Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/60bee07f-1e1b-4ec2-a576-8f88f2f4f1ce/
XPS
XPS Pensions Group plcSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
6.0%ile
P/E
2095.7×
P/S
274.3×
P/B
378.0×
E/P
0.0005
FCF Yield
0.001
EBITDA/EV
0.001
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
95.00000000
/100 — 1=cheapest
VC2 (Trending Value)
89.00000000
/100
VC3 (Buyback)
91.00000000
/100
P/E of 2095.7x is premium-priced — the market is paying up for expected growth. VC2 score of 89.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.180
ROA
0.094
Net Margin
0.131
Op Margin
0.199
GPA
0.382
Current
1.77
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.162
Earn Growth
-0.433
Accruals
-0.036
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
-9.5%
12M Return
-22.3%
12-1 Mom
-24.2%
Risk-Adj
-0.97
Vol 252d
24.9%
Vol 60d
55.5%
↑ Expanding
Max DD 12M
-26.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -24% signals a downtrend — price is moving against you. Near-term vol (55%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.11
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 117 peers
Sector Value %ile
1.7%
Sector Quality %ile
83.1%
P/E z-score
0.07
P/B z-score
-0.10
Sector Avg OS
54.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (89th) but expensive (6th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
3.9% avg (7 factors)
Quality
B
61.7% avg (7 factors)
Momentum
F
9.0% avg (4 factors)
Risk
A
75.2% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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 | 0.110 | —1 | — | |
| Value %ile | 0.060 | —1 | — | |
| Quality %ile | 0.890 | —1 | — | |
| Momentum %ile | 0.160 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.683 | —0 | — | |
| Volatility | 0.249 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2095.66
Earnings Yield (E/P)
0.0005
Price / Sales
274.34
Price / Book
377.99
Price / Cash Flow
1520.68
FCF Yield
0.1%
EBITDA / EV
0.1%
Sales Yield (1/P·S)
0.0036
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.0%
Return on Assets
9.4%
Net Margin
13.1%
Operating Margin
19.9%
Gross Profit / Assets
Novy-Marx GPA
38.2%
Current Ratio
1.77
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.036
External Financing
Net issuance — lower=better
0.061
MomentumPrice trend strength over different horizons
6M Return
-9.5%
12M Return
-22.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-24.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.97
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
16.2%
Earnings Growth (YoY)
-43.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.0%
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
95
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
89
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
91
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