Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/da412988-2824-4d15-ad9f-f59ecfa47d47/
DEO
Diageo PLC ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
✗
◆
Quality × Value
QV 0.915
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 7.00000000
📐
EBITDA/EV
17.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +40%
🔄
Shareholder Yield
10.5%
💰
High Yield
Div 10.5%
🚀
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
91.0%ile
P/E
7.5×
P/S
1.1×
P/B
3.9×
E/P
0.1338
FCF Yield
0.175
EBITDA/EV
0.176
SH Yield
0.105
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
7.00000000
/100
P/E of 7.5x places this firmly in deep value territory. FCF yield of 17.5% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.518
ROA
0.120
Net Margin
0.150
Op Margin
0.260
GPA
0.479
D/E
3.15
Current
1.60
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.401
Earn Growth
0.089
Stability
0.470
lower=better
Accruals
-0.048
lower=better
5yr Consist
No
ROE of 52% is exceptional. Highly leveraged with D/E of 3.15 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
13.0%ile
6M Return
-8.2%
12M Return
-20.8%
12-1 Mom
-16.9%
Risk-Adj
-0.54
Vol 252d
31.6%
Vol 60d
63.3%
↑ Expanding
Max DD 12M
-34.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -17% signals a downtrend — price is moving against you. Near-term vol (63%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 236 peers
Sector Value %ile
90.3%
Sector Quality %ile
94.5%
P/E z-score
-0.40
P/B z-score
-0.09
Sector Avg OS
49.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (91th) and quality (92th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 40% with P/E of 7×. Growth isn't fully priced in.
Falling Knife
Weak momentum (13th) despite looking cheap (91th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 10.5% backed by 17.5% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (52%) boosted by high leverage (D/E 3.2). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (63%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
88.8% avg (7 factors)
Quality
B
69.4% avg (8 factors)
Momentum
F
15.0% avg (4 factors)
Risk
B
64.0% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 | 0.870 | —1 | — | |
| Value %ile | 0.910 | —1 | — | |
| Quality %ile | 0.920 | —1 | — | |
| Momentum %ile | 0.130 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.867 | —1 | — | |
| Volatility | 0.316 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.47
Earnings Yield (E/P)
0.1338
Price / Sales
1.12
Price / Book
3.87
Price / Cash Flow
5.34
FCF Yield
17.5%
EBITDA / EV
17.6%
Sales Yield (1/P·S)
0.6052
Shareholder Yield
Div + net buyback / mktcap
10.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
51.8%
Return on Assets
12.0%
Net Margin
15.0%
Operating Margin
26.0%
Gross Profit / Assets
Novy-Marx GPA
47.9%
Debt / Equity
3.15
Current Ratio
1.60
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.048
MomentumPrice trend strength over different horizons
6M Return
-8.2%
12M Return
-20.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-16.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.54
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
40.1%
Earnings Growth (YoY)
8.9%
Earnings Stability (CV)
Lower = more stable
0.470
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
10.5%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
65
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
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Op Income
OCF
CapEx
Equity