Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/15d2c305-e39e-442b-bbca-59ff3e3176fa/
STJ
St. James's Place plcSnapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.869
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.1
◇
VC2 Cheapest
✗
📐
EBITDA/EV
23.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +16%
🔄
Shareholder Yield
5.8%
💰
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
90.0%ile
P/E
11.1×
P/S
0.2×
P/B
4.0×
E/P
0.2277
FCF Yield
0.178
EBITDA/EV
0.232
SH Yield
0.058
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
11.00000000
/100
P/E of 11.1x places this firmly in deep value territory. FCF yield of 17.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.359
ROA
0.002
Net Margin
0.018
Op Margin
0.045
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.162
Earn Growth
0.386
Accruals
-0.002
lower=better
5yr Consist
No
ROE of 36% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
22.0%ile
6M Return
-20.3%
12M Return
-5.6%
12-1 Mom
-4.2%
Risk-Adj
-0.12
Vol 252d
36.2%
Vol 60d
83.7%
↑ Expanding
Max DD 12M
-24.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (84%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 185 peers
Sector Value %ile
94.6%
Sector Quality %ile
87.1%
P/E z-score
-0.17
P/B z-score
1.10
Sector Avg OS
55.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (84th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 16% with P/E of 11×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 5.8% backed by 17.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (84%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
88.0% avg (7 factors)
Quality
D
42.4% avg (5 factors)
Momentum
F
22.2% avg (4 factors)
Risk
C
56.4% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.890 | —6 | — | |
| Value %ile | 0.900 | —6 | — | |
| Quality %ile | 0.840 | —6 | — | |
| Momentum %ile | 0.220 | —6 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.687 | —0 | — | |
| Volatility | 0.362 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.07
Earnings Yield (E/P)
0.2277
Price / Sales
0.20
Price / Book
3.98
Price / Cash Flow
5.51
FCF Yield
17.8%
EBITDA / EV
23.2%
Sales Yield (1/P·S)
5.0298
Shareholder Yield
Div + net buyback / mktcap
5.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
35.9%
Return on Assets
0.2%
Net Margin
1.8%
Operating Margin
4.5%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.002
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
-20.3%
12M Return
-5.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-4.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
16.2%
Earnings Growth (YoY)
38.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
1.6%
Buyback Yield
4.2%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
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