Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/aa1a9231-fc40-46a0-b808-5ef510acf9a1/

SHW

Sherwin-Williams Co
Chart
$305.30
Latest Week 2026-06-05
Basic MaterialsSpecialty ChemicalsLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.12
OS Score
9.0%
Value
88.0%
Quality
16.0%
Momentum
6/9
F-Score
0.281
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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
9.0%ile
P/E
29.1×
P/S
3.2×
P/B
17.1×
E/P
0.0343
FCF Yield
0.050
EBITDA/EV
0.051
SH Yield
0.010
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
93.00000000
/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
88.0%ile
ROE
0.587
ROA
0.099
Net Margin
0.109
Op Margin
0.161
GPA
0.446
D/E
4.95
Current
0.86
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.039
Earn Growth
-0.030
Stability
0.268
lower=better
Accruals
-0.040
lower=better
5yr Consist
Yes
ROE of 59% is exceptional. Highly leveraged with D/E of 4.95 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
-7.9%
12M Return
-13.8%
12-1 Mom
-10.8%
Risk-Adj
-0.48
Vol 252d
22.4%
Vol 60d
52.7%
↑ Expanding
Max DD 12M
-19.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -11% signals a downtrend — price is moving against you. Near-term vol (53%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.12
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 224 peers
Sector Value %ile
8.4%
Sector Quality %ile
84.9%
P/E z-score
-0.03
P/B z-score
0.03
Sector Avg OS
55.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CPAC Cementos Pacasmayo SAA ADR 99.0% 98.0% 83.0% 92.0%
IAG IAMGold Corporation 99.0% 91.0% 98.0% 94.0%
NEXA Nexa Resources SA 99.0% 96.0% 85.0% 96.0%
BVN Compania de Minas Buenaventura SAA ADR 98.0% 88.0% 92.0% 92.0%
ERO Ero Copper Corp 98.0% 87.0% 96.0% 89.0%
CGAU Centerra Gold Inc 98.0% 95.0% 73.0% 94.0%
GFI Gold Fields Ltd ADR 98.0% 90.0% 99.0% 88.0%
RIO Rio Tinto ADR 98.0% 92.0% 85.0% 91.0%
Factor Interactions
Leveraged Returns
Strong ROE (59%) boosted by high leverage (D/E 5.0). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (88th) but expensive (9th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
35.4% avg (7 factors)
Quality
C
55.3% avg (8 factors)
Momentum
F
19.4% avg (4 factors)
Risk
A
79.3% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.120—1—
Value %ile0.090—1—
Quality %ile0.880—1—
Momentum %ile0.160—1—
F-Score6.000—0—
Confidence0.970—1—
Volatility0.224—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
29.14
Earnings Yield (E/P)
0.0343
Price / Sales
3.16
Price / Book
17.09
Price / Cash Flow
20.74
FCF Yield
5.0%
EBITDA / EV
5.1%
Sales Yield (1/P·S)
0.2729
Shareholder Yield
Div + net buyback / mktcap
1.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
58.7%
Return on Assets
9.9%
Net Margin
10.9%
Operating Margin
16.1%
Gross Profit / Assets
Novy-Marx GPA
44.6%
Debt / Equity
4.95
Current Ratio
0.86
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.040
MomentumPrice trend strength over different horizons
6M Return
-7.9%
12M Return
-13.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-10.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.48
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.9%
Earnings Growth (YoY)
-3.0%
Earnings Stability (CV)
Lower = more stable
0.268
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
1.0%
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
93
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity