Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3c886b62-17fd-4b77-9c77-eec205343b6f/
CCL
CUSCAL LTD FPO [CCL]Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
17.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 64%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.81
V
Value Analysis
Cheapness relative to fundamentals
11.0%ile
P/E
33.0×
P/S
2.8×
P/B
2.5×
E/P
0.0013
FCF Yield
0.131
EBITDA/EV
0.173
SH Yield
-0.023
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
85.00000000
/100 — 1=cheapest
VC2 (Trending Value)
89.00000000
/100
VC3 (Buyback)
89.00000000
/100
P/E of 33.0x is premium-priced — the market is paying up for expected growth. FCF yield of 13.1% is strong — the business generates significant free cash relative to price. VC2 score of 89.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.076
ROA
0.008
Net Margin
0.084
Op Margin
0.003
GPA
0.099
Current
1.59
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Earn Growth
-0.169
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
95.0%ile
6M Return
31.3%
12M Return
72.8%
12-1 Mom
64.1%
Risk-Adj
1.81
Vol 252d
35.3%
Vol 60d
65.7%
↑ Expanding
Max DD 12M
-15.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 64% is very strong — a clear uptrend. Risk-adjusted momentum of 1.81 is excellent — strong returns relative to volatility. Near-term vol (66%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.54
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 133 peers
Sector Value %ile
27.6%
Sector Quality %ile
90.3%
P/E z-score
-0.28
P/B z-score
-0.55
Sector Avg OS
43.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (89th) and momentum (95th) but expensive (11th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (89th) but expensive (11th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (66%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
54.5% avg (7 factors)
Quality
F
24.8% avg (6 factors)
Momentum
A
86.8% avg (4 factors)
Risk
C
57.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.540 | —0 | — | |
| Value %ile | 0.110 | —1 | — | |
| Quality %ile | 0.890 | —1 | — | |
| Momentum %ile | 0.950 | —1 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.479 | —0 | — | |
| Volatility | 0.353 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
33.04
Earnings Yield (E/P)
0.0013
Price / Sales
2.76
Price / Book
2.52
FCF Yield
13.1%
EBITDA / EV
17.3%
Sales Yield (1/P·S)
0.3625
Shareholder Yield
Div + net buyback / mktcap
-2.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.6%
Return on Assets
0.8%
Net Margin
8.4%
Operating Margin
0.3%
Gross Profit / Assets
Novy-Marx GPA
9.9%
Current Ratio
1.59
MomentumPrice trend strength over different horizons
6M Return
31.3%
12M Return
72.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
64.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.81
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Growth (YoY)
-16.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
1.8%
Buyback Yield
-4.0%
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
85
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
89
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
89
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity