Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ec010e52-9270-45f4-ac2c-0c947c0b7007/
MDO
McDonald's CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
4.0%
💰
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
24.0%ile
P/E
19.7×
P/S
6.2×
E/P
0.0506
FCF Yield
0.031
EBITDA/EV
0.066
SH Yield
0.040
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
78.00000000
/100 — 1=cheapest
VC2 (Trending Value)
72.00000000
/100
VC3 (Buyback)
76.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
65.0%ile
ROE
-6.753
ROA
0.145
Net Margin
0.316
Op Margin
0.460
GPA
0.262
Current
1.14
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.037
Earn Growth
0.048
Stability
0.084
lower=better
Accruals
-0.031
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
26.0%ile
6M Return
-9.0%
12M Return
-9.1%
12-1 Mom
-10.7%
Risk-Adj
-0.68
Vol 252d
15.7%
Vol 60d
34.4%
↑ Expanding
Max DD 12M
-17.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -11% signals a downtrend — price is moving against you. Near-term vol (34%) is expanding vs long-term (16%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.16
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 86 peers
Sector Value %ile
28.7%
Sector Quality %ile
74.7%
P/E z-score
-0.27
Sector Avg OS
48.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (34%) significantly exceeds 252-day (16%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
47.7% avg (6 factors)
Quality
B
60.4% avg (7 factors)
Momentum
F
19.1% avg (4 factors)
Risk
A
90.5% avg (1 factors)
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 | 0.160 | —1 | — | |
| Value %ile | 0.240 | —1 | — | |
| Quality %ile | 0.650 | —0 | — | |
| Momentum %ile | 0.260 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 0.157 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.75
Earnings Yield (E/P)
0.0506
Price / Sales
6.24
Price / Cash Flow
16.27
FCF Yield
3.1%
EBITDA / EV
6.6%
Sales Yield (1/P·S)
0.1219
Shareholder Yield
Div + net buyback / mktcap
4.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-675.3%
Return on Assets
14.5%
Net Margin
31.6%
Operating Margin
46.0%
Gross Profit / Assets
Novy-Marx GPA
26.2%
Current Ratio
1.14
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.031
External Financing
Net issuance — lower=better
0.037
MomentumPrice trend strength over different horizons
6M Return
-9.0%
12M Return
-9.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-10.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.68
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.7%
Earnings Growth (YoY)
4.8%
Earnings Stability (CV)
Lower = more stable
0.084
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
3.0%
Buyback Yield
1.0%
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
78
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
72
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
76
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