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HMSO

Hammerson Plc
Chart
3.73 GBp
Latest Week 2026-07-17
Real EstateReit - RetailNANO
Snapshot 2026-07-19 · 0.7w · Fresh
0.6
OS Score
55.0%
Value
57.0%
Quality
56.0%
Momentum
5/9
F-Score
0.560
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
22.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.80
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
55.0%ile
P/S
0.1×
P/B
0.0×
E/P
0.0629
FCF Yield
-0.347
EBITDA/EV
0.222
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
45.00000000
/100 — 1=cheapest
VC2 (Trending Value)
45.00000000
/100
VC3 (Buyback)
46.00000000
/100
Negative FCF yield (-34.7%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
57.0%ile
ROE
0.111
ROA
0.059
Net Margin
1.114
Op Margin
0.407
GPA
0.032
Current
1.63
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.785
Accruals
0.034
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
56.0%ile
6M Return
-98.9%
12M Return
-98.7%
12-1 Mom
-98.8%
Risk-Adj
-0.95
Vol 252d
104.1%
Vol 60d
264.4%
↑ Expanding
Max DD 12M
-99.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -99% signals a downtrend — price is moving against you. Near-term vol (264%) is expanding vs long-term (104%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.6
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 48 peers
Sector Value %ile
79.6%
Sector Quality %ile
81.6%
P/B z-score
-0.78
Sector Avg OS
26.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MPO Macau Property Opportunities Fund Limited 94.0% 79.0% 80.0% 80.0%
CLI CLS Holdings plc 83.0% 71.0% 72.0% 71.0%
LSL LSL Property Services plc 75.0% 87.0% 90.0% 5.0%
DCI DCI Advisors Limited 73.0% 65.0% 66.0% 66.0%
FLK Fletcher King Plc 65.0% 60.0% 61.0% 60.0%
FPO First Property Group plc 65.0% 60.0% 61.0% 60.0%
FOXT Foxtons Group plc 65.0% 59.0% 61.0% 60.0%
SVS Savills plc 49.0% 84.0% 16.0% 12.0%
Factor Interactions
Volatility Expanding
60-day vol (264%) significantly exceeds 252-day (104%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.4% avg (5 factors)
Quality
C
51.3% avg (7 factors)
Momentum
F
0.3% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.600—0—
Value %ile0.550—0—
Quality %ile0.570—0—
Momentum %ile0.560—0—
F-Score5.000—0—
Confidence0.653—0—
Volatility1.041—7—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0629
Price / Sales
0.09
Price / Book
0.01
Price / Cash Flow
0.20
FCF Yield
-34.7%
EBITDA / EV
22.2%
Sales Yield (1/P·S)
0.1546
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.1%
Return on Assets
5.9%
Net Margin
111.4%
Operating Margin
40.7%
Gross Profit / Assets
Novy-Marx GPA
3.2%
Current Ratio
1.63
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.034
External Financing
Net issuance — lower=better
0.043
MomentumPrice trend strength over different horizons
6M Return
-98.9%
12M Return
-98.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-98.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.95
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
78.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
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
45
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
45
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
46
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