Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ad5a5c8c-8cc6-4eed-8672-167fbadc7773/
WSM
Williams-Sonoma IncSnapshot 2026-07-26 · 0.6w · 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
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
5.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 33%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
13.0%ile
P/E
24.5×
P/S
3.4×
P/B
14.3×
E/P
0.0523
FCF Yield
0.059
EBITDA/EV
0.067
SH Yield
0.052
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
89.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
83.00000000
/100
VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.582
ROA
0.215
Net Margin
0.138
Op Margin
0.183
GPA
0.718
D/E
1.70
Current
1.34
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.013
Earn Growth
-0.002
Stability
0.238
lower=better
Accruals
-0.053
lower=better
5yr Consist
Yes
ROE of 58% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
11.3%
12M Return
26.1%
12-1 Mom
32.6%
Risk-Adj
0.93
Vol 252d
34.9%
Vol 60d
78.6%
↑ Expanding
Max DD 12M
-23.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 33% is very strong — a clear uptrend. Near-term vol (79%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.47
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
Factor Interactions
Quality Momentum — Expensive
Strong quality (88th) and momentum (75th) but expensive (13th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 5.2% backed by 5.9% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (88th) but expensive (13th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (79%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
47.0% avg (7 factors)
Quality
A
75.1% avg (8 factors)
Momentum
C
59.8% avg (4 factors)
Risk
C
58.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.470 | —0 | — | |
| Value %ile | 0.130 | —8 | — | |
| Quality %ile | 0.880 | —8 | — | |
| Momentum %ile | 0.750 | —2 | — | |
| F-Score | 4.000 | —8 | — | |
| Confidence | 1.000 | —8 | — | |
| Volatility | 0.349 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.53
Earnings Yield (E/P)
0.0523
Price / Sales
3.39
Price / Book
14.28
Price / Cash Flow
19.71
FCF Yield
5.9%
EBITDA / EV
6.7%
Sales Yield (1/P·S)
0.2862
Shareholder Yield
Div + net buyback / mktcap
5.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
58.2%
Return on Assets
21.5%
Net Margin
13.8%
Operating Margin
18.3%
Gross Profit / Assets
Novy-Marx GPA
71.8%
Debt / Equity
1.70
Current Ratio
1.34
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.053
MomentumPrice trend strength over different horizons
6M Return
11.3%
12M Return
26.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
32.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.93
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.3%
Earnings Growth (YoY)
-0.2%
Earnings Stability (CV)
Lower = more stable
0.238
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
1.3%
Buyback Yield
3.9%
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
89
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
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