Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2600d238-031d-4ac7-85f3-eceaccec6ed8/
SQU
Vinci SASnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
✗
◆
Quality × Value
QV 0.758
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 13.4
◇
VC2 Cheapest
✗
📐
EBITDA/EV
15.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.1%
💰
High Yield
Div 4.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.99
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
81.0%ile
P/E
13.4×
P/S
0.9×
P/B
2.1×
E/P
0.1001
FCF Yield
0.089
EBITDA/EV
0.152
SH Yield
0.061
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
18.00000000
/100
VC3 (Buyback)
21.00000000
/100
FCF yield of 8.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
71.0%ile
ROE
0.159
ROA
0.037
Net Margin
0.065
Op Margin
0.119
GPA
0.341
Current
0.85
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.040
Earn Growth
0.020
Accruals
-0.052
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
36.0%ile
6M Return
1.4%
12M Return
-1.6%
12-1 Mom
4.1%
Risk-Adj
0.17
Vol 252d
25.1%
Vol 60d
53.2%
↑ Expanding
Max DD 12M
-13.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (53%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 143 peers
Sector Value %ile
71.5%
Sector Quality %ile
73.6%
P/E z-score
-0.26
P/B z-score
-0.38
Sector Avg OS
49.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (81th) and quality (71th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 6.1% backed by 8.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
79.2% avg (7 factors)
Quality
D
44.9% avg (7 factors)
Momentum
D
34.7% avg (4 factors)
Risk
B
74.8% 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 | 0.830 | —6 | — | |
| Value %ile | 0.810 | —6 | — | |
| Quality %ile | 0.710 | —6 | — | |
| Momentum %ile | 0.360 | —0 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.764 | —6 | — | |
| Volatility | 0.251 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.45
Earnings Yield (E/P)
0.1001
Price / Sales
0.87
Price / Book
2.14
Price / Cash Flow
5.55
FCF Yield
8.9%
EBITDA / EV
15.2%
Sales Yield (1/P·S)
0.8416
Shareholder Yield
Div + net buyback / mktcap
6.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.9%
Return on Assets
3.7%
Net Margin
6.5%
Operating Margin
11.9%
Gross Profit / Assets
Novy-Marx GPA
34.1%
Current Ratio
0.85
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.052
External Financing
Net issuance — lower=better
0.021
MomentumPrice trend strength over different horizons
6M Return
1.4%
12M Return
-1.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.0%
Earnings Growth (YoY)
2.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
4.2%
Buyback Yield
1.9%
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
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
18
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
21
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