Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/39aee1d2-eb14-4a0a-b520-eb1a680bad3f/

WSP

Wynnstay Properties Plc
Chart
£845.00
Latest Week 2026-06-05
Real EstateReal Estate - DiversifiedMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.62
OS Score
28.0%
Value
87.0%
Quality
76.0%
Momentum
9/9
F-Score
0.494
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
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 19%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 12%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.60
V
Value Analysis
Cheapness relative to fundamentals
28.0%ile
P/E
1454.1×
P/S
846.1×
P/B
72.4×
E/P
0.0007
FCF Yield
0.001
EBITDA/EV
0.001
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
80.00000000
/100 — 1=cheapest
VC2 (Trending Value)
77.00000000
/100
VC3 (Buyback)
79.00000000
/100
P/E of 1454.1x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
87.0%ile
ROE
0.050
ROA
0.035
Net Margin
0.582
Op Margin
0.699
GPA
0.057
Current
1.76
F-Score
9/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.036
Earn Growth
0.156
Accruals
-0.002
lower=better
5yr Consist
No
F-Score of 9/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
76.0%ile
6M Return
-2.9%
12M Return
16.6%
12-1 Mom
18.7%
Risk-Adj
1.60
Vol 252d
11.7%
Vol 60d
24.3%
↑ Expanding
Max DD 12M
-9.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Risk-adjusted momentum of 1.60 is excellent — strong returns relative to volatility. Near-term vol (24%) is expanding vs long-term (12%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.62
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 48 peers
Sector Value %ile
32.7%
Sector Quality %ile
93.9%
P/E z-score
-0.19
P/B z-score
-0.17
Sector Avg OS
39.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
FOXT Foxtons Group plc 87.0% 90.0% 88.0% 13.0%
CIC The Conygar Investment Company PLC 85.0% 93.0% 78.0% 11.0%
SRE Sirius Real Estate Limited 78.0% 75.0% 68.0% 34.0%
SREI Schroder Real Estate Investment Trust Limited 78.0% 77.0% 73.0% 24.0%
GRI Grainger plc 77.0% 83.0% 71.0% 13.0%
BLND British Land Company PLC 76.0% 62.0% 61.0% 62.0%
PCTN Picton Property Income Limited 72.0% 71.0% 70.0% 26.0%
DCI DCI Advisors Limited 71.0% 59.0% 58.0% 59.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (87th) and momentum (76th) but expensive (28th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (87th) but expensive (28th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (24%) significantly exceeds 252-day (12%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
3.9% avg (7 factors)
Quality
C
50.6% avg (7 factors)
Momentum
C
52.2% avg (4 factors)
Risk
A
97.2% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.620—0—
Value %ile0.280—1—
Quality %ile0.870—1—
Momentum %ile0.760—1—
F-Score9.000—1—
Confidence0.424—0—
Volatility0.117—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1454.14
Earnings Yield (E/P)
0.0007
Price / Sales
846.13
Price / Book
72.35
Price / Cash Flow
1390.26
FCF Yield
0.1%
EBITDA / EV
0.1%
Sales Yield (1/P·S)
0.0012
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.0%
Return on Assets
3.5%
Net Margin
58.2%
Operating Margin
69.9%
Gross Profit / Assets
Novy-Marx GPA
5.7%
Current Ratio
1.76
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.002
MomentumPrice trend strength over different horizons
6M Return
-2.9%
12M Return
16.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.60
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.6%
Earnings Growth (YoY)
15.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
9
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
80
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
77
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
79
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