Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d62d36ce-efbb-4a66-882e-983b31fa3fbc/

AXP

American Express Company
Chart
326.17 USD
Latest Week 2026-07-24
Financial ServicesCredit ServicesMEGA
Snapshot 2026-07-26 · 0.6w · Fresh
0.51
OS Score
35.0%
Value
95.0%
Quality
31.0%
Momentum
6/9
F-Score
0.577
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
10.7%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.7%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.90
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
35.0%ile
P/E
26.7×
P/S
2.9×
P/B
6.5×
E/P
0.0990
FCF Yield
0.093
EBITDA/EV
0.107
SH Yield
0.037
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
75.00000000
/100 — 1=cheapest
VC2 (Trending Value)
71.00000000
/100
VC3 (Buyback)
73.00000000
/100
FCF yield of 9.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
95.0%ile
ROE
0.243
ROA
0.027
Net Margin
0.108
Op Margin
0.302
GPA
0.209
D/E
7.99
Current
1.55
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.008
Earn Growth
-0.178
Stability
0.420
lower=better
Accruals
-0.033
lower=better
5yr Consist
No
ROE of 24% is exceptional. Highly leveraged with D/E of 7.99 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
31.0%ile
6M Return
-9.5%
12M Return
5.5%
12-1 Mom
9.8%
Risk-Adj
0.38
Vol 252d
26.1%
Vol 60d
55.9%
↑ Expanding
Max DD 12M
-23.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (56%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.51
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
0.6%
Sector Quality %ile
97.4%
P/E z-score
0.33
P/B z-score
0.05
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
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%
IFS Intercorp Financial Services Inc 99.0% 98.0% 83.0% 90.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 90.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 90.0%
SBFG SB Financial Group Inc 98.0% 96.0% 93.0% 76.0%
HCI HCI Group Inc 98.0% 94.0% 93.0% 76.0%
NTRS Northern Trust Corporation 98.0% 94.0% 89.0% 81.0%
Factor Interactions
Leveraged Returns
Strong ROE (24%) boosted by high leverage (D/E 8.0). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
58.0% avg (7 factors)
Quality
C
49.1% avg (8 factors)
Momentum
D
36.5% avg (4 factors)
Risk
B
73.2% 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 Composite0.510—0—
Value %ile0.350—0—
Quality %ile0.950—8—
Momentum %ile0.310—0—
F-Score6.000—0—
Confidence1.000—8—
Volatility0.261—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
26.69
Earnings Yield (E/P)
0.0990
Price / Sales
2.87
Price / Book
6.49
Price / Cash Flow
12.05
FCF Yield
9.3%
EBITDA / EV
10.7%
Sales Yield (1/P·S)
0.3277
Shareholder Yield
Div + net buyback / mktcap
3.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.3%
Return on Assets
2.7%
Net Margin
10.8%
Operating Margin
30.2%
Gross Profit / Assets
Novy-Marx GPA
20.9%
Debt / Equity
7.99
Current Ratio
1.55
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.033
External Financing
Net issuance — lower=better
0.019
MomentumPrice trend strength over different horizons
6M Return
-9.5%
12M Return
5.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
9.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.38
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.8%
Earnings Growth (YoY)
-17.8%
Earnings Stability (CV)
Lower = more stable
0.420
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
1.1%
Buyback Yield
2.6%
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
75
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
71
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
73
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity