Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/45211124-15ef-4070-b666-7e56bde1335a/
FERG
Ferguson PlcSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.4
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 16%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
13.0%ile
P/E
21.6×
P/S
1.4×
P/B
7.6×
E/P
0.0464
FCF Yield
0.035
EBITDA/EV
0.075
SH Yield
0.011
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
83.00000000
/100 — 1=cheapest
VC2 (Trending Value)
80.00000000
/100
VC3 (Buyback)
80.00000000
/100
VC2 score of 80.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
67.0%ile
ROE
0.353
ROA
0.117
Net Margin
0.066
Op Margin
0.093
GPA
0.547
D/E
2.03
Current
1.78
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.047
Earn Growth
0.290
Stability
0.277
lower=better
Accruals
0.047
lower=better
5yr Consist
Yes
ROE of 35% is exceptional. Highly leveraged with D/E of 2.03 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
32.0%ile
6M Return
-6.5%
12M Return
10.9%
12-1 Mom
16.1%
Risk-Adj
0.53
Vol 252d
30.6%
Vol 60d
70.9%
↑ Expanding
Max DD 12M
-16.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (71%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.13
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
16.2%
Sector Quality %ile
66.5%
P/E z-score
-0.23
P/B z-score
-0.05
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Leveraged Returns
Strong ROE (35%) boosted by high leverage (D/E 2.0). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (71%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
41.8% avg (7 factors)
Quality
C
60.0% avg (8 factors)
Momentum
D
42.0% avg (4 factors)
Risk
B
65.6% 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 | 0.130 | —1 | — | |
| Value %ile | 0.130 | —1 | — | |
| Quality %ile | 0.670 | —0 | — | |
| Momentum %ile | 0.320 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.306 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
21.57
Earnings Yield (E/P)
0.0464
Price / Sales
1.41
Price / Book
7.61
Price / Cash Flow
36.07
FCF Yield
3.5%
EBITDA / EV
7.5%
Sales Yield (1/P·S)
0.7106
Shareholder Yield
Div + net buyback / mktcap
1.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
35.3%
Return on Assets
11.7%
Net Margin
6.6%
Operating Margin
9.3%
Gross Profit / Assets
Novy-Marx GPA
54.7%
Debt / Equity
2.03
Current Ratio
1.78
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.047
MomentumPrice trend strength over different horizons
6M Return
-6.5%
12M Return
10.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
16.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.53
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.7%
Earnings Growth (YoY)
29.0%
Earnings Stability (CV)
Lower = more stable
0.277
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
1.1%
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
83
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
80
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
80
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