Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c9197317-d216-462a-9130-427c69a0f4c5/
WEN
The Wendy’s CoSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.758
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.6
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8.00000000
📐
EBITDA/EV
13.7%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
8.4%
💰
High Yield
Div 8.4%
🚀
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
87.0%ile
P/E
7.5×
P/S
0.6×
P/B
11.1×
E/P
0.1341
FCF Yield
0.113
EBITDA/EV
0.137
SH Yield
0.084
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
8.00000000
/100
P/E of 7.5x places this firmly in deep value territory. FCF yield of 11.3% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
66.0%ile
ROE
1.484
ROA
0.035
Net Margin
0.078
Op Margin
0.149
GPA
0.117
D/E
41.62
Current
1.83
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.018
Earn Growth
-0.105
Stability
0.205
lower=better
Accruals
-0.030
lower=better
5yr Consist
Yes
ROE of 148% is exceptional. Highly leveraged with D/E of 41.62 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
6.0%ile
6M Return
-19.0%
12M Return
-39.7%
12-1 Mom
-35.6%
Risk-Adj
-1.06
Vol 252d
33.6%
Vol 60d
75.5%
↑ Expanding
Max DD 12M
-42.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -36% signals a downtrend — price is moving against you. Near-term vol (75%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.75
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
82.8%
Sector Quality %ile
68.3%
P/E z-score
-0.26
P/B z-score
1.15
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Falling Knife
Weak momentum (6th) despite looking cheap (87th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 8.4% backed by 11.3% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (148%) boosted by high leverage (D/E 41.6). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (75%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.0% avg (7 factors)
Quality
C
45.7% avg (8 factors)
Momentum
F
3.4% avg (4 factors)
Risk
B
60.7% 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 | 0.750 | —1 | — | |
| Value %ile | 0.870 | —1 | — | |
| Quality %ile | 0.660 | —0 | — | |
| Momentum %ile | 0.060 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.336 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.46
Earnings Yield (E/P)
0.1341
Price / Sales
0.58
Price / Book
11.06
Price / Cash Flow
4.01
FCF Yield
11.3%
EBITDA / EV
13.7%
Sales Yield (1/P·S)
0.5985
Shareholder Yield
Div + net buyback / mktcap
8.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
148.4%
Return on Assets
3.5%
Net Margin
7.8%
Operating Margin
14.9%
Gross Profit / Assets
Novy-Marx GPA
11.7%
Debt / Equity
41.62
Current Ratio
1.83
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.030
MomentumPrice trend strength over different horizons
6M Return
-19.0%
12M Return
-39.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-35.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.06
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.8%
Earnings Growth (YoY)
-10.5%
Earnings Stability (CV)
Lower = more stable
0.205
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
8.4%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
79
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