Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/dfc9d65f-a3fc-4a4c-8a3c-1ff320e7c316/
CXX
The Clorox CompanySnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.8
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
9.4%
💰
High Yield
✗
🚀
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
59.0%ile
P/E
12.8×
P/S
1.4×
E/P
0.0782
FCF Yield
0.029
EBITDA/EV
0.101
SH Yield
0.094
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
44.00000000
/100 — 1=cheapest
VC2 (Trending Value)
35.00000000
/100
VC3 (Buyback)
36.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
29.0%ile
ROE
-11.284
ROA
0.117
Net Margin
0.112
Op Margin
0.157
GPA
0.461
Current
0.84
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.002
Earn Growth
1.928
Stability
0.485
lower=better
Accruals
0.028
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
43.0%ile
6M Return
-10.9%
Vol 252d
59.7%
Vol 60d
131.4%
↑ Expanding
Max DD 12M
-45.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (131%) is expanding vs long-term (60%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.47
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 37 peers
Sector Value %ile
55.3%
Sector Quality %ile
15.8%
P/E z-score
-0.78
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (131%) significantly exceeds 252-day (60%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.8% avg (6 factors)
Quality
C
46.6% avg (7 factors)
Momentum
F
23.9% avg (1 factors)
Risk
F
17.2% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. 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 | 0.470 | —0 | — | |
| Value %ile | 0.590 | —0 | — | |
| Quality %ile | 0.290 | —1 | — | |
| Momentum %ile | 0.430 | —0 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.818 | —1 | — | |
| Volatility | 0.597 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.80
Earnings Yield (E/P)
0.0782
Price / Sales
1.43
Price / Cash Flow
16.79
FCF Yield
2.9%
EBITDA / EV
10.1%
Sales Yield (1/P·S)
0.5211
Shareholder Yield
Div + net buyback / mktcap
9.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-1128.4%
Return on Assets
11.7%
Net Margin
11.2%
Operating Margin
15.7%
Gross Profit / Assets
Novy-Marx GPA
46.1%
Current Ratio
0.84
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.028
External Financing
Net issuance — lower=better
0.048
MomentumPrice trend strength over different horizons
6M Return
-10.9%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.2%
Earnings Growth (YoY)
192.8%
Earnings Stability (CV)
Lower = more stable
0.485
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
6.2%
Buyback Yield
3.2%
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
44
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
35
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
36
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