Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f4b53aed-e80d-4931-9f75-db02bfad1dbe/
DKS
Dick’s Sporting Goods IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
✗
◆
Quality × Value
QV 0.675
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +41%
🔄
Shareholder Yield
2.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 28%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
21.5×
P/S
1.0×
P/B
3.5×
E/P
0.0466
FCF Yield
0.159
EBITDA/EV
0.085
SH Yield
0.022
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
31.00000000
/100
VC3 (Buyback)
31.00000000
/100
FCF yield of 15.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.161
ROA
0.051
Net Margin
0.047
Op Margin
0.079
GPA
0.347
D/E
2.18
Current
1.50
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.412
Earn Growth
-0.216
Stability
0.423
lower=better
Accruals
-0.052
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.18 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
-6.3%
12M Return
21.8%
12-1 Mom
28.0%
Risk-Adj
0.79
Vol 252d
35.4%
Vol 60d
73.2%
↑ Expanding
Max DD 12M
-17.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 28% is very strong — a clear uptrend. Near-term vol (73%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
54.5%
Sector Quality %ile
69.7%
P/E z-score
-0.10
P/B z-score
-0.03
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Leveraged Returns
Strong ROE (16%) boosted by high leverage (D/E 2.2). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (73%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.2% avg (7 factors)
Quality
C
47.1% avg (8 factors)
Momentum
C
50.7% avg (4 factors)
Risk
C
57.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.850 | —1 | — | |
| Value %ile | 0.670 | —0 | — | |
| Quality %ile | 0.680 | —0 | — | |
| Momentum %ile | 0.730 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.354 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
21.47
Earnings Yield (E/P)
0.0466
Price / Sales
1.01
Price / Book
3.47
Price / Cash Flow
10.55
FCF Yield
15.9%
EBITDA / EV
8.5%
Sales Yield (1/P·S)
0.9914
Shareholder Yield
Div + net buyback / mktcap
2.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.1%
Return on Assets
5.1%
Net Margin
4.7%
Operating Margin
7.9%
Gross Profit / Assets
Novy-Marx GPA
34.7%
Debt / Equity
2.18
Current Ratio
1.50
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.052
MomentumPrice trend strength over different horizons
6M Return
-6.3%
12M Return
21.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
28.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.79
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
41.2%
Earnings Growth (YoY)
-21.6%
Earnings Stability (CV)
Lower = more stable
0.423
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
2.2%
Buyback Yield
0.0%
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
34
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
31
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
31
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