Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4e54455f-37a8-4f82-81be-647ae4361df0/
PRN
Princes Group plcSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
26.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 97%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
22.3×
P/S
0.4×
P/B
0.8×
E/P
0.1203
FCF Yield
0.199
EBITDA/EV
0.269
SH Yield
-0.502
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
11.00000000
/100
FCF yield of 19.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
12.0%ile
ROE
0.034
ROA
0.019
Net Margin
0.019
Op Margin
0.040
GPA
0.200
Current
2.00
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.089
Earn Growth
2.853
Accruals
-0.085
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
19.0%ile
6M Return
-27.7%
Vol 252d
33.0%
Vol 60d
72.7%
↑ Expanding
Max DD 12M
-36.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (73%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.61
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 54 peers
Sector Value %ile
100.0%
Sector Quality %ile
18.2%
P/E z-score
0.72
P/B z-score
-0.49
Sector Avg OS
42.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Piotroski + Value Convergence
F-Score 8/9 with good value (97th). Strong fundamental improvement in a cheap stock.
Cheap for a Reason?
Looks cheap (97th value) but weak quality (12th). Classic value trap risk.
Falling Knife
Weak momentum (19th) despite looking cheap (97th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (73%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
76.7% avg (7 factors)
Quality
D
37.4% avg (7 factors)
Momentum
F
2.9% avg (1 factors)
Risk
B
61.6% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.610 | —0 | — | |
| Value %ile | 0.970 | —8 | — | |
| Quality %ile | 0.120 | —8 | — | |
| Momentum %ile | 0.190 | —8 | — | |
| F-Score | 8.000 | —8 | — | |
| Confidence | 0.669 | —0 | — | |
| Volatility | 0.330 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
22.31
Earnings Yield (E/P)
0.1203
Price / Sales
0.43
Price / Book
0.77
Price / Cash Flow
4.02
FCF Yield
19.9%
EBITDA / EV
26.9%
Sales Yield (1/P·S)
3.0339
Shareholder Yield
Div + net buyback / mktcap
-50.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.4%
Return on Assets
1.9%
Net Margin
1.9%
Operating Margin
4.0%
Gross Profit / Assets
Novy-Marx GPA
20.0%
Current Ratio
2.00
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.085
MomentumPrice trend strength over different horizons
6M Return
-27.7%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-8.9%
Earnings Growth (YoY)
285.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Buyback Yield
-50.2%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
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