Company comparison
Value and financial strength
Further right means cheaper relative valuation. Further up means stronger financial measures.
Stronger price performanceMiddle price performanceWeaker price performance
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Sharemaestro Factor Research Overview. This page compares published weekly company figures for valuation, financial strength, price performance, income and risk, with links to the supporting company records and data.
Structured data for this page is available at https://sharemaestro.com/factors/api/Weekly factor research · USD
Value, financial strength, price and risk.
Companies are compared on value, financial strength, price performance, income and risk. Open a result to see the figures behind it.
Current screens
Companies meeting combined tests
These counts are starting points, not recommendations. Each result links to the company figures and the rules it passed.
Change since the prior week
Scores moving most
A score change shows that a company’s relative position moved; it does not by itself explain why.
Improving
Valuation and distributions
What the market is paying
Valuation measures are compared with the selected market. A low multiple can be attractive, but it still needs support from the business and the price record.
Median P/E15.3×Positive ratios only
Median price to sales1.2×Current market value against revenue
Median free-cash-flow yield4.24%429 positive readings
Dividend payers410216 yield at least 3%
Relative value rank
Value scores across the market
Actual valuation
Price-to-earnings ratios
Six valuation measures
Valuation rank
Lower ranks are cheaper on the six-measure comparison.
Income and capital returned
What shareholders receive
- Median dividend yieldCompanies with a positive dividend3.21%
- Net share buyersBuyback yield above zero284
- Net share issuersBuyback yield below zero110
- Positive shareholder yieldDividends and net buybacks combined433
Business results and balance sheets
Financial strength
Profitability, margins, debt, cash conversion and earnings history are shown separately so a high overall score can be checked.
Median return on equity4.3%1030 measured
Profitable companies560317 with non-positive net margins
Median debt to equity—0 above 2.0
Five-year earners0At least five consecutive measured years
Profitability distribution
Return on equity
Nine accounting checks
Piotroski F-Score
Supporting figures
Margins, cash and funding
- Median operating marginOperating profit relative to revenue6.1%
- Cash exceeds accounting earningsNegative accrual ratio805
- Internally fundedFunding needs met without external capital0
- Strong capital allocation scoreScore at least 700
Price record and variability
Price performance and risk
Price strength shows whether the market is confirming the company story. Volatility and drawdown show how difficult that path has been.
Positive 6-month returns47.1%Market breadth
Median 12-month return2.1%Completed weekly prices
Median 1-year volatility42.3%Annualised
Median maximum drawdown-33.3%Largest 12-month fall from a high
Completed 12-month return
Spread of company returns
Risk distribution
One-year volatility
Group comparison
How sectors compare
Sector figures are averages or medians of the companies measured in each group. Open an available group name for its full market structure page.
Relative scores
Value, financial strength and price performance
| Sector | Companies | Value | Financial strength | Price performance | Median P/E | Median ROE | Volatility |
|---|---|---|---|---|---|---|---|
| Financial Services | 185 | 55.9% | 50.9% | 54.8% | 9.8 | 9.5% | 150.3% |
| Basic Materials | 170 | 52.4% | 52.1% | 56.3% | 15.0 | -8.3% | 79.5% |
| Industrials | 163 | 45.7% | 50.0% | 49.3% | 18.5 | 6.0% | 49.0% |
| Technology | 120 | 40.0% | 51.4% | 47.4% | 26.2 | 2.8% | 68.0% |
| Consumer Cyclical | 117 | 56.2% | 47.7% | 46.4% | 14.7 | 6.5% | 42.4% |
| Energy | 92 | 55.8% | 48.4% | 53.1% | 12.0 | -3.5% | 73.6% |
| Healthcare | 77 | 45.8% | 51.8% | 49.5% | 20.2 | -15.6% | 71.1% |
| Communication Services | 58 | 47.8% | 53.4% | 44.6% | 15.3 | 6.2% | 45.4% |
| Consumer Defensive | 55 | 44.9% | 48.0% | 38.1% | 14.5 | 12.5% | 39.4% |
| Real Estate | 49 | 32.8% | 31.2% | 31.5% | 13.0 | 4.7% | 32.4% |
| Utilities | 16 | 58.8% | 41.3% | 46.8% | 15.2 | 6.0% | 41.4% |
More sector measures
These figures keep income, balance-sheet, return and drawdown differences visible without crowding the main comparison.
