Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/eef90b07-a564-41bd-b230-580561ed91a2/
WLY
John Wiley & SonsSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.799
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.7
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F9
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.64
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
77.0%ile
P/E
11.7×
P/S
1.5×
P/B
3.1×
E/P
0.0789
FCF Yield
0.105
EBITDA/EV
0.079
SH Yield
0.067
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
29.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
23.00000000
/100
P/E of 11.7x places this firmly in deep value territory. FCF yield of 10.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
0.261
ROA
0.086
Net Margin
0.132
Op Margin
0.154
GPA
0.480
D/E
2.06
Current
0.54
F-Score
9/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.001
Earn Growth
1.633
Stability
1.269
lower=better
Accruals
-0.015
lower=better
5yr Consist
No
ROE of 26% is exceptional. Highly leveraged with D/E of 2.06 — returns are being amplified by debt. F-Score of 9/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
76.0%ile
6M Return
66.3%
12M Return
33.7%
12-1 Mom
21.7%
Risk-Adj
0.63
Vol 252d
34.3%
Vol 60d
82.3%
↑ Expanding
Max DD 12M
-27.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Near-term vol (82%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 244 peers
Sector Value %ile
69.8%
Sector Quality %ile
80.4%
P/E z-score
-0.34
P/B z-score
-0.09
Sector Avg OS
51.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (77th) and quality (83th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (77th value) with strong momentum (76th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 9/9 with good value (77th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 6.7% backed by 10.5% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (26%) boosted by high leverage (D/E 2.1). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (82%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.7% avg (7 factors)
Quality
C
56.1% avg (8 factors)
Momentum
B
68.5% avg (4 factors)
Risk
C
59.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.920 | —7 | — | |
| Value %ile | 0.770 | —7 | — | |
| Quality %ile | 0.830 | —7 | — | |
| Momentum %ile | 0.760 | —1 | — | |
| F-Score | 9.000 | —7 | — | |
| Confidence | 0.970 | —7 | — | |
| Volatility | 0.343 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.67
Earnings Yield (E/P)
0.0789
Price / Sales
1.54
Price / Book
3.05
Price / Cash Flow
9.93
FCF Yield
10.5%
EBITDA / EV
7.9%
Sales Yield (1/P·S)
0.5111
Shareholder Yield
Div + net buyback / mktcap
6.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
26.1%
Return on Assets
8.6%
Net Margin
13.2%
Operating Margin
15.4%
Gross Profit / Assets
Novy-Marx GPA
48.0%
Debt / Equity
2.06
Current Ratio
0.54
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.015
MomentumPrice trend strength over different horizons
6M Return
66.3%
12M Return
33.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
21.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.63
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.1%
Earnings Growth (YoY)
163.3%
Earnings Stability (CV)
Lower = more stable
1.269
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
9
Dividend Yield
2.8%
Buyback Yield
3.9%
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
29
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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