Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e2b674e9-b83e-4e4a-b16e-8539c75c1883/
HNK1
Heineken N.V. ASnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.634
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.3%
💰
High Yield
Div 3.4%
🚀
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
60.0%ile
P/E
19.9×
P/S
1.3×
P/B
2.1×
E/P
0.0504
FCF Yield
0.050
EBITDA/EV
0.120
SH Yield
0.053
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
39.00000000
/100 — 1=cheapest
VC2 (Trending Value)
32.00000000
/100
VC3 (Buyback)
35.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
67.0%ile
ROE
0.105
ROA
0.035
Net Margin
0.066
Op Margin
0.116
GPA
0.191
Current
0.93
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.036
Earn Growth
0.943
Accruals
-0.058
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
52.0%ile
6M Return
-3.7%
Vol 252d
42.5%
Vol 60d
93.6%
↑ Expanding
Max DD 12M
-33.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (94%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.75
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 37 peers
Sector Value %ile
60.5%
Sector Quality %ile
52.6%
P/E z-score
0.06
P/B z-score
-0.20
Sector Avg OS
52.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 5.3% backed by 5.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (94%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.7% avg (7 factors)
Quality
D
38.9% avg (7 factors)
Momentum
D
32.8% avg (1 factors)
Risk
C
45.8% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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 | 0.750 | —1 | — | |
| Value %ile | 0.600 | —0 | — | |
| Quality %ile | 0.670 | —0 | — | |
| Momentum %ile | 0.520 | —0 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.758 | —1 | — | |
| Volatility | 0.425 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.85
Earnings Yield (E/P)
0.0504
Price / Sales
1.30
Price / Book
2.08
Price / Cash Flow
7.47
FCF Yield
5.0%
EBITDA / EV
12.0%
Sales Yield (1/P·S)
0.5537
Shareholder Yield
Div + net buyback / mktcap
5.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.5%
Return on Assets
3.5%
Net Margin
6.6%
Operating Margin
11.6%
Gross Profit / Assets
Novy-Marx GPA
19.1%
Current Ratio
0.93
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.058
MomentumPrice trend strength over different horizons
6M Return
-3.7%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.6%
Earnings Growth (YoY)
94.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
3.4%
Buyback Yield
1.9%
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
39
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
32
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
35
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