Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/396bf53e-2430-48c9-a524-d3bb87c2f2bc/
CRN
Cairn Homes plcSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 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
✗
◉
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
34.0%ile
P/E
954.2×
P/S
134.1×
P/B
151.4×
E/P
0.0010
FCF Yield
0.001
EBITDA/EV
0.001
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
73.00000000
/100 — 1=cheapest
VC2 (Trending Value)
68.00000000
/100
VC3 (Buyback)
70.00000000
/100
P/E of 954.2x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
23.0%ile
ROE
0.159
ROA
0.102
Net Margin
0.140
Op Margin
0.178
GPA
0.160
Current
5.12
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.099
Earn Growth
0.155
Accruals
0.048
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
15.9%
12M Return
12.7%
12-1 Mom
9.9%
Risk-Adj
0.45
Vol 252d
22.1%
Vol 60d
48.6%
↑ Expanding
Max DD 12M
-13.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (49%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.32
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 117 peers
Sector Value %ile
33.9%
Sector Quality %ile
26.3%
P/E z-score
-0.63
P/B z-score
-0.11
Sector Avg OS
54.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (49%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
4.0% avg (7 factors)
Quality
C
56.8% avg (7 factors)
Momentum
C
46.9% avg (4 factors)
Risk
A
79.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.320 | —0 | — | |
| Value %ile | 0.340 | —0 | — | |
| Quality %ile | 0.230 | —1 | — | |
| Momentum %ile | 0.730 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.813 | —1 | — | |
| Volatility | 0.221 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
954.18
Earnings Yield (E/P)
0.0010
Price / Sales
134.06
Price / Book
151.36
Price / Cash Flow
1793.13
FCF Yield
0.1%
EBITDA / EV
0.1%
Sales Yield (1/P·S)
0.0074
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.9%
Return on Assets
10.2%
Net Margin
14.0%
Operating Margin
17.8%
Gross Profit / Assets
Novy-Marx GPA
16.0%
Current Ratio
5.12
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.048
External Financing
Net issuance — lower=better
0.006
MomentumPrice trend strength over different horizons
6M Return
15.9%
12M Return
12.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
9.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.45
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.9%
Earnings Growth (YoY)
15.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
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
73
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
68
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
70
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