Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c64c7262-99e5-4c6d-aa85-b53fdc181c68/
RACE
Ferrari NVSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
5.0%ile
P/E
38.5×
P/S
8.5×
P/B
15.1×
E/P
0.0260
FCF Yield
0.089
EBITDA/EV
0.042
SH Yield
0.017
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
95.00000000
/100 — 1=cheapest
VC2 (Trending Value)
92.00000000
/100
VC3 (Buyback)
92.00000000
/100
P/E of 38.5x is premium-priced — the market is paying up for expected growth. FCF yield of 8.9% is strong — the business generates significant free cash relative to price. VC2 score of 92.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
99.0%ile
ROE
0.393
ROA
0.156
Net Margin
0.222
Op Margin
0.292
GPA
0.362
D/E
1.53
Current
2.41
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.047
Earn Growth
0.010
Stability
0.049
lower=better
Accruals
-0.253
lower=better
5yr Consist
Yes
ROE of 39% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
-9.7%
12M Return
-26.4%
12-1 Mom
-28.0%
Risk-Adj
-0.70
Vol 252d
40.2%
Vol 60d
90.5%
↑ Expanding
Max DD 12M
-39.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -28% signals a downtrend — price is moving against you. Near-term vol (90%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.11
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
2.0%
Sector Quality %ile
100.0%
P/E z-score
0.09
P/B z-score
1.79
Sector Avg OS
54.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (99th) but expensive (5th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (90%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
30.9% avg (7 factors)
Quality
A
84.6% avg (8 factors)
Momentum
F
9.2% avg (4 factors)
Risk
C
49.6% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.110 | —1 | — | |
| Value %ile | 0.050 | —1 | — | |
| Quality %ile | 0.990 | —1 | — | |
| Momentum %ile | 0.100 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.402 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
38.50
Earnings Yield (E/P)
0.0260
Price / Sales
8.54
Price / Book
15.14
Price / Cash Flow
14.65
FCF Yield
8.9%
EBITDA / EV
4.2%
Sales Yield (1/P·S)
0.1135
Shareholder Yield
Div + net buyback / mktcap
1.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
39.3%
Return on Assets
15.6%
Net Margin
22.2%
Operating Margin
29.2%
Gross Profit / Assets
Novy-Marx GPA
36.2%
Debt / Equity
1.53
Current Ratio
2.41
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.253
MomentumPrice trend strength over different horizons
6M Return
-9.7%
12M Return
-26.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-28.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.70
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.7%
Earnings Growth (YoY)
1.0%
Earnings Stability (CV)
Lower = more stable
0.049
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
1.7%
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
95
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
92
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
92
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity