Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c1a81d1b-dab5-4139-81f0-dc7b076b8c0c/
MSFT
Microsoft CorporationSnapshot 2026-08-02 · 0.3w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.75
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
3.0%ile
P/E
36.1×
P/S
14.2×
P/B
10.9×
E/P
0.0328
FCF Yield
0.016
EBITDA/EV
0.044
SH Yield
0.012
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
97.00000000
/100 — 1=cheapest
VC2 (Trending Value)
96.00000000
/100
VC3 (Buyback)
97.00000000
/100
P/E of 36.1x is premium-priced — the market is paying up for expected growth. VC2 score of 96.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
95.0%ile
ROE
0.302
ROA
0.180
Net Margin
0.393
Op Margin
0.468
GPA
0.313
Current
1.28
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.149
Earn Growth
0.155
Accruals
-0.065
lower=better
5yr Consist
No
ROE of 30% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
8.0%ile
6M Return
6.8%
12M Return
-13.1%
12-1 Mom
-26.3%
Risk-Adj
-0.73
Vol 252d
36.0%
Vol 60d
90.3%
↑ Expanding
Max DD 12M
-32.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -26% signals a downtrend — price is moving against you. Near-term vol (90%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.12
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 38 peers
Sector Value %ile
20.5%
Sector Quality %ile
92.3%
P/E z-score
-0.51
P/B z-score
0.21
Sector Avg OS
35.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (95th) but expensive (3th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (90%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
18.7% avg (7 factors)
Quality
A
79.5% avg (7 factors)
Momentum
F
17.9% avg (4 factors)
Risk
C
56.6% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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 Trends9 snapshots
Factor Persistence9 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.120 | —9 | — | |
| Value %ile | 0.030 | —9 | — | |
| Quality %ile | 0.950 | —9 | — | |
| Momentum %ile | 0.080 | —9 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.861 | —9 | — | |
| Volatility | 0.360 | —0 | — |
Value Lens2021-08-03 → 2026-08-02
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
36.09
Earnings Yield (E/P)
0.0328
Price / Sales
14.20
Price / Book
10.90
Price / Cash Flow
26.56
FCF Yield
1.6%
EBITDA / EV
4.4%
Sales Yield (1/P·S)
0.0700
Shareholder Yield
Div + net buyback / mktcap
1.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
30.2%
Return on Assets
18.0%
Net Margin
39.3%
Operating Margin
46.8%
Gross Profit / Assets
Novy-Marx GPA
31.3%
Current Ratio
1.28
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.065
External Financing
Net issuance — lower=better
0.035
MomentumPrice trend strength over different horizons
6M Return
6.8%
12M Return
-13.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-26.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.73
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
14.9%
Earnings Growth (YoY)
15.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.8%
Buyback Yield
0.4%
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
97
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
96
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
97
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