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BYG

Big Yellow Group Plc
Chart
887.50 GBp
Latest Week 2026-07-31
Real EstateReit - IndustrialSMALL
Snapshot 2026-07-26 · 1.1w · Fresh
0.03
OS Score
12.0%
Value
8.0%
Quality
13.0%
Momentum
3/9
F-Score
0.098
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
5.3%
💰
High Yield
Div 5.3%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.58
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
12.0%ile
P/E
14.0×
P/S
8.3×
P/B
0.7×
E/P
0.0584
FCF Yield
0.049
EBITDA/EV
0.064
SH Yield
0.053
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
90.00000000
/100 — 1=cheapest
VC2 (Trending Value)
88.00000000
/100
VC3 (Buyback)
85.00000000
/100
VC2 score of 88.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
8.0%ile
ROE
0.048
ROA
0.040
Net Margin
0.597
Op Margin
0.624
GPA
0.046
Current
0.31
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.022
Earn Growth
-0.382
Accruals
0.005
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
13.0%ile
6M Return
-17.3%
12M Return
-5.7%
12-1 Mom
-5.2%
Risk-Adj
-0.16
Vol 252d
32.9%
Vol 60d
63.4%
↑ Expanding
Max DD 12M
-31.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (63%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.03
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
20.4%
P/E z-score
-0.11
P/B z-score
0.16
Sector Avg OS
26.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CLI CLS Holdings plc 81.0% 69.0% 71.0% 70.0%
LSL LSL Property Services plc 73.0% 85.0% 90.0% 5.0%
DCI DCI Advisors Limited 71.0% 64.0% 65.0% 65.0%
FPO First Property Group plc 65.0% 59.0% 60.0% 60.0%
FLK Fletcher King Plc 65.0% 59.0% 60.0% 60.0%
FOXT Foxtons Group plc 64.0% 58.0% 60.0% 59.0%
HMSO Hammerson Plc 59.0% 54.0% 56.0% 55.0%
SVS Savills plc 49.0% 85.0% 17.0% 10.0%
Factor Interactions
Volatility Expanding
60-day vol (63%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.0% avg (7 factors)
Quality
D
43.0% avg (7 factors)
Momentum
F
22.6% avg (4 factors)
Risk
B
61.8% 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
FactorCurrentStreakTrendSpark
OS Composite0.030—8—
Value %ile0.120—8—
Quality %ile0.080—8—
Momentum %ile0.130—8—
F-Score3.000—8—
Confidence0.871—8—
Volatility0.329—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.96
Earnings Yield (E/P)
0.0584
Price / Sales
8.34
Price / Book
0.67
Price / Cash Flow
16.01
FCF Yield
4.9%
EBITDA / EV
6.4%
Sales Yield (1/P·S)
0.0935
Shareholder Yield
Div + net buyback / mktcap
5.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.8%
Return on Assets
4.0%
Net Margin
59.7%
Operating Margin
62.4%
Gross Profit / Assets
Novy-Marx GPA
4.6%
Current Ratio
0.31
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.005
MomentumPrice trend strength over different horizons
6M Return
-17.3%
12M Return
-5.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-5.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.16
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.2%
Earnings Growth (YoY)
-38.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
5.3%
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
90
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
88
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
85
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