Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b1504ceb-8b3f-418f-b8d0-98ae23fa5498/
HSY
Hershey CoSnapshot 2026-07-26 · 0.9w · 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
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.3%
💰
High Yield
Div 3.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.79
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
16.0%ile
P/E
32.3×
P/S
2.9×
P/B
7.5×
E/P
0.0415
FCF Yield
0.079
EBITDA/EV
0.054
SH Yield
0.033
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
89.00000000
/100 — 1=cheapest
VC2 (Trending Value)
84.00000000
/100
VC3 (Buyback)
82.00000000
/100
P/E of 32.3x is premium-priced — the market is paying up for expected growth. FCF yield of 7.9% is strong — the business generates significant free cash relative to price. VC2 score of 84.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.231
ROA
0.079
Net Margin
0.091
Op Margin
0.138
GPA
0.301
D/E
1.92
Current
1.24
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.115
Earn Growth
-0.336
Stability
0.651
lower=better
Accruals
-0.091
lower=better
5yr Consist
No
ROE of 23% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
24.0%ile
6M Return
-7.5%
12M Return
-4.1%
12-1 Mom
-1.4%
Risk-Adj
-0.05
Vol 252d
30.1%
Vol 60d
72.5%
↑ Expanding
Max DD 12M
-26.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (72%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.19
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 212 peers
Sector Value %ile
9.9%
Sector Quality %ile
85.9%
P/E z-score
0.02
P/B z-score
-0.07
Sector Avg OS
52.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (85th) but expensive (16th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (72%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
43.2% avg (7 factors)
Quality
C
55.5% avg (8 factors)
Momentum
F
28.1% avg (4 factors)
Risk
B
66.4% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.190 | —4 | — | |
| Value %ile | 0.160 | —8 | — | |
| Quality %ile | 0.850 | —8 | — | |
| Momentum %ile | 0.240 | —3 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.929 | —8 | — | |
| Volatility | 0.301 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
32.31
Earnings Yield (E/P)
0.0415
Price / Sales
2.95
Price / Book
7.47
Price / Cash Flow
15.05
FCF Yield
7.9%
EBITDA / EV
5.4%
Sales Yield (1/P·S)
0.3010
Shareholder Yield
Div + net buyback / mktcap
3.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.1%
Return on Assets
7.9%
Net Margin
9.1%
Operating Margin
13.8%
Gross Profit / Assets
Novy-Marx GPA
30.1%
Debt / Equity
1.92
Current Ratio
1.24
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.091
External Financing
Net issuance — lower=better
0.007
MomentumPrice trend strength over different horizons
6M Return
-7.5%
12M Return
-4.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-1.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.05
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
11.5%
Earnings Growth (YoY)
-33.6%
Earnings Stability (CV)
Lower = more stable
0.651
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
3.2%
Buyback Yield
0.1%
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
84
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
82
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