Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/50b2bd76-3e78-495a-9678-49bd8ec4b676/
CCEP
Coca-Cola European Partners PLCSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.878
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.1
💎
Deep Value
P/E 13.9
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.7%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
Rev +30%
🔄
Shareholder Yield
4.5%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.91
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
82.0%ile
P/E
13.9×
P/S
1.1×
P/B
6.0×
E/P
0.0945
FCF Yield
0.132
EBITDA/EV
0.117
SH Yield
0.045
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
25.00000000
/100
FCF yield of 13.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%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
69.0%ile
6M Return
20.6%
12M Return
13.8%
12-1 Mom
6.8%
Risk-Adj
0.28
Vol 252d
24.4%
Vol 60d
58.6%
↑ Expanding
Max DD 12M
-18.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (59%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 217 peers
Sector Value %ile
76.1%
Sector Quality %ile
96.3%
P/E z-score
-0.30
P/B z-score
-0.07
Sector Avg OS
51.2%
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 (94th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 30% with P/E of 14×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 4.5% backed by 13.2% 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 (59%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.1% avg (7 factors)
Quality
B
61.1% avg (8 factors)
Momentum
C
46.5% avg (4 factors)
Risk
A
76.0% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —6 | — | |
| Value %ile | 0.820 | —6 | — | |
| Quality %ile | 0.940 | —6 | — | |
| Momentum %ile | 0.690 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.815 | —6 | — | |
| Volatility | 0.244 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.95
Earnings Yield (E/P)
0.0945
Price / Sales
1.13
Price / Book
5.98
Price / Cash Flow
7.84
FCF Yield
13.2%
EBITDA / EV
11.7%
Sales Yield (1/P·S)
0.7239
Shareholder Yield
Div + net buyback / mktcap
4.5%
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
External Financing
Net issuance — lower=better
0.035
MomentumPrice trend strength over different horizons
6M Return
20.6%
12M Return
13.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
6.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.28
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
2.3%
Buyback Yield
2.2%
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
25
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity