Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/61220e46-253a-4413-a331-f21f63cb0c4e/
CFX
Colefax Group PLCSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
13 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#5
◆
Quality × Value
QV 0.955
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.9
◇
VC2 Cheapest
VC2 9
📐
EBITDA/EV
23.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.8%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 71%
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
Val 95%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 2.53
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/E
10.9×
P/S
0.6×
P/B
2.2×
E/P
0.1309
FCF Yield
0.165
EBITDA/EV
0.238
SH Yield
0.038
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
10.00000000
/100
P/E of 10.9x places this firmly in deep value territory. FCF yield of 16.5% is strong — the business generates significant free cash relative to price. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.198
ROA
0.086
Net Margin
0.059
Op Margin
0.087
GPA
0.835
Current
1.98
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.026
Earn Growth
0.182
Accruals
-0.101
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
97.0%ile
6M Return
48.4%
12M Return
71.7%
12-1 Mom
71.1%
Risk-Adj
2.53
Vol 252d
28.1%
Vol 60d
64.3%
↑ Expanding
Max DD 12M
-6.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 71% is very strong — a clear uptrend. Risk-adjusted momentum of 2.53 is excellent — strong returns relative to volatility. Near-term vol (64%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 116 peers
Sector Value %ile
93.2%
Sector Quality %ile
96.6%
P/E z-score
-0.35
P/B z-score
-0.06
Sector Avg OS
50.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (95th) and quality (96th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (95th value) with strong momentum (97th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (64%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
86.1% avg (7 factors)
Quality
B
62.1% avg (7 factors)
Momentum
A
96.6% avg (4 factors)
Risk
B
69.8% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.990 | —7 | — | |
| Value %ile | 0.950 | —7 | — | |
| Quality %ile | 0.960 | —7 | — | |
| Momentum %ile | 0.970 | —7 | — | |
| F-Score | 7.000 | —7 | — | |
| Confidence | 0.667 | —0 | — | |
| Volatility | 0.281 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.95
Earnings Yield (E/P)
0.1309
Price / Sales
0.65
Price / Book
2.16
Price / Cash Flow
5.04
FCF Yield
16.5%
EBITDA / EV
23.8%
Sales Yield (1/P·S)
1.4996
Shareholder Yield
Div + net buyback / mktcap
3.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
19.8%
Return on Assets
8.6%
Net Margin
5.9%
Operating Margin
8.7%
Gross Profit / Assets
Novy-Marx GPA
83.5%
Current Ratio
1.98
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.101
MomentumPrice trend strength over different horizons
6M Return
48.4%
12M Return
71.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
71.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.53
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.6%
Earnings Growth (YoY)
18.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.4%
Buyback Yield
3.4%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
5
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
Yes
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity