart
$193.06
Latest Week 2026-06-05
Consumer CyclicalLodgingLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.08
OS Score
8.0%
Value
7.0%
Quality
81.0%
Momentum
5/9
F-Score
0.075
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 27%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
8.0%ile
P/S
3.0×
P/B
5.8×
FCF Yield
0.022
EBITDA/EV
0.033
SH Yield
0.003
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
92.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
91.00000000
/100
VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
7.0%ile
ROE
-0.011
ROA
-0.002
Net Margin
-0.005
Op Margin
0.065
GPA
0.079
D/E
3.21
Current
0.60
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.936
Stability
2.129
lower=better
Accruals
-0.022
lower=better
5yr Consist
No
Highly leveraged with D/E of 3.21 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
24.0%
12M Return
46.1%
12-1 Mom
26.7%
Risk-Adj
0.85
Vol 252d
31.4%
Vol 60d
73.9%
↑ Expanding
Max DD 12M
-18.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 27% is very strong — a clear uptrend. Near-term vol (74%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.08
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
4.6%
Sector Quality %ile
5.6%
P/B z-score
0.33
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 (74%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
34.3% avg (5 factors)
Quality
F
19.5% avg (8 factors)
Momentum
B
66.8% avg (4 factors)
Risk
B
64.3% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.080—1—
Value %ile0.080—1—
Quality %ile0.070—1—
Momentum %ile0.810—1—
F-Score5.000—0—
Confidence0.909—1—
Volatility0.314—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
3.01
Price / Book
5.80
Price / Cash Flow
67.78
FCF Yield
2.2%
EBITDA / EV
3.3%
Sales Yield (1/P·S)
0.2780
Shareholder Yield
Div + net buyback / mktcap
0.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-1.1%
Return on Assets
-0.2%
Net Margin
-0.5%
Operating Margin
6.5%
Gross Profit / Assets
Novy-Marx GPA
7.9%
Debt / Equity
3.21
Current Ratio
0.60
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.022
MomentumPrice trend strength over different horizons
6M Return
24.0%
12M Return
46.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
26.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.85
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
93.6%
Earnings Stability (CV)
Lower = more stable
2.129
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.3%
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
92
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
91
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
91
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