Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1268e68a-9800-4430-8bd0-09196298e76a/

PSH

Pershing Square Holdings, Ltd.
Chart
£3,994.00
Latest Week 2026-06-05
Financial ServicesAsset ManagementMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.78
OS Score
84.0%
Value
17.0%
Quality
68.0%
Momentum
4/9
F-Score
0.378
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
84.0%ile
P/E
279.0×
P/S
273.6×
P/B
46.8×
E/P
0.0036
FCF Yield
0.000
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
19.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
17.00000000
/100
P/E of 279.0x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-0.0%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
17.0%ile
ROE
0.168
ROA
0.130
Net Margin
0.981
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.137
Earn Growth
1.232
Accruals
0.132
lower=better
5yr Consist
No
Accruals ratio of 0.132 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
68.0%ile
6M Return
-20.3%
12M Return
3.4%
12-1 Mom
7.3%
Risk-Adj
0.32
Vol 252d
22.5%
Vol 60d
49.3%
↑ Expanding
Max DD 12M
-23.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (49%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.78
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 186 peers
Sector Value %ile
87.7%
Sector Quality %ile
13.4%
P/E z-score
-0.92
P/B z-score
-0.10
Sector Avg OS
58.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
VTAS Volta Finance Limited 98.0% 87.0% 80.0% 99.0%
FSG Foresight Group Holdings Limited 98.0% 99.0% 99.0% 69.0%
STAN Standard Chartered PLC 97.0% 91.0% 74.0% 90.0%
STB Secure Trust Bank PLC 97.0% 90.0% 73.0% 92.0%
CRE Conduit Holdings Limited 97.0% 96.0% 84.0% 73.0%
BGEO Lion Finance Group PLC 97.0% 96.0% 68.0% 88.0%
FEML Fidelity Emerging Markets Limited 96.0% 84.0% 80.0% 94.0%
BARC Barclays PLC 96.0% 88.0% 78.0% 84.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (84th value) but weak quality (17th). Classic value trap risk.
Earnings Quality Concern
ROE looks strong (17%) but high accruals (0.132) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (49%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
4.8% avg (6 factors)
Quality
C
55.1% avg (4 factors)
Momentum
D
31.4% avg (4 factors)
Risk
A
79.1% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.780—1—
Value %ile0.840—1—
Quality %ile0.170—1—
Momentum %ile0.680—0—
F-Score4.000—1—
Confidence0.623—0—
Volatility0.225—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
278.96
Earnings Yield (E/P)
0.0036
Price / Sales
273.63
Price / Book
46.81
FCF Yield
-0.0%
Sales Yield (1/P·S)
0.0036
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.8%
Return on Assets
13.0%
Net Margin
98.1%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.132
MomentumPrice trend strength over different horizons
6M Return
-20.3%
12M Return
3.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
7.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.32
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
113.7%
Earnings Growth (YoY)
123.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
Buyback Yield
0.1%
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
19
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
17
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