Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/50b2bd76-3e78-495a-9678-49bd8ec4b676/
CCEP
Coca-Cola European Partners PLCSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.869
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.0
💎
Deep Value
P/E 12.7
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.9%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +30%
🔄
Shareholder Yield
4.4%
💰
High Yield
Div 4.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
82.0%ile
P/E
12.7×
P/S
1.0×
P/B
5.4×
E/P
0.0790
FCF Yield
0.146
EBITDA/EV
0.129
SH Yield
0.044
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
21.00000000
/100 — 1=cheapest
VC2 (Trending Value)
16.00000000
/100
VC3 (Buyback)
16.00000000
/100
FCF yield of 14.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.429
ROA
0.112
Net Margin
0.081
Op Margin
0.131
GPA
0.493
D/E
2.75
Current
0.80
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.299
Earn Growth
0.144
Stability
0.235
lower=better
Accruals
-0.088
lower=better
5yr Consist
Yes
ROE of 43% is exceptional. Highly leveraged with D/E of 2.75 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
25.0%ile
6M Return
5.6%
12M Return
4.2%
12-1 Mom
3.0%
Risk-Adj
0.12
Vol 252d
23.7%
Vol 60d
55.3%
↑ Expanding
Max DD 12M
-18.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (55%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 236 peers
Sector Value %ile
73.8%
Sector Quality %ile
94.5%
P/E z-score
-0.31
P/B z-score
-0.04
Sector Avg OS
49.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (82th) and quality (92th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 30% with P/E of 13×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 4.4% backed by 14.6% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (43%) boosted by high leverage (D/E 2.8). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.8% avg (7 factors)
Quality
B
61.1% avg (8 factors)
Momentum
D
37.0% avg (4 factors)
Risk
A
77.2% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 | 0.860 | —1 | — | |
| Value %ile | 0.820 | —1 | — | |
| Quality %ile | 0.920 | —1 | — | |
| Momentum %ile | 0.250 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.867 | —1 | — | |
| Volatility | 0.237 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.66
Earnings Yield (E/P)
0.0790
Price / Sales
1.03
Price / Book
5.43
Price / Cash Flow
7.11
FCF Yield
14.6%
EBITDA / EV
12.9%
Sales Yield (1/P·S)
0.7982
Shareholder Yield
Div + net buyback / mktcap
4.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
42.9%
Return on Assets
11.2%
Net Margin
8.1%
Operating Margin
13.1%
Gross Profit / Assets
Novy-Marx GPA
49.3%
Debt / Equity
2.75
Current Ratio
0.80
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.088
MomentumPrice trend strength over different horizons
6M Return
5.6%
12M Return
4.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
3.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
29.9%
Earnings Growth (YoY)
14.4%
Earnings Stability (CV)
Lower = more stable
0.235
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
4.4%
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
21
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
16
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
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
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
Show all
Op Income
OCF
CapEx
Equity