Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2669ce30-51f2-4fa0-a720-88646ca855aa/
CSN
Chesnara plcSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 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
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.09
V
Value Analysis
Cheapness relative to fundamentals
61.0%ile
P/S
81.6×
P/B
129.9×
FCF Yield
-0.003
EBITDA/EV
0.001
SH Yield
-0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
39.00000000
/100 — 1=cheapest
VC2 (Trending Value)
40.00000000
/100
VC3 (Buyback)
39.00000000
/100
Negative FCF yield (-0.3%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
59.0%ile
ROE
-0.018
ROA
-0.001
Net Margin
-0.012
Op Margin
0.034
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.417
Accruals
0.014
lower=better
5yr Consist
No
F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
61.0%ile
6M Return
12.0%
12M Return
24.4%
12-1 Mom
22.5%
Risk-Adj
1.09
Vol 252d
20.5%
Vol 60d
40.2%
↑ Expanding
Max DD 12M
-11.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Near-term vol (40%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.74
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 186 peers
Sector Value %ile
52.9%
Sector Quality %ile
57.2%
P/B z-score
-0.09
Sector Avg OS
58.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (40%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
4.4% avg (5 factors)
Quality
F
18.2% avg (5 factors)
Momentum
C
57.2% avg (4 factors)
Risk
A
82.4% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.740 | —1 | — | |
| Value %ile | 0.610 | —0 | — | |
| Quality %ile | 0.590 | —0 | — | |
| Momentum %ile | 0.610 | —0 | — | |
| F-Score | 1.000 | —1 | — | |
| Confidence | 0.650 | —0 | — | |
| Volatility | 0.205 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
81.59
Price / Book
129.94
FCF Yield
-0.3%
EBITDA / EV
0.1%
Sales Yield (1/P·S)
0.0122
Shareholder Yield
Div + net buyback / mktcap
-0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-1.8%
Return on Assets
-0.1%
Net Margin
-1.2%
Operating Margin
3.4%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.014
External Financing
Net issuance — lower=better
0.009
MomentumPrice trend strength over different horizons
6M Return
12.0%
12M Return
24.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
22.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.09
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-41.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Dividend Yield
0.1%
Buyback Yield
-0.2%
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
39
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
40
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
39
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