Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0e98ed81-29e9-4061-acdd-dad07a467426/
EZJ
easyJet plcSnapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
#8
◆
Quality × Value
QV 0.857
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.2
◇
VC2 Cheapest
VC2 7
📐
EBITDA/EV
27.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.9%
💰
High Yield
✗
🚀
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
93.0%ile
P/E
10.2×
P/S
0.5×
P/B
1.4×
E/P
0.1223
FCF Yield
0.109
EBITDA/EV
0.271
SH Yield
0.029
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 10.2x places this firmly in deep value territory. FCF yield of 10.9% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
79.0%ile
ROE
0.135
ROA
0.039
Net Margin
0.049
Op Margin
0.070
GPA
0.133
Current
1.10
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.086
Earn Growth
0.100
Accruals
-0.089
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
80.0%ile
6M Return
33.8%
12M Return
29.3%
12-1 Mom
-3.9%
Risk-Adj
-0.09
Vol 252d
43.6%
Vol 60d
107.2%
↑ Expanding
Max DD 12M
-33.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (107%) is expanding vs long-term (44%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 164 peers
Sector Value %ile
94.5%
Sector Quality %ile
74.5%
P/E z-score
-0.30
P/B z-score
-0.32
Sector Avg OS
48.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (79th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (93th value) with strong momentum (80th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (93th). Strong fundamental improvement in a cheap stock.
Hot but Volatile
Strong momentum (80th) but high volatility (44%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (107%) significantly exceeds 252-day (44%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.6% avg (7 factors)
Quality
D
38.8% avg (7 factors)
Momentum
C
49.1% avg (4 factors)
Risk
D
44.0% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.960 | —6 | — | |
| Value %ile | 0.930 | —6 | — | |
| Quality %ile | 0.790 | —6 | — | |
| Momentum %ile | 0.800 | —1 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.891 | —6 | — | |
| Volatility | 0.436 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.17
Earnings Yield (E/P)
0.1223
Price / Sales
0.50
Price / Book
1.37
Price / Cash Flow
3.09
FCF Yield
10.9%
EBITDA / EV
27.1%
Sales Yield (1/P·S)
1.7579
Shareholder Yield
Div + net buyback / mktcap
2.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.5%
Return on Assets
3.9%
Net Margin
4.9%
Operating Margin
7.0%
Gross Profit / Assets
Novy-Marx GPA
13.3%
Current Ratio
1.10
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.089
MomentumPrice trend strength over different horizons
6M Return
33.8%
12M Return
29.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-3.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.09
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.6%
Earnings Growth (YoY)
10.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
2.0%
Buyback Yield
1.0%
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
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
8
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