Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d249f79e-6ac7-41a4-a1dc-787e1826ed41/

CBOE

Cboe Global Markets Inc
Chart
285.07 USD
Latest Week 2026-07-24
Financial ServicesFinancial Data & Stock ExchangesLARGE
Snapshot 2026-07-26 · 0.6w · Fresh
0.29
OS Score
17.0%
Value
92.0%
Quality
33.0%
Momentum
7/9
F-Score
0.395
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
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
Rev +11%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.72
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
17.0%ile
P/E
24.2×
P/S
6.2×
P/B
5.6×
E/P
0.0610
FCF Yield
0.038
EBITDA/EV
0.065
SH Yield
0.008
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
91.00000000
/100 — 1=cheapest
VC2 (Trending Value)
92.00000000
/100
VC3 (Buyback)
92.00000000
/100
VC2 score of 92.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.230
ROA
0.112
Net Margin
0.258
Op Margin
0.372
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
33.0%ile
6M Return
3.6%
12M Return
16.8%
12-1 Mom
-0.7%
Risk-Adj
-0.02
Vol 252d
33.6%
Vol 60d
83.1%
↑ Expanding
Max DD 12M
-33.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (83%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.29
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
92.4%
P/E z-score
0.23
P/B z-score
0.03
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IFS Intercorp Financial Services Inc 99.0% 98.0% 83.0% 90.0%
UVE Universal Insurance Holdings Inc 99.0% 97.0% 92.0% 92.0%
RILYL BRC Group Holdings, Inc. 99.0% 95.0% 88.0% 95.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 90.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 90.0%
NTRS Northern Trust Corporation 98.0% 94.0% 89.0% 81.0%
SBFG SB Financial Group Inc 98.0% 96.0% 93.0% 76.0%
BBDO Banco Bradesco S/A ADR 98.0% 97.0% 92.0% 79.0%
Factor Interactions
Quality at a Premium
High quality (92th) but expensive (17th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (83%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
40.6% avg (7 factors)
Quality
B
74.2% avg (8 factors)
Momentum
D
37.8% avg (4 factors)
Risk
B
60.7% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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 Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.290—1—
Value %ile0.170—8—
Quality %ile0.920—8—
Momentum %ile0.330—0—
F-Score7.000—8—
Confidence0.929—8—
Volatility0.336—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.15
Earnings Yield (E/P)
0.0610
Price / Sales
6.23
Price / Book
5.55
Price / Cash Flow
28.39
FCF Yield
3.8%
EBITDA / EV
6.5%
Sales Yield (1/P·S)
0.1638
Shareholder Yield
Div + net buyback / mktcap
0.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.0%
Return on Assets
11.2%
Net Margin
25.8%
Operating Margin
37.2%
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
3.6%
12M Return
16.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-0.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.02
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
0.5%
Buyback Yield
0.3%
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
91
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
92
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
92
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