Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/635e0567-787e-4c86-aed6-6d53c4aaab0c/
REC
Record plcSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.810
↗
Trending Value
✗
◆
Quality × Value
QV