Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d915d870-2d5c-44da-a426-4c62505af362/
M
Macy’s IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
✗
◆
Quality × Value
QV 0.886
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.1
◇
VC2 Cheapest
VC2 3.00000000
📐
EBITDA/EV
26.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.2%
💰
High Yield
Div 3.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.32
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
9.1×
P/S
0.3×
P/B
1.2×
E/P
0.1104
FCF Yield
0.288
EBITDA/EV
0.265
SH Yield
0.032
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 9.1x places this firmly in deep value territory. FCF yield of 28.8% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%ile
ROE
0.138
ROA
0.041
Net Margin
0.029
Op Margin
0.045
GPA
0.509
D/E
2.37
Current
1.48
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.003
Earn Growth
0.195
Stability
1.163
lower=better
Accruals
-0.069
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.37 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
-1.2%
12M Return
89.1%
12-1 Mom
66.3%
Risk-Adj
1.32
Vol 252d
50.4%
Vol 60d
91.5%
↑ Expanding
Max DD 12M
-28.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 66% is very strong — a clear uptrend. Near-term vol (92%) is expanding vs long-term (50%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
97.2%
Sector Quality %ile
83.4%
P/E z-score
-0.24
P/B z-score
-0.37
Sector Avg OS
54.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (81th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (97th value) with strong momentum (90th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (90th) but high volatility (50%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (92%) significantly exceeds 252-day (50%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
86.0% avg (7 factors)
Quality
C
47.6% avg (8 factors)
Momentum
B
73.5% avg (4 factors)
Risk
D
32.7% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —1 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.810 | —1 | — | |
| Momentum %ile | 0.900 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.504 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.06
Earnings Yield (E/P)
0.1104
Price / Sales
0.27
Price / Book
1.25
Price / Cash Flow
3.38
FCF Yield
28.8%
EBITDA / EV
26.5%
Sales Yield (1/P·S)
3.1639
Shareholder Yield
Div + net buyback / mktcap
3.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.8%
Return on Assets
4.1%
Net Margin
2.9%
Operating Margin
4.5%
Gross Profit / Assets
Novy-Marx GPA
50.9%
Debt / Equity
2.37
Current Ratio
1.48
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.069
MomentumPrice trend strength over different horizons
6M Return
-1.2%
12M Return
89.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
66.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.32
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.3%
Earnings Growth (YoY)
19.5%
Earnings Stability (CV)
Lower = more stable
1.163
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
3.2%
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
52
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