Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5655d97e-4873-404a-ae8d-6ba2745fc035/
BORR
Borr Drilling LtdSnapshot 2026-07-26 · 0.4w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 88%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.98
⚡
Risk-Adj Momentum
RAM 1.60
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
36.4×
P/S
1.2×
P/B
1.1×
E/P
0.0896
FCF Yield
0.132
EBITDA/EV
0.136
SH Yield
-0.136
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
20.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
33.00000000
/100
P/E of 36.4x is premium-priced — the market is paying up for expected growth. 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
29.0%ile
ROE
0.030
ROA
0.009
Net Margin
0.034
Op Margin
0.287
GPA
0.127
D/E
2.18
Current
1.55
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.058
Earn Growth
-0.293
Stability
2.249
lower=better
Accruals
-0.033
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.18 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
93.0%ile
6M Return
-5.4%
12M Return
91.4%
12-1 Mom
97.3%
Risk-Adj
1.60
Vol 252d
60.8%
Vol 60d
130.0%
↑ Expanding
Max DD 12M
-33.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 97% is very strong — a clear uptrend. Risk-adjusted momentum of 1.60 is excellent — strong returns relative to volatility. Near-term vol (130%) is expanding vs long-term (61%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 219 peers
Sector Value %ile
76.4%
Sector Quality %ile
31.4%
P/E z-score
0.42
P/B z-score
-0.08
Sector Avg OS
68.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (88th value) with strong momentum (93th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (88th value) but weak quality (29th). Classic value trap risk.
Hot but Volatile
Strong momentum (93th) but high volatility (61%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (130%) significantly exceeds 252-day (61%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.4% avg (7 factors)
Quality
D
40.5% avg (8 factors)
Momentum
B
74.0% avg (4 factors)
Risk
F
15.4% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.890 | —8 | — | |
| Value %ile | 0.880 | —8 | — | |
| Quality %ile | 0.290 | —2 | — | |
| Momentum %ile | 0.930 | —8 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.608 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
36.37
Earnings Yield (E/P)
0.0896
Price / Sales
1.24
Price / Book
1.09
Price / Cash Flow
8.10
FCF Yield
13.2%
EBITDA / EV
13.6%
Sales Yield (1/P·S)
0.3125
Shareholder Yield
Div + net buyback / mktcap
-13.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.0%
Return on Assets
0.9%
Net Margin
3.4%
Operating Margin
28.7%
Gross Profit / Assets
Novy-Marx GPA
12.7%
Debt / Equity
2.18
Current Ratio
1.55
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.033
External Financing
Net issuance — lower=better
0.047
MomentumPrice trend strength over different horizons
6M Return
-5.4%
12M Return
91.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
97.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.60
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.8%
Earnings Growth (YoY)
-29.3%
Earnings Stability (CV)
Lower = more stable
2.249
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
Buyback Yield
-13.6%
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
20
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
33
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