Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d267a3f6-8a91-4dfa-b3eb-4af851062bc1/
OTIS
Otis Worldwide CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 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
✗
🔄
Shareholder Yield
2.4%
💰
High Yield
✗
🚀
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
28.0%ile
P/E
18.5×
P/S
1.9×
E/P
0.0540
FCF Yield
0.057
EBITDA/EV
0.071
SH Yield
0.024
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
71.00000000
/100 — 1=cheapest
VC2 (Trending Value)
67.00000000
/100
VC3 (Buyback)
67.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
28.0%ile
ROE
-0.261
ROA
0.140
Net Margin
0.101
Op Margin
0.154
GPA
0.422
D/E
-2.81
Current
0.84
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.033
Earn Growth
-0.035
Stability
0.222
lower=better
Accruals
-0.032
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of -2.81.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
12.0%ile
6M Return
-17.7%
12M Return
-25.3%
12-1 Mom
-21.0%
Risk-Adj
-0.97
Vol 252d
21.6%
Vol 60d
43.9%
↑ Expanding
Max DD 12M
-27.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -21% signals a downtrend — price is moving against you. Near-term vol (44%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.07
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
26.9%
Sector Quality %ile
24.4%
P/E z-score
-0.29
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (44%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.9% avg (6 factors)
Quality
C
56.2% avg (8 factors)
Momentum
F
6.7% avg (4 factors)
Risk
A
80.7% 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 | 0.070 | —1 | — | |
| Value %ile | 0.280 | —1 | — | |
| Quality %ile | 0.280 | —1 | — | |
| Momentum %ile | 0.120 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.216 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.50
Earnings Yield (E/P)
0.0540
Price / Sales
1.87
Price / Cash Flow
15.07
FCF Yield
5.7%
EBITDA / EV
7.1%
Sales Yield (1/P·S)
0.4259
Shareholder Yield
Div + net buyback / mktcap
2.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-26.1%
Return on Assets
14.0%
Net Margin
10.1%
Operating Margin
15.4%
Gross Profit / Assets
Novy-Marx GPA
42.2%
Debt / Equity
-2.81
Current Ratio
0.84
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.032
MomentumPrice trend strength over different horizons
6M Return
-17.7%
12M Return
-25.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-21.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.97
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.3%
Earnings Growth (YoY)
-3.5%
Earnings Stability (CV)
Lower = more stable
0.222
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
2.4%
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
71
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
67
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
67
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