Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/af487896-d4c7-4a80-a619-1dfa27e41676/

TSN

Tyson Foods Inc
Chart
$58.73
Latest Week 2026-06-05
Consumer DefensiveFarm ProductsLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.18
OS Score
29.0%
Value
11.0%
Quality
67.0%
Momentum
6/9
F-Score
0.179
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.4%
💰
High Yield
Div 3.4%
🚀
Momentum Leaders
12-1 26%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.01
V
Value Analysis
Cheapness relative to fundamentals
29.0%ile
P/E
45.9×
P/S
0.4×
P/B
1.1×
E/P
0.0218
FCF Yield
0.107
EBITDA/EV
0.089
SH Yield
0.034
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
20.00000000
/100
VC3 (Buyback)
20.00000000
/100
P/E of 45.9x is premium-priced — the market is paying up for expected growth. FCF yield of 10.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
11.0%ile
ROE
0.025
ROA
0.013
Net Margin
0.008
Op Margin
0.021
GPA
0.104
D/E
0.94
Current
1.83
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.039
Earn Growth
-0.504
Stability
0.828
lower=better
Accruals
-0.048
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
4.0%
12M Return
8.9%
12-1 Mom
25.7%
Risk-Adj
1.01
Vol 252d
25.4%
Vol 60d
57.2%
↑ Expanding
Max DD 12M
-13.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 26% is very strong — a clear uptrend. Near-term vol (57%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.18
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 236 peers
Sector Value %ile
21.9%
Sector Quality %ile
11.8%
P/E z-score
0.23
P/B z-score
-0.16
Sector Avg OS
50.2%
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%
SENEA Seneca Foods Corp A 96.0% 94.0% 74.0% 84.0%
DDL Dingdong (Cayman) Limited ADR 96.0% 99.0% 73.0% 71.0%
NATR Natures Sunshine Products Inc 95.0% 81.0% 86.0% 82.0%
JBS JBS N.V. 95.0% 98.0% 72.0% 65.0%
Factor Interactions
Volatility Expanding
60-day vol (57%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
56.9% avg (7 factors)
Quality
D
35.4% avg (8 factors)
Momentum
C
50.9% avg (4 factors)
Risk
B
74.4% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.180—1—
Value %ile0.290—1—
Quality %ile0.110—1—
Momentum %ile0.670—0—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.254—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
45.89
Earnings Yield (E/P)
0.0218
Price / Sales
0.37
Price / Book
1.15
Price / Cash Flow
9.72
FCF Yield
10.7%
EBITDA / EV
8.9%
Sales Yield (1/P·S)
1.9635
Shareholder Yield
Div + net buyback / mktcap
3.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.5%
Return on Assets
1.3%
Net Margin
0.8%
Operating Margin
2.1%
Gross Profit / Assets
Novy-Marx GPA
10.4%
Debt / Equity
0.94
Current Ratio
1.83
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.048
MomentumPrice trend strength over different horizons
6M Return
4.0%
12M Return
8.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
25.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.01
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.9%
Earnings Growth (YoY)
-50.4%
Earnings Stability (CV)
Lower = more stable
0.828
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
3.4%
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
20
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
20
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