Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f2e249a7-567c-4a2b-ae7c-1da5667ac6d7/
MOV
Movado Group IncSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.735
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.4%
💰
High Yield
Div 3.8%
🚀
Momentum Leaders
12-1 152%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 71%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.76
⚡
Risk-Adj Momentum
RAM 3.23
V
Value Analysis
Cheapness relative to fundamentals
71.0%ile
P/E
26.8×
P/S
1.3×
P/B
1.7×
E/P
0.0590
FCF Yield
0.108
EBITDA/EV
0.072
SH Yield
0.044
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
35.00000000
/100 — 1=cheapest
VC2 (Trending Value)
32.00000000
/100
VC3 (Buyback)
35.00000000
/100
FCF yield of 10.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
76.0%ile
ROE
0.063
ROA
0.044
Net Margin
0.047
Op Margin
0.061
GPA
0.509
D/E
0.45
Current
4.56
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.059
Earn Growth
0.953
Stability
0.608
lower=better
Accruals
-0.055
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.45. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
96.0%ile
6M Return
74.0%
12M Return
153.6%
12-1 Mom
152.4%
Risk-Adj
3.23
Vol 252d
47.2%
Vol 60d
106.7%
↑ Expanding
Max DD 12M
-12.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 152% is very strong — a clear uptrend. Risk-adjusted momentum of 3.23 is excellent — strong returns relative to volatility. Near-term vol (107%) is expanding vs long-term (47%) — 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
Consumer Cyclical
· 485 peers
Sector Value %ile
62.3%
Sector Quality %ile
81.3%
P/E z-score
-0.11
P/B z-score
-0.09
Sector Avg OS
50.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (71th) and quality (76th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (71th value) with strong momentum (96th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (71th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 4.4% backed by 10.8% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (96th) but high volatility (47%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (107%) significantly exceeds 252-day (47%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
65.1% avg (7 factors)
Quality
C
59.3% avg (8 factors)
Momentum
A
100.0% avg (4 factors)
Risk
D
38.0% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ 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 | 0.710 | —3 | — | |
| Quality %ile | 0.760 | —7 | — | |
| Momentum %ile | 0.960 | —7 | — | |
| F-Score | 8.000 | —7 | — | |
| Confidence | 1.000 | —7 | — | |
| Volatility | 0.472 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
26.79
Earnings Yield (E/P)
0.0590
Price / Sales
1.26
Price / Book
1.69
Price / Cash Flow
11.92
FCF Yield
10.8%
EBITDA / EV
7.2%
Sales Yield (1/P·S)
0.9621
Shareholder Yield
Div + net buyback / mktcap
4.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.3%
Return on Assets
4.4%
Net Margin
4.7%
Operating Margin
6.1%
Gross Profit / Assets
Novy-Marx GPA
50.9%
Debt / Equity
0.45
Current Ratio
4.56
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.055
External Financing
Net issuance — lower=better
0.007
MomentumPrice trend strength over different horizons
6M Return
74.0%
12M Return
153.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
152.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.23
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.9%
Earnings Growth (YoY)
95.3%
Earnings Stability (CV)
Lower = more stable
0.608
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
3.8%
Buyback Yield
0.6%
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
35
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