Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/29e77cdd-fd03-4cd6-bec2-953e5a3fb2c1/
UU
United Utilities Group PLCSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 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 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
39.0%ile
P/B
453.2×
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
61.00000000
/100 — 1=cheapest
VC2 (Trending Value)
63.00000000
/100
VC3 (Buyback)
62.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
37.0%ile
Current
2.22
F-Score
0/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
5yr Consist
No
F-Score of 0/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
37.0%ile
6M Return
9.6%
12M Return
15.8%
12-1 Mom
21.5%
Risk-Adj
0.97
Vol 252d
22.2%
Vol 60d
53.4%
↑ Expanding
Max DD 12M
-9.6%
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 (53%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.24
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 15 peers
Sector Value %ile
31.2%
Sector Quality %ile
43.8%
P/B z-score
0.22
Sector Avg OS
54.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
5.5% avg (2 factors)
Quality
B
68.8% avg (1 factors)
Momentum
C
52.9% avg (4 factors)
Risk
A
79.7% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.240 | —1 | — | |
| Value %ile | 0.390 | —0 | — | |
| Quality %ile | 0.370 | —0 | — | |
| Momentum %ile | 0.370 | —0 | — | |
| F-Score | 0.000 | —1 | — | |
| Confidence | 0.424 | —0 | — | |
| Volatility | 0.222 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
453.20
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Current Ratio
2.22
MomentumPrice trend strength over different horizons
6M Return
9.6%
12M Return
15.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
21.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.97
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
0
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
61
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
63
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
62
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