Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c74c14e3-5296-4434-9ae8-63d8dae4432e/
MAT
Mattel IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.768
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.0%
◐
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
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
83.0%ile
P/E
8.5×
P/S
0.8×
P/B
2.0×
E/P
0.1177
FCF Yield
0.133
EBITDA/EV
0.130
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
11.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
17.00000000
/100
P/E of 8.5x places this firmly in deep value territory. FCF yield of 13.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
71.0%ile
ROE
0.237
ROA
0.079
Net Margin
0.093
Op Margin
0.103
GPA
0.408
D/E
2.00
Current
2.06
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.002
Earn Growth
-0.058
Stability
1.045
lower=better
Accruals
-0.007
lower=better
5yr Consist
No
ROE of 24% is exceptional. Highly leveraged with D/E of 2.00 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
11.0%ile
6M Return
-33.4%
12M Return
-25.3%
12-1 Mom
-18.4%
Risk-Adj
-0.50
Vol 252d
37.0%
Vol 60d
85.8%
↑ Expanding
Max DD 12M
-34.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -18% signals a downtrend — price is moving against you. Near-term vol (86%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.76
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
77.2%
Sector Quality %ile
73.3%
P/E z-score
-0.25
P/B z-score
-0.25
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (83th) and quality (71th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (11th) despite looking cheap (83th value). Wait for momentum to stabilise.
Leveraged Returns
Strong ROE (24%) boosted by high leverage (D/E 2.0). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (86%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
74.8% avg (7 factors)
Quality
C
56.9% avg (8 factors)
Momentum
F
6.7% avg (4 factors)
Risk
C
55.1% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.760 | —1 | — | |
| Value %ile | 0.830 | —1 | — | |
| Quality %ile | 0.710 | —1 | — | |
| Momentum %ile | 0.110 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.370 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.49
Earnings Yield (E/P)
0.1177
Price / Sales
0.79
Price / Book
2.01
Price / Cash Flow
7.77
FCF Yield
13.3%
EBITDA / EV
13.0%
Sales Yield (1/P·S)
0.9436
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.7%
Return on Assets
7.9%
Net Margin
9.3%
Operating Margin
10.3%
Gross Profit / Assets
Novy-Marx GPA
40.8%
Debt / Equity
2.00
Current Ratio
2.06
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.007
MomentumPrice trend strength over different horizons
6M Return
-33.4%
12M Return
-25.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-18.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.50
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.2%
Earnings Growth (YoY)
-5.8%
Earnings Stability (CV)
Lower = more stable
1.045
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
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
11
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
17
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