Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2d8bda27-f1ae-4280-8a0c-ad2df6bd71d0/

EJT1

easyJet plc
Chart
7.85 EUR
Latest Week 2026-07-10
Snapshot 2026-07-12 · 0.7w · Fresh
0.95
OS Score
90.0%
Value
69.0%
Quality
67.0%
Momentum
8/9
F-Score
0.788
QV
Strategy Eligibility
7 of 23 passing
OS Composite
OS 0.950
Trending Value
Quality × Value
QV 0.788
🏛
Cornerstone Value
🌿
Cornerstone Growth
💎
Deep Value
P/E 11.9
VC2 Cheapest
📐
EBITDA/EV
23.6%
Veiled Value
Piotroski Bargains
F8
🔬
Quality Compounders
📈
Consistent Earners
🌱
GARP
🔄
Shareholder Yield
2.8%
💰
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
11.9×
P/S
0.6×
P/B
1.6×
E/P
0.1067
FCF Yield
0.095
EBITDA/EV
0.236
SH Yield
0.028
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
11.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
10.00000000
/100
P/E of 11.9x places this firmly in deep value territory. FCF yield of 9.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
69.0%ile
ROE
0.135
ROA
0.039
Net Margin
0.049
Op Margin
0.070
GPA
0.133
Current
1.10
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.086
Earn Growth
0.103
Accruals
-0.089
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
37.8%
12M Return
32.9%
12-1 Mom
-2.2%
Risk-Adj
-0.05
Vol 252d
42.4%
Vol 60d
104.0%
↑ Expanding
Max DD 12M
-32.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (104%) is expanding vs long-term (42%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
Sector Context
Industrials · 143 peers
Sector Value %ile
86.1%
Sector Quality %ile
69.4%
P/E z-score
-0.28
P/B z-score
-0.46
Sector Avg OS
49.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AAG Aumann AG 98.0% 96.0% 90.0% 66.0%
MBB MBB SE 98.0% 95.0% 92.0% 63.0%
INR International Consolidated Airlines Group S.A. 98.0% 87.0% 91.0% 73.0%
LMIA LION E-Mobility AG 97.0% 74.0% 97.0% 92.0%
ERAG Ernst Russ AG 97.0% 94.0% 75.0% 64.0%
QJQ ISS A/S 97.0% 98.0% 91.0% 43.0%
XD4 Strabag SE 97.0% 93.0% 89.0% 62.0%
ABS2 PORR AG 96.0% 92.0% 62.0% 79.0%
Factor Interactions
Piotroski + Value Convergence
F-Score 8/9 with good value (90th). Strong fundamental improvement in a cheap stock.
Volatility Expanding
60-day vol (104%) significantly exceeds 252-day (42%). Near-term risk is elevated.
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
80.5% avg (7 factors)
Quality
D
38.8% avg (7 factors)
Momentum
C
52.2% avg (4 factors)
Risk
C
46.0% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.950—6
Value %ile0.900—6
Quality %ile0.690—0
Momentum %ile0.670—0
F-Score8.000—6
Confidence0.891—6
Volatility0.424—1
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.88
Earnings Yield (E/P)
0.1067
Price / Sales
0.58
Price / Book
1.60
Price / Cash Flow
3.61
FCF Yield
9.5%
EBITDA / EV
23.6%
Sales Yield (1/P·S)
1.5334
Shareholder Yield
Div + net buyback / mktcap
2.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.5%
Return on Assets
3.9%
Net Margin
4.9%
Operating Margin
7.0%
Gross Profit / Assets
Novy-Marx GPA
13.3%
Current Ratio
1.10
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.089
MomentumPrice trend strength over different horizons
6M Return
37.8%
12M Return
32.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-2.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.05
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.6%
Earnings Growth (YoY)
10.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
2.0%
Buyback Yield
0.8%
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
11
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
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