Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c9197317-d216-462a-9130-427c69a0f4c5/

WEN

The Wendy’s Co
Chart
7.76 USD
Latest Week 2026-07-17
Consumer CyclicalRestaurantsSMALL
Snapshot 2026-07-19 · 0.6w · Fresh
0.54
OS Score
78.0%
Value
33.0%
Quality
11.0%
Momentum
4/9
F-Score
0.507
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.9%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
12.4%
💰
High Yield
Div 7.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.84
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
78.0%ile
P/E
10.0×
P/S
0.7×
P/B
12.8×
E/P
0.0652
FCF Yield
0.081
EBITDA/EV
0.099
SH Yield
0.124
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
18.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
14.00000000
/100
P/E of 10.0x places this firmly in deep value territory. FCF yield of 8.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
33.0%ile
ROE
1.286
ROA
0.030
Net Margin
0.068
Op Margin
0.153
GPA
0.118
D/E
41.62
Current
1.83
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.018
Earn Growth
-0.225
Stability
0.288
lower=better
Accruals
-0.035
lower=better
5yr Consist
Yes
ROE of 129% 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
11.0%ile
6M Return
-3.3%
12M Return
-20.8%
12-1 Mom
-30.6%
Risk-Adj
-0.79
Vol 252d
38.9%
Vol 60d
91.5%
↑ Expanding
Max DD 12M
-34.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -31% signals a downtrend — price is moving against you. Near-term vol (91%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.54
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 485 peers
Sector Value %ile
73.0%
Sector Quality %ile
44.4%
P/E z-score
-0.22
P/B z-score
0.06
Sector Avg OS
50.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 94.0% 94.0%
SBH Sally Beauty Holdings Inc 98.0% 92.0% 88.0% 85.0%
CYD China Yuchai International Limited 98.0% 99.0% 70.0% 91.0%
HTHT Huazhu Group Ltd 98.0% 95.0% 92.0% 77.0%
FLXS Flexsteel Industries Inc 98.0% 94.0% 77.0% 92.0%
M Macy’s Inc 98.0% 96.0% 73.0% 94.0%
STRT Strattec Security Corporation 97.0% 95.0% 80.0% 78.0%
WEYS Weyco Group Inc 96.0% 90.0% 79.0% 78.0%
Factor Interactions
Falling Knife
Weak momentum (11th) despite looking cheap (78th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 12.4% backed by 8.1% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (129%) boosted by high leverage (D/E 41.6). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (91%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.5% avg (7 factors)
Quality
C
45.4% avg (8 factors)
Momentum
F
12.3% avg (4 factors)
Risk
C
51.8% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.540—0—
Value %ile0.780—7—
Quality %ile0.330—0—
Momentum %ile0.110—7—
F-Score4.000—7—
Confidence0.940—7—
Volatility0.389—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.95
Earnings Yield (E/P)
0.0652
Price / Sales
0.67
Price / Book
12.79
Price / Cash Flow
4.64
FCF Yield
8.1%
EBITDA / EV
9.9%
Sales Yield (1/P·S)
0.4262
Shareholder Yield
Div + net buyback / mktcap
12.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
128.6%
Return on Assets
3.0%
Net Margin
6.8%
Operating Margin
15.3%
Gross Profit / Assets
Novy-Marx GPA
11.8%
Debt / Equity
41.62
Current Ratio
1.83
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.035
External Financing
Net issuance — lower=better
0.016
MomentumPrice trend strength over different horizons
6M Return
-3.3%
12M Return
-20.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-30.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.79
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.8%
Earnings Growth (YoY)
-22.5%
Earnings Stability (CV)
Lower = more stable
0.288
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
7.2%
Buyback Yield
5.2%
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
18
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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