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KOF
Coca-Cola Femsa SAB de CV ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.815
🏛
Cornerstone Value
Div 83.5%
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.3%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
83.5%
💰
High Yield
Div 83.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
73.0%ile
P/E
11.2×
P/S
0.8×
P/B
23.4×
E/P
0.0892
FCF Yield
0.211
EBITDA/EV
0.123
SH Yield
0.835
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
20.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
12.00000000
/100
P/E of 11.2x places this firmly in deep value territory. FCF yield of 21.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
2.083
ROA
0.864
Net Margin
0.073
Op Margin
0.050
GPA
5.452
D/E
1.35
Current
1.10
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.229
Earn Growth
-0.332
Stability
0.407
lower=better
Accruals
-1.038
lower=better
5yr Consist
No
ROE of 208% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
20.2%
12M Return
14.7%
12-1 Mom
14.0%
Risk-Adj
0.59
Vol 252d
23.9%
Vol 60d
51.3%
↑ Expanding
Max DD 12M
-16.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (51%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 236 peers
Sector Value %ile
65.4%
Sector Quality %ile
92.8%
P/E z-score
-0.34
P/B z-score
0.43
Sector Avg OS
49.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (73th) and quality (91th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 83.5% backed by 21.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.0% avg (7 factors)
Quality
B
70.0% avg (8 factors)
Momentum
C
51.0% avg (4 factors)
Risk
A
76.9% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.900 | —1 | — | |
| Value %ile | 0.730 | —1 | — | |
| Quality %ile | 0.910 | —1 | — | |
| Momentum %ile | 0.670 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.239 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.21
Earnings Yield (E/P)
0.0892
Price / Sales
0.81
Price / Book
23.36
Price / Cash Flow
5.09
FCF Yield
21.1%
EBITDA / EV
12.3%
Sales Yield (1/P·S)
0.8487
Shareholder Yield
Div + net buyback / mktcap
83.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
208.3%
Return on Assets
86.4%
Net Margin
7.3%
Operating Margin
5.0%
Gross Profit / Assets
Novy-Marx GPA
545.2%
Debt / Equity
1.35
Current Ratio
1.10
Accruals Ratio
(NI-OCF)/Assets — lower=better
-1.038
MomentumPrice trend strength over different horizons
6M Return
20.2%
12M Return
14.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
14.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.59
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-22.9%
Earnings Growth (YoY)
-33.2%
Earnings Stability (CV)
Lower = more stable
0.407
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
83.5%
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
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
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
Yes
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
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Op Income
OCF
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Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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OCF
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