Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ea103304-fda6-4d46-92f6-53173b25e19c/
AFT
Abercrombie & Fitch Co.Snapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
✗
◆
Quality × Value
QV 0.870
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 9
📐
EBITDA/EV
20.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.2%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.92
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
7.2×
P/S
0.7×
P/B
2.6×
E/P
0.1615
FCF Yield
0.098
EBITDA/EV
0.204
SH Yield
0.112
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
12.00000000
/100
P/E of 7.2x places this firmly in deep value territory. FCF yield of 9.8% is strong — the business generates significant free cash relative to price. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.368
ROA
0.143
Net Margin
0.093
Op Margin
0.130
GPA
0.943
Current
1.45
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.064
Earn Growth
0.002
Stability
0.376
lower=better
Accruals
-0.050
lower=better
5yr Consist
No
ROE of 37% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
97.0%ile
6M Return
-5.0%
12M Return
172.3%
12-1 Mom
129.2%
Risk-Adj
0.53
Vol 252d
244.0%
Vol 60d
170.3%
↓ Contracting
Max DD 12M
-51.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 129% is very strong — a clear uptrend. Volatility is compressing — 60d (170%) well below 252d (244%).
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 86 peers
Sector Value %ile
75.9%
Sector Quality %ile
87.4%
P/E z-score
-0.18
P/B z-score
-0.18
Sector Avg OS
49.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (88th) and quality (86th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (88th value) with strong momentum (97th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 11.2% backed by 9.8% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (97th) but high volatility (244%). Momentum could reverse sharply.
Volatility Compressing
60-day vol (170%) well below 252-day (244%). Price action is stabilising.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
92.6% avg (7 factors)
Quality
B
69.8% avg (7 factors)
Momentum
B
67.3% avg (4 factors)
Risk
F
0.0% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.990 | —6 | — | |
| Value %ile | 0.880 | —6 | — | |
| Quality %ile | 0.860 | —6 | — | |
| Momentum %ile | 0.970 | —6 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.909 | —6 | — | |
| Volatility | 2.440 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.16
Earnings Yield (E/P)
0.1615
Price / Sales
0.67
Price / Book
2.64
Price / Cash Flow
5.30
FCF Yield
9.8%
EBITDA / EV
20.4%
Sales Yield (1/P·S)
1.2433
Shareholder Yield
Div + net buyback / mktcap
11.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
36.8%
Return on Assets
14.3%
Net Margin
9.3%
Operating Margin
13.0%
Gross Profit / Assets
Novy-Marx GPA
94.3%
Current Ratio
1.45
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.050
MomentumPrice trend strength over different horizons
6M Return
-5.0%
12M Return
172.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
129.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.53
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.4%
Earnings Growth (YoY)
0.2%
Earnings Stability (CV)
Lower = more stable
0.376
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Buyback Yield
11.2%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
54
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