Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/501b79ef-72c8-41f3-a6b5-a1de00fb350a/

IMB

Imperial Brands PLC
Chart
2,713.00 GBp
Latest Week 2026-07-10
Consumer DefensiveTobaccoLARGE
Snapshot 2026-07-12 · 0.7w · Fresh
0.74
OS Score
79.0%
Value
72.0%
Quality
22.0%
Momentum
6/9
F-Score
0.754
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.754
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.0
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.6%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.9%
💰
High Yield
Div 6.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.78
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
79.0%ile
P/E
10.0×
P/S
0.6×
P/B
5.1×
E/P
0.1088
FCF Yield
0.099
EBITDA/EV
0.136
SH Yield
0.119
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
17.00000000
/100
P/E of 10.0x places this firmly in deep value territory. FCF yield of 9.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
72.0%ile
ROE
0.513
ROA
0.073
Net Margin
0.064
Op Margin
0.108
GPA
0.248
Current
0.70
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.007
Earn Growth
-0.167
Accruals
-0.055
lower=better
5yr Consist
No
ROE of 51% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
22.0%ile
6M Return
-9.9%
12M Return
-6.9%
12-1 Mom
-4.0%
Risk-Adj
-0.19
Vol 252d
21.3%
Vol 60d
48.6%
↑ Expanding
Max DD 12M
-19.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (49%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.74
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 54 peers
Sector Value %ile
76.4%
Sector Quality %ile
69.1%
P/E z-score
-0.31
P/B z-score
0.17
Sector Avg OS
42.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AEP AEP Plantations Plc 99.0% 96.0% 91.0% 97.0%
MPE M.P. Evans Group PLC 98.0% 91.0% 90.0% 86.0%
PFD Premier Foods plc 94.0% 83.0% 85.0% 73.0%
MCB McBride plc 91.0% 90.0% 90.0% 25.0%
DKL Dekel Agri-Vision plc 84.0% 67.0% 68.0% 70.0%
BME B&M European Value Retail plc 83.0% 86.0% 85.0% 12.0%
SBRY J Sainsbury plc 78.0% 83.0% 13.0% 81.0%
CODE Northcoders Group PLC 75.0% 62.0% 63.0% 65.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (79th) and quality (72th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 11.9% backed by 9.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (49%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.6% avg (7 factors)
Quality
C
51.4% avg (7 factors)
Momentum
F
24.8% avg (4 factors)
Risk
A
81.2% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.740—1—
Value %ile0.790—6—
Quality %ile0.720—1—
Momentum %ile0.220—6—
F-Score6.000—0—
Confidence0.891—6—
Volatility0.213—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.02
Earnings Yield (E/P)
0.1088
Price / Sales
0.65
Price / Book
5.15
Price / Cash Flow
5.72
FCF Yield
9.9%
EBITDA / EV
13.6%
Sales Yield (1/P·S)
1.0033
Shareholder Yield
Div + net buyback / mktcap
11.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
51.3%
Return on Assets
7.3%
Net Margin
6.4%
Operating Margin
10.8%
Gross Profit / Assets
Novy-Marx GPA
24.8%
Current Ratio
0.70
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.055
MomentumPrice trend strength over different horizons
6M Return
-9.9%
12M Return
-6.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-4.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.19
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.7%
Earnings Growth (YoY)
-16.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
6.0%
Buyback Yield
5.9%
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
17
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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