Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/aea882e6-fbff-48fc-8321-099368918492/
AER
AerCap Holdings NVSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
#42
◆
Quality × Value
QV 0.915
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 5.9
◇
VC2 Cheapest
VC2 7
📐
EBITDA/EV
12.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
12.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 31%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.90
⚡
Risk-Adj Momentum
RAM 1.29
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/E
5.9×
P/S
2.9×
P/B
1.3×
E/P
0.0987
FCF Yield
0.166
EBITDA/EV
0.129
SH Yield
0.125
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
10.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
7.00000000
/100
P/E of 5.9x places this firmly in deep value territory. FCF yield of 16.6% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.213
ROA
0.055
Net Margin
0.484
Op Margin
0.786
GPA
0.060
D/E
2.88
Current
0.63
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.007
Earn Growth
0.837
Stability
0.430
lower=better
Accruals
-0.023
lower=better
5yr Consist
No
ROE of 21% is exceptional. Highly leveraged with D/E of 2.88 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
77.0%ile
6M Return
3.5%
12M Return
32.4%
12-1 Mom
30.7%
Risk-Adj
1.29
Vol 252d
23.9%
Vol 60d
56.0%
↑ Expanding
Max DD 12M
-12.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 31% is very strong — a clear uptrend. Near-term vol (56%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
95.0%
Sector Quality %ile
95.0%
P/E z-score
-0.48
P/B z-score
-0.06
Sector Avg OS
51.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (92th) and quality (91th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (92th value) with strong momentum (77th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (92th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 12.5% backed by 16.6% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (21%) boosted by high leverage (D/E 2.9). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.9% avg (7 factors)
Quality
C
50.3% avg (8 factors)
Momentum
B
60.6% avg (4 factors)
Risk
A
76.9% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —7 | — | |
| Value %ile | 0.920 | —7 | — | |
| Quality %ile | 0.910 | —7 | — | |
| Momentum %ile | 0.770 | —1 | — | |
| F-Score | 8.000 | —7 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.239 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.90
Earnings Yield (E/P)
0.0987
Price / Sales
2.86
Price / Book
1.26
Price / Cash Flow
4.17
FCF Yield
16.6%
EBITDA / EV
12.9%
Sales Yield (1/P·S)
0.1255
Shareholder Yield
Div + net buyback / mktcap
12.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.3%
Return on Assets
5.5%
Net Margin
48.4%
Operating Margin
78.6%
Gross Profit / Assets
Novy-Marx GPA
6.0%
Debt / Equity
2.88
Current Ratio
0.63
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.023
MomentumPrice trend strength over different horizons
6M Return
3.5%
12M Return
32.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
30.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.29
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.7%
Earnings Growth (YoY)
83.7%
Earnings Stability (CV)
Lower = more stable
0.430
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.7%
Buyback Yield
11.7%
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
10
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
42
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