Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d346bdf8-6782-40b2-a737-7975ae195fc1/

CTO

Costco Wholesale Corporation
Chart
826.30 EUR
Latest Week 2026-07-31
Consumer DefensiveDiscount StoresMEGA
Snapshot 2026-07-26 · 1.0w · Fresh
0.14
OS Score
6.0%
Value
77.0%
Quality
41.0%
Momentum
6/9
F-Score
0.215
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 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
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.64
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
6.0%ile
P/E
41.1×
P/S
1.2×
P/B
10.8×
E/P
0.0319
FCF Yield
0.025
EBITDA/EV
0.041
SH Yield
0.010
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
90.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
92.00000000
/100
P/E of 41.1x is premium-priced — the market is paying up for expected growth. VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
77.0%ile
ROE
0.264
ROA
0.102
Net Margin
0.030
Op Margin
0.038
GPA
0.437
Current
1.07
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.082
Earn Growth
0.099
Stability
0.130
lower=better
Accruals
-0.071
lower=better
5yr Consist
Yes
ROE of 26% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
41.0%ile
6M Return
-1.5%
12M Return
3.3%
12-1 Mom
6.1%
Risk-Adj
0.31
Vol 252d
19.9%
Vol 60d
48.0%
↑ Expanding
Max DD 12M
-13.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (48%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.14
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 37 peers
Sector Value %ile
2.6%
Sector Quality %ile
73.7%
P/E z-score
1.93
P/B z-score
-0.08
Sector Avg OS
49.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AHOG Koninklijke Ahold Delhaize N.V. 90.0% 90.0% 73.0% 39.0%
HEN Henkel AG & Co. KGaA 90.0% 74.0% 75.0% 66.0%
HEN3 Henkel AG & Co. KGaA 87.0% 71.0% 75.0% 63.0%
BEZ Berentzen-Gruppe Aktiengesellschaft 85.0% 98.0% 59.0% 18.0%
CAR Carrefour SA 85.0% 89.0% 20.0% 77.0%
PHM7 Altria Group, Inc. 85.0% 65.0% 66.0% 78.0%
DYH Target Corporation 78.0% 64.0% 38.0% 81.0%
KHNZ The Kraft Heinz Company 77.0% 86.0% 39.0% 34.0%
Factor Interactions
Quality at a Premium
High quality (77th) but expensive (6th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (48%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
29.9% avg (7 factors)
Quality
C
53.9% avg (7 factors)
Momentum
D
36.7% avg (4 factors)
Risk
A
83.4% 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 Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.140—8—
Value %ile0.060—8—
Quality %ile0.770—8—
Momentum %ile0.410—0—
F-Score6.000—0—
Confidence0.939—8—
Volatility0.199—1—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
41.08
Earnings Yield (E/P)
0.0319
Price / Sales
1.24
Price / Book
10.83
Price / Cash Flow
24.20
FCF Yield
2.5%
EBITDA / EV
4.1%
Sales Yield (1/P·S)
0.8335
Shareholder Yield
Div + net buyback / mktcap
1.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
26.4%
Return on Assets
10.2%
Net Margin
3.0%
Operating Margin
3.8%
Gross Profit / Assets
Novy-Marx GPA
43.7%
Current Ratio
1.07
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.071
MomentumPrice trend strength over different horizons
6M Return
-1.5%
12M Return
3.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
6.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.31
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.2%
Earnings Growth (YoY)
9.9%
Earnings Stability (CV)
Lower = more stable
0.130
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
0.7%
Buyback Yield
0.2%
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
90
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
91
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
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
Show all
Op Income
OCF
CapEx
Equity