Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d7590f04-d9f2-4401-8159-3de93648ca1d/

PEP

PepsiCo Inc
Chart
136.64 USD
Latest Week 2026-07-24
Consumer DefensiveBeverages - Non-AlcoholicLARGE
Snapshot 2026-07-26 · 0.6w · Fresh
0.3
OS Score
25.0%
Value
85.0%
Quality
26.0%
Momentum
5/9
F-Score
0.461
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.1%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
4.7%
💰
High Yield
Div 4.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.77
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
25.0%ile
P/E
17.8×
P/S
1.9×
P/B
8.4×
E/P
0.0622
FCF Yield
0.077
EBITDA/EV
0.081
SH Yield
0.047
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
74.00000000
/100 — 1=cheapest
VC2 (Trending Value)
69.00000000
/100
VC3 (Buyback)
71.00000000
/100
FCF yield of 7.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.474
ROA
0.093
Net Margin
0.108
Op Margin
0.147
GPA
0.466
D/E
4.07
Current
0.93
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.004
Earn Growth
0.502
Stability
0.333
lower=better
Accruals
-0.026
lower=better
5yr Consist
Yes
ROE of 47% is exceptional. Highly leveraged with D/E of 4.07 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
26.0%ile
6M Return
-3.5%
12M Return
-0.8%
12-1 Mom
2.6%
Risk-Adj
0.12
Vol 252d
22.4%
Vol 60d
51.5%
↑ Expanding
Max DD 12M
-18.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (51%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.3
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 212 peers
Sector Value %ile
16.9%
Sector Quality %ile
85.9%
P/E z-score
-0.24
P/B z-score
-0.07
Sector Avg OS
51.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ABEV Ambev SA ADR 99.0% 98.0% 98.0% 81.0%
SENEB Seneca Foods Corp B 98.0% 95.0% 80.0% 87.0%
SENEA Seneca Foods Corp A 98.0% 95.0% 80.0% 89.0%
NATR Natures Sunshine Products Inc 96.0% 87.0% 86.0% 81.0%
KOF Coca-Cola Femsa SAB de CV ADR 96.0% 99.0% 75.0% 73.0%
VFF Village Farms International Inc 96.0% 97.0% 75.0% 73.0%
HLF Herbalife Nutrition Ltd 95.0% 97.0% 67.0% 72.0%
APEI American Public Education Inc 95.0% 77.0% 93.0% 88.0%
Factor Interactions
Strong Capital Return
Shareholder yield 4.7% backed by 7.7% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (47%) boosted by high leverage (D/E 4.1). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (85th) but expensive (25th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.5% avg (7 factors)
Quality
C
54.6% avg (8 factors)
Momentum
D
32.5% avg (4 factors)
Risk
A
79.4% 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 Composite0.300—2—
Value %ile0.250—8—
Quality %ile0.850—8—
Momentum %ile0.260—2—
F-Score5.000—0—
Confidence1.000—8—
Volatility0.224—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.79
Earnings Yield (E/P)
0.0622
Price / Sales
1.92
Price / Book
8.44
Price / Cash Flow
13.86
FCF Yield
7.7%
EBITDA / EV
8.1%
Sales Yield (1/P·S)
0.4220
Shareholder Yield
Div + net buyback / mktcap
4.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
47.4%
Return on Assets
9.3%
Net Margin
10.8%
Operating Margin
14.7%
Gross Profit / Assets
Novy-Marx GPA
46.6%
Debt / Equity
4.07
Current Ratio
0.93
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.026
External Financing
Net issuance — lower=better
0.010
MomentumPrice trend strength over different horizons
6M Return
-3.5%
12M Return
-0.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
2.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.4%
Earnings Growth (YoY)
50.2%
Earnings Stability (CV)
Lower = more stable
0.333
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
4.2%
Buyback Yield
0.5%
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
74
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
69
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
71
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