Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/cb015d6b-1a8f-457c-aeeb-701d1730d850/

STT

State Street Corp
Chart
184.16 USD
Latest Week 2026-07-31
Financial ServicesAsset ManagementLARGE
Snapshot 2026-07-26 · 1.0w · Fresh
0.9
OS Score
66.0%
Value
82.0%
Quality
88.0%
Momentum
7/9
F-Score
0.736
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.736
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.7
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
2.9%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 51%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.80
⚡
Risk-Adj Momentum
RAM 2.62
V
Value Analysis
Cheapness relative to fundamentals
66.0%ile
P/E
14.7×
P/S
2.2×
P/B
1.8×
E/P
0.0543
FCF Yield
0.079
EBITDA/EV
0.061
SH Yield
0.029
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
35.00000000
/100
FCF yield of 7.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
0.122
ROA
0.008
Net Margin
0.150
Op Margin
0.190
GPA
0.036
D/E
13.80
Current
1.92
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.022
Earn Growth
0.213
Stability
0.172
lower=better
Accruals
-0.005
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 13.80 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
48.0%
12M Return
67.6%
12-1 Mom
51.2%
Risk-Adj
2.62
Vol 252d
19.5%
Vol 60d
44.8%
↑ Expanding
Max DD 12M
-8.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 51% is very strong — a clear uptrend. Risk-adjusted momentum of 2.62 is excellent — strong returns relative to volatility. Near-term vol (45%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
23.4%
Sector Quality %ile
71.5%
P/E z-score
-0.10
P/B z-score
-0.05
Sector Avg OS
85.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
RILYL BRC Group Holdings, Inc. 99.0% 95.0% 88.0% 95.0%
UVE Universal Insurance Holdings Inc 99.0% 97.0% 92.0% 92.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 90.0%
IFS Intercorp Financial Services Inc 99.0% 98.0% 83.0% 90.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 90.0%
MCY Mercury General Corporation 98.0% 95.0% 83.0% 87.0%
RNR Renaissancere Holdings Ltd 98.0% 96.0% 96.0% 77.0%
HG Hamilton Insurance Group, Ltd. 98.0% 96.0% 81.0% 91.0%
Factor Interactions
Volatility Expanding
60-day vol (45%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.3% avg (7 factors)
Quality
D
37.5% avg (8 factors)
Momentum
A
97.0% avg (4 factors)
Risk
A
84.1% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.900—8—
Value %ile0.660—0—
Quality %ile0.820—2—
Momentum %ile0.880—8—
F-Score7.000—8—
Confidence1.000—8—
Volatility0.195—1—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.74
Earnings Yield (E/P)
0.0543
Price / Sales
2.22
Price / Book
1.80
Price / Cash Flow
9.53
FCF Yield
7.9%
EBITDA / EV
6.1%
Sales Yield (1/P·S)
0.2849
Shareholder Yield
Div + net buyback / mktcap
2.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.2%
Return on Assets
0.8%
Net Margin
15.0%
Operating Margin
19.0%
Gross Profit / Assets
Novy-Marx GPA
3.6%
Debt / Equity
13.80
Current Ratio
1.92
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.005
External Financing
Net issuance — lower=better
0.005
MomentumPrice trend strength over different horizons
6M Return
48.0%
12M Return
67.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
51.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.62
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.2%
Earnings Growth (YoY)
21.3%
Earnings Stability (CV)
Lower = more stable
0.172
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.8%
Buyback Yield
1.1%
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
34
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
35
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