Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1346185b-b78e-4a8e-83bf-03d506e22e9e/

CPRI

Capri Holdings Ltd
Chart
$18.87
Latest Week 2026-06-05
Consumer CyclicalLuxury GoodsMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.22
OS Score
22.0%
Value
68.0%
Quality
31.0%
Momentum
6/9
F-Score
0.387
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
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
22.0%ile
P/E
16.4×
P/S
0.6×
P/B
28.0×
E/P
0.0611
FCF Yield
0.017
EBITDA/EV
0.072
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
70.00000000
/100 — 1=cheapest
VC2 (Trending Value)
76.00000000
/100
VC3 (Buyback)
76.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
1.713
ROA
0.042
Net Margin
0.039
Op Margin
0.021
GPA
0.641
D/E
39.38
Current
1.21
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.136
Stability
2.235
lower=better
Accruals
0.052
lower=better
5yr Consist
No
ROE of 171% is exceptional. Highly leveraged with D/E of 39.38 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
31.0%ile
6M Return
-30.2%
12M Return
11.0%
12-1 Mom
9.0%
Risk-Adj
0.19
Vol 252d
47.2%
Vol 60d
102.8%
↑ Expanding
Max DD 12M
-36.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (103%) is expanding vs long-term (47%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.22
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
13.8%
Sector Quality %ile
69.7%
P/E z-score
-0.16
P/B z-score
3.81
Sector Avg OS
54.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 93.0% 95.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
SBH Sally Beauty Holdings Inc 98.0% 95.0% 92.0% 84.0%
CYD China Yuchai International Limited 98.0% 99.0% 71.0% 97.0%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Leveraged Returns
Strong ROE (171%) boosted by high leverage (D/E 39.4). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (103%) significantly exceeds 252-day (47%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
40.9% avg (7 factors)
Quality
D
42.3% avg (8 factors)
Momentum
D
30.2% avg (4 factors)
Risk
D
38.0% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.220—1—
Value %ile0.220—1—
Quality %ile0.680—0—
Momentum %ile0.310—0—
F-Score6.000—0—
Confidence0.909—1—
Volatility0.472—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.36
Earnings Yield (E/P)
0.0611
Price / Sales
0.65
Price / Book
28.02
FCF Yield
1.7%
EBITDA / EV
7.2%
Sales Yield (1/P·S)
1.2882
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
171.2%
Return on Assets
4.2%
Net Margin
3.9%
Operating Margin
2.1%
Gross Profit / Assets
Novy-Marx GPA
64.1%
Debt / Equity
39.38
Current Ratio
1.21
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.052
MomentumPrice trend strength over different horizons
6M Return
-30.2%
12M Return
11.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
9.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.19
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-13.6%
Earnings Stability (CV)
Lower = more stable
2.235
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
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
70
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
76
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
76
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