| Sector | Shareholder yield | Free-cash-flow yield | 12-month return | Debt to equity | F-Score | Maximum drawdown | Profitable |
|---|---|---|---|---|---|---|---|
| Financial Services | 5.06% | 6.42% | 4.9% | — | 4.0 | -22.7% | 126 / 185 |
| Basic Materials | 0.0% | -20.19% | 19.9% | — | 3.0 | -44.0% | 47 / 170 |
| Industrials | 3.12% | 5.78% | 3.2% | — | 5.0 | -30.4% | 95 / 163 |
| Technology | 0.23% | 4.3% | -7.4% | — | 4.0 | -37.3% | 48 / 120 |
| Consumer Cyclical | 3.67% | 6.89% | -0.1% | — | 5.0 | -31.0% | 81 / 117 |
| Energy | 0.0% | -14.95% | 5.9% | — | 3.0 | -38.0% | 23 / 92 |
| Healthcare | 0.68% | -0.64% | -9.4% | — | 4.0 | -43.8% | 24 / 77 |
| Communication Services | 4.18% | 7.13% | -1.9% | — | 5.0 | -39.9% | 30 / 58 |
| Consumer Defensive | 3.58% | 4.43% | -0.6% | — | 6.0 | -26.3% | 38 / 55 |
| Real Estate | 3.89% | 2.3% | -5.4% | — | 5.0 | -24.0% | 37 / 49 |
| Utilities | 4.22% | 0.79% | 5.6% | — | 4.5 | -19.0% | 11 / 16 |
Current market comparison
Which measures overlap?
Rank correlation shows whether two measures put companies in a similar order. A figure near zero means the rankings differ; a positive figure near one means they are largely repeating one another.
This is a cross-sectional comparison for the completed week. It describes overlap between current measures; it does not test future returns.
Rank correlation
Different and similar company rankings
Current range
How widely each raw measure varies
The display score normalises the 10th-to-90th percentile range so unlike units can be compared.
Most different rankings
- Value rankcompared with Volatility0.01
- Six-month returncompared with Financial strength0.018
- Piotroski F-Scorecompared with Value rank-0.037
- Six-measure valuation rankcompared with Volatility0.042
- Financial strengthcompared with Volatility-0.06
- Six-month returncompared with Six-measure valuation rank-0.061
Most similar rankings
- Six-measure valuation rankcompared with Value rank0.9
- EBITDA relative to enterprise valuecompared with Value rank0.725
- EBITDA relative to enterprise valuecompared with Six-measure valuation rank0.692
- Shareholder yieldcompared with Volatility0.432
- Piotroski F-Scorecompared with Volatility0.358
- Shareholder yieldcompared with Six-measure valuation rank0.352
Coverage and definitions
How to use these comparisons
Every score is a relative comparison within the selected market and completed week. It is not a forecast or a target price.
Value
Compares what investors pay with sales, earnings, cash flow, assets and enterprise value. Further right on the chart means cheaper relative to the market.
Financial strength
Compares profitability, margins, balance-sheet strength, cash conversion, earnings stability and capital use.
Price performance
Compares completed returns over several periods, adjusted where appropriate for volatility and drawdown.
Market records1102Selected scope
Scored records11020 without a complete combined score
Typical source age221Days at the snapshot date
High-confidence records404545 medium · 153 lower
Data handling
The weekly snapshot uses the latest accepted company and price records available for the completed week. Missing inputs reduce coverage and confidence; they are not filled with invented values.
Percentile scores rank companies against the current selected market. A score of 80 means the company ranks above roughly four-fifths of the measured market on that definition.
Important limits
Accounting periods differ by company and country. Reported figures may be revised. Sector economics differ, so a market-wide comparison should be checked against sector peers.
These results organise research. They do not include trading costs, taxes, liquidity constraints or an investor’s circumstances.
Company size
Records in each size group
Company size comparison