Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f5d89373-9a0d-46d6-9e91-f99dce0aeaf2/
UL
Unilever PLC ADRSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.913
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.2
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
15.0%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
Rev +24%
🔄
Shareholder Yield
4.8%
💰
High Yield
Div 3.7%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.93
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
11.2×
P/S
1.2×
P/B
8.6×
E/P
0.1314
FCF Yield
0.132
EBITDA/EV
0.150
SH Yield
0.048
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
21.00000000
/100 — 1=cheapest
VC2 (Trending Value)
18.00000000
/100
VC3 (Buyback)
22.00000000
/100
P/E of 11.2x places this firmly in deep value territory. FCF yield of 13.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.761
ROA
0.168
Net Margin
0.106
Op Margin
0.190
GPA
1.580
D/E
3.41
Current
0.79
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.243
Earn Growth
0.215
Stability
0.322
lower=better
Accruals
-0.088
lower=better
5yr Consist
Yes
ROE of 76% is exceptional. Highly leveraged with D/E of 3.41 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
14.0%ile
6M Return
-2.2%
12M Return
-6.7%
12-1 Mom
-10.9%
Risk-Adj
-0.50
Vol 252d
22.0%
Vol 60d
52.2%
↑ Expanding
Max DD 12M
-25.1%
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 (52%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 217 peers
Sector Value %ile
83.0%
Sector Quality %ile
99.5%
P/E z-score
-0.34
P/B z-score
-0.07
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 (86th) and quality (97th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 24% with P/E of 11×. Growth isn't fully priced in.
Falling Knife
Weak momentum (14th) despite looking cheap (86th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 4.8% backed by 13.2% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (76%) boosted by high leverage (D/E 3.4). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (52%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.5% avg (7 factors)
Quality
B
65.8% avg (8 factors)
Momentum
F
23.0% avg (4 factors)
Risk
A
79.9% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.860 | —6 | — | |
| Value %ile | 0.860 | —6 | — | |
| Quality %ile | 0.970 | —6 | — | |
| Momentum %ile | 0.140 | —6 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.815 | —6 | — | |
| Volatility | 0.220 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.24
Earnings Yield (E/P)
0.1314
Price / Sales
1.20
Price / Book
8.56
Price / Cash Flow
7.37
FCF Yield
13.2%
EBITDA / EV
15.0%
Sales Yield (1/P·S)
0.6918
Shareholder Yield
Div + net buyback / mktcap
4.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
76.1%
Return on Assets
16.8%
Net Margin
10.6%
Operating Margin
19.0%
Gross Profit / Assets
Novy-Marx GPA
158.0%
Debt / Equity
3.41
Current Ratio
0.79
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.088
MomentumPrice trend strength over different horizons
6M Return
-2.2%
12M Return
-6.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-10.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.50
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
24.3%
Earnings Growth (YoY)
21.5%
Earnings Stability (CV)
Lower = more stable
0.322
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
3.7%
Buyback Yield
1.1%
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
21
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
18
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
22
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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