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CBOE

Cboe Global Markets Inc
Chart
$281.91
Latest Week 2026-06-05
Financial ServicesFinancial Data & Stock ExchangesLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.46
OS Score
11.0%
Value
85.0%
Quality
79.0%
Momentum
7/9
F-Score
0.306
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +11%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 58%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.09
V
Value Analysis
Cheapness relative to fundamentals
11.0%ile
P/E
24.0×
P/S
6.2×
P/B
5.5×
E/P
0.0417
FCF Yield
0.039
EBITDA/EV
0.065
SH Yield
0.010
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
92.00000000
/100 — 1=cheapest
VC2 (Trending Value)
90.00000000
/100
VC3 (Buyback)
90.00000000
/100
VC2 score of 90.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.230
ROA
0.112
Net Margin
0.258
Op Margin
0.365
GPA
0.226
D/E
1.06
Current
4.13
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.106
Earn Growth
0.532
Stability
0.300
lower=better
Accruals
0.017
lower=better
5yr Consist
Yes
ROE of 23% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
79.0%ile
6M Return
12.0%
12M Return
28.0%
12-1 Mom
57.9%
Risk-Adj
2.09
Vol 252d
27.7%
Vol 60d
68.7%
↑ Expanding
Max DD 12M
-22.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 58% is very strong — a clear uptrend. Risk-adjusted momentum of 2.09 is excellent — strong returns relative to volatility. Near-term vol (69%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.46
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
74.1%
P/E z-score
0.48
P/B z-score
0.10
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
VBNK VersaBank 98.0% 94.0% 85.0% 91.0%
SYF Synchrony Financial 98.0% 96.0% 97.0% 72.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (85th) and momentum (79th) but expensive (11th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (85th) but expensive (11th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (69%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
39.3% avg (7 factors)
Quality
B
74.2% avg (8 factors)
Momentum
B
73.6% avg (4 factors)
Risk
B
70.5% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.460—0—
Value %ile0.110—1—
Quality %ile0.850—1—
Momentum %ile0.790—1—
F-Score7.000—1—
Confidence0.970—1—
Volatility0.277—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
23.97
Earnings Yield (E/P)
0.0417
Price / Sales
6.18
Price / Book
5.51
Price / Cash Flow
28.17
FCF Yield
3.9%
EBITDA / EV
6.5%
Sales Yield (1/P·S)
0.1658
Shareholder Yield
Div + net buyback / mktcap
1.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.0%
Return on Assets
11.2%
Net Margin
25.8%
Operating Margin
36.5%
Gross Profit / Assets
Novy-Marx GPA
22.6%
Debt / Equity
1.06
Current Ratio
4.13
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.017
MomentumPrice trend strength over different horizons
6M Return
12.0%
12M Return
28.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
57.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.09
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.6%
Earnings Growth (YoY)
53.2%
Earnings Stability (CV)
Lower = more stable
0.300
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.0%
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
92
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
90
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
90
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
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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