Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0349bbcf-4310-4c62-a1ee-188e359c536d/
BME
B&M European Value Retail plcSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
#6
◆
Quality × Value
QV 0.895
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8
📐
EBITDA/EV
15.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.5%
💰
High Yield
Div 4.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/E
13.1×
P/S
0.4×
P/B
2.7×
E/P
0.0880
FCF Yield
0.140
EBITDA/EV
0.159
SH Yield
0.045
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
5.00000000
/100
FCF yield of 14.0% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
87.0%ile
ROE
0.206
ROA
0.041
Net Margin
0.028
Op Margin
0.065
GPA
0.530
Current
1.42
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.037
Earn Growth
-0.487
Accruals
-0.144
lower=better
5yr Consist
No
ROE of 21% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
11.0%ile
6M Return
32.1%
12M Return
-7.8%
12-1 Mom
-10.7%
Risk-Adj
-0.23
Vol 252d
45.5%
Vol 60d
99.2%
↑ Expanding
Max DD 12M
-40.4%
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 (99%) is expanding vs long-term (45%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 54 peers
Sector Value %ile
92.7%
Sector Quality %ile
85.5%
P/E z-score
-0.34
P/B z-score
0.24
Sector Avg OS
41.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (92th) and quality (87th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (11th) despite looking cheap (92th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 4.5% backed by 14.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (99%) significantly exceeds 252-day (45%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.8% avg (7 factors)
Quality
C
53.6% avg (7 factors)
Momentum
D
35.1% avg (4 factors)
Risk
D
40.9% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.820 | —8 | — | |
| Value %ile | 0.920 | —8 | — | |
| Quality %ile | 0.870 | —8 | — | |
| Momentum %ile | 0.110 | —8 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.871 | —8 | — | |
| Volatility | 0.455 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.08
Earnings Yield (E/P)
0.0880
Price / Sales
0.37
Price / Book
2.69
Price / Cash Flow
2.91
FCF Yield
14.0%
EBITDA / EV
15.9%
Sales Yield (1/P·S)
1.3592
Shareholder Yield
Div + net buyback / mktcap
4.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.6%
Return on Assets
4.1%
Net Margin
2.8%
Operating Margin
6.5%
Gross Profit / Assets
Novy-Marx GPA
53.0%
Current Ratio
1.42
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.144
MomentumPrice trend strength over different horizons
6M Return
32.1%
12M Return
-7.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-10.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.23
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.7%
Earnings Growth (YoY)
-48.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
4.5%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
6
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity