Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/418659e8-c739-4b5d-8ed5-ad5a9427d407/
NCYF
CQS New City High Yield Fund LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 of 23 passing
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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
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
21.0%ile
P/E
1942.7×
P/S
1813.4×
P/B
106.3×
E/P
0.0005
FCF Yield
0.000
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
79.00000000
/100 — 1=cheapest
VC2 (Trending Value)
85.00000000
/100
VC3 (Buyback)
84.00000000
/100
P/E of 1942.7x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-0.0%) — the business is currently cash-consumptive. VC2 score of 85.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
6.0%ile
ROE
0.055
ROA
0.049
Net Margin
0.933
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.582
Earn Growth
-0.641
Accruals
0.084
lower=better
5yr Consist
No
Accruals ratio of 0.084 is elevated — earnings quality may be lower than headline numbers suggest. F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
32.0%ile
6M Return
-0.4%
12M Return
0.5%
12-1 Mom
-1.1%
Risk-Adj
-0.10
Vol 252d
11.3%
Vol 60d
23.8%
↑ Expanding
Max DD 12M
-7.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (24%) is expanding vs long-term (11%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.04
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 186 peers
Sector Value %ile
13.4%
Sector Quality %ile
3.2%
P/E z-score
0.54
P/B z-score
-0.09
Sector Avg OS
58.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (24%) significantly exceeds 252-day (11%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
4.2% avg (6 factors)
Quality
D
41.6% avg (4 factors)
Momentum
D
31.4% avg (4 factors)
Risk
A
97.9% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.040 | —1 | — | |
| Value %ile | 0.210 | —1 | — | |
| Quality %ile | 0.060 | —1 | — | |
| Momentum %ile | 0.320 | —0 | — | |
| F-Score | 1.000 | —1 | — | |
| Confidence | 0.623 | —0 | — | |
| Volatility | 0.113 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1942.70
Earnings Yield (E/P)
0.0005
Price / Sales
1813.36
Price / Book
106.34
FCF Yield
-0.0%
Sales Yield (1/P·S)
0.0006
Shareholder Yield
Div + net buyback / mktcap
-0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.5%
Return on Assets
4.9%
Net Margin
93.3%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.084
MomentumPrice trend strength over different horizons
6M Return
-0.4%
12M Return
0.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-1.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.10
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-58.2%
Earnings Growth (YoY)
-64.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Dividend Yield
0.1%
Buyback Yield
-0.1%
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
79
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
85
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
84
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