Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ab50592d-7896-4869-a8d5-77c4708e403f/
MMM
3M CompanySnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 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
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
6.6%
💰
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
14.0%ile
P/E
24.9×
P/S
2.8×
P/B
21.3×
E/P
0.0401
FCF Yield
0.026
EBITDA/EV
0.076
SH Yield
0.066
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
86.00000000
/100 — 1=cheapest
VC2 (Trending Value)
77.00000000
/100
VC3 (Buyback)
78.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
74.0%ile
ROE
0.854
ROA
0.079
Net Margin
0.111
Op Margin
0.198
GPA
0.280
Current
1.59
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.015
Earn Growth
-0.208
Stability
0.269
lower=better
Accruals
-0.005
lower=better
5yr Consist
Yes
ROE of 85% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
37.0%ile
6M Return
-6.4%
12M Return
6.1%
12-1 Mom
-3.5%
Risk-Adj
-0.13
Vol 252d
28.1%
Vol 60d
68.1%
↑ Expanding
Max DD 12M
-17.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (68%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.17
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 143 peers
Sector Value %ile
20.1%
Sector Quality %ile
76.4%
P/E z-score
-0.15
P/B z-score
2.72
Sector Avg OS
50.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (74th) but expensive (14th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (68%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
45.9% avg (7 factors)
Quality
B
60.8% avg (7 factors)
Momentum
D
30.0% avg (4 factors)
Risk
B
69.9% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.170 | —1 | — | |
| Value %ile | 0.140 | —1 | — | |
| Quality %ile | 0.740 | —1 | — | |
| Momentum %ile | 0.370 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.281 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.93
Earnings Yield (E/P)
0.0401
Price / Sales
2.78
Price / Book
21.29
Price / Cash Flow
23.48
FCF Yield
2.6%
EBITDA / EV
7.6%
Sales Yield (1/P·S)
0.3196
Shareholder Yield
Div + net buyback / mktcap
6.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
85.4%
Return on Assets
7.9%
Net Margin
11.1%
Operating Margin
19.8%
Gross Profit / Assets
Novy-Marx GPA
28.0%
Current Ratio
1.59
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.005
External Financing
Net issuance — lower=better
0.139
MomentumPrice trend strength over different horizons
6M Return
-6.4%
12M Return
6.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-3.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.13
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.5%
Earnings Growth (YoY)
-20.8%
Earnings Stability (CV)
Lower = more stable
0.269
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
2.3%
Buyback Yield
4.3%
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
86
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
77
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
78
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