Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/296b08a0-6b91-415d-86e0-579d8abf0400/
DLN
Derwent London PlcSnapshot 2026-07-26 · 1.3w · 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
Rev +40%
🔄
Shareholder Yield
4.0%
💰
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
12.0%ile
P/E
14.0×
P/S
5.8×
P/B
0.6×
E/P
0.0438
FCF Yield
0.019
EBITDA/EV
0.056
SH Yield
0.040
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
86.00000000
/100 — 1=cheapest
VC2 (Trending Value)
86.00000000
/100
VC3 (Buyback)
87.00000000
/100
VC2 score of 86.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
0.045
ROA
0.030
Net Margin
0.414
Op Margin
0.418
GPA
0.038
Current
0.53
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.400
Earn Growth
0.390
Accruals
-0.013
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
18.0%ile
6M Return
6.7%
12M Return
4.7%
12-1 Mom
-0.2%
Risk-Adj
-0.01
Vol 252d
26.7%
Vol 60d
55.3%
↑ Expanding
Max DD 12M
-21.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (55%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.23
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 48 peers
Sector Value %ile
26.5%
Sector Quality %ile
95.9%
P/E z-score
-0.10
P/B z-score
0.09
Sector Avg OS
26.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 40% with P/E of 14×. Growth isn't fully priced in.
Quality at a Premium
High quality (83th) but expensive (12th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
54.4% avg (7 factors)
Quality
D
43.1% avg (7 factors)
Momentum
D
35.6% avg (4 factors)
Risk
B
72.2% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.230 | —8 | — | |
| Value %ile | 0.120 | —8 | — | |
| Quality %ile | 0.830 | —8 | — | |
| Momentum %ile | 0.180 | —8 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 0.744 | —8 | — | |
| Volatility | 0.267 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.04
Earnings Yield (E/P)
0.0438
Price / Sales
5.82
Price / Book
0.63
Price / Cash Flow
9.92
FCF Yield
1.9%
EBITDA / EV
5.6%
Sales Yield (1/P·S)
0.1047
Shareholder Yield
Div + net buyback / mktcap
4.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.5%
Return on Assets
3.0%
Net Margin
41.4%
Operating Margin
41.8%
Gross Profit / Assets
Novy-Marx GPA
3.8%
Current Ratio
0.53
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.013
MomentumPrice trend strength over different horizons
6M Return
6.7%
12M Return
4.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-0.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.01
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
40.0%
Earnings Growth (YoY)
39.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
4.0%
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
86
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
86
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
87
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