Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/aeb29372-8164-404d-b6b3-b78f68dd4eaf/

TGT

Target Corporation
Chart
$122.57
Latest Week 2026-06-05
Consumer DefensiveDiscount StoresLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.91
OS Score
78.0%
Value
75.0%
Quality
77.0%
Momentum
6/9
F-Score
0.765
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.910
↗
Trending Value
✗
◆
Quality × Value
QV 0.765
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.5
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
3.7%
💰
High Yield
Div 3.7%
🚀
Momentum Leaders
12-1 33%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 25%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.33
V
Value Analysis
Cheapness relative to fundamentals
78.0%ile
P/E
16.2×
P/S
0.5×
P/B
3.4×
E/P
0.0618
FCF Yield
0.161
EBITDA/EV
0.118
SH Yield
0.037
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
20.00000000
/100 — 1=cheapest
VC2 (Trending Value)
16.00000000
/100
VC3 (Buyback)
16.00000000
/100
FCF yield of 16.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
75.0%ile
ROE
0.210
ROA
0.059
Net Margin
0.032
Op Margin
0.046
GPA
0.516
D/E
2.54
Current
0.93
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.005
Earn Growth
-0.176
Stability
0.179
lower=better
Accruals
-0.061
lower=better
5yr Consist
Yes
ROE of 21% is exceptional. Highly leveraged with D/E of 2.54 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
77.0%ile
6M Return
35.5%
12M Return
31.4%
12-1 Mom
33.0%
Risk-Adj
1.33
Vol 252d
24.9%
Vol 60d
53.7%
↑ Expanding
Max DD 12M
-18.5%
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 (54%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.91
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 236 peers
Sector Value %ile
69.6%
Sector Quality %ile
77.2%
P/E z-score
-0.26
P/B z-score
-0.10
Sector Avg OS
49.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ABEV Ambev SA ADR 99.0% 98.0% 97.0% 80.0%
VFF Village Farms International Inc 98.0% 97.0% 78.0% 91.0%
SENEB Seneca Foods Corp B 97.0% 94.0% 73.0% 86.0%
HLF Herbalife Nutrition Ltd 97.0% 95.0% 72.0% 86.0%
DDL Dingdong (Cayman) Limited ADR 96.0% 99.0% 73.0% 71.0%
SENEA Seneca Foods Corp A 96.0% 94.0% 74.0% 84.0%
JBS JBS N.V. 95.0% 98.0% 72.0% 65.0%
NATR Natures Sunshine Products Inc 95.0% 81.0% 86.0% 82.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (78th) and quality (75th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (78th value) with strong momentum (77th). The market is starting to recognise the value.
Leveraged Returns
Strong ROE (21%) boosted by high leverage (D/E 2.5). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (54%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.6% avg (7 factors)
Quality
C
47.9% avg (8 factors)
Momentum
B
71.4% avg (4 factors)
Risk
A
75.2% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.910—1—
Value %ile0.780—1—
Quality %ile0.750—1—
Momentum %ile0.770—1—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.249—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.19
Earnings Yield (E/P)
0.0618
Price / Sales
0.53
Price / Book
3.41
Price / Cash Flow
7.98
FCF Yield
16.1%
EBITDA / EV
11.8%
Sales Yield (1/P·S)
1.5702
Shareholder Yield
Div + net buyback / mktcap
3.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.0%
Return on Assets
5.9%
Net Margin
3.2%
Operating Margin
4.6%
Gross Profit / Assets
Novy-Marx GPA
51.6%
Debt / Equity
2.54
Current Ratio
0.93
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.061
MomentumPrice trend strength over different horizons
6M Return
35.5%
12M Return
31.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
33.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.33
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.5%
Earnings Growth (YoY)
-17.6%
Earnings Stability (CV)
Lower = more stable
0.179
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
3.7%
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
20
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
16
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
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