Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/42ff67a2-c0b9-40f1-ba6f-f943d047f2c9/
TCO0
Tesco PLCSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.5%
💰
High Yield
Div 3.1%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.75
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
62.0%ile
P/E
19.4×
P/S
0.5×
P/B
3.0×
E/P
0.0658
FCF Yield
0.047
EBITDA/EV
0.107
SH Yield
0.075
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
39.00000000
/100 — 1=cheapest
VC2 (Trending Value)
29.00000000
/100
VC3 (Buyback)
32.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
33.0%ile
ROE
0.156
ROA
0.045
Net Margin
0.024
Op Margin
0.042
GPA
0.140
Current
0.59
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.054
Earn Growth
0.160
Accruals
-0.054
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
16.8%
12M Return
17.4%
12-1 Mom
13.2%
Risk-Adj
0.49
Vol 252d
27.1%
Vol 60d
66.8%
↑ Expanding
Max DD 12M
-13.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (67%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.68
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 37 peers
Sector Value %ile
68.4%
Sector Quality %ile
21.1%
P/E z-score
-0.17
P/B z-score
-0.19
Sector Avg OS
48.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (67%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.6% avg (7 factors)
Quality
D
33.1% avg (7 factors)
Momentum
C
49.8% avg (4 factors)
Risk
B
71.5% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.680 | —0 | — | |
| Value %ile | 0.620 | —0 | — | |
| Quality %ile | 0.330 | —0 | — | |
| Momentum %ile | 0.670 | —0 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 0.827 | —8 | — | |
| Volatility | 0.271 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.36
Earnings Yield (E/P)
0.0658
Price / Sales
0.47
Price / Book
3.02
Price / Cash Flow
8.86
FCF Yield
4.7%
EBITDA / EV
10.7%
Sales Yield (1/P·S)
1.5621
Shareholder Yield
Div + net buyback / mktcap
7.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.6%
Return on Assets
4.5%
Net Margin
2.4%
Operating Margin
4.2%
Gross Profit / Assets
Novy-Marx GPA
14.0%
Current Ratio
0.59
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.054
MomentumPrice trend strength over different horizons
6M Return
16.8%
12M Return
17.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
13.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.49
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.4%
Earnings Growth (YoY)
16.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
3.1%
Buyback Yield
4.5%
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
39
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
29
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
32
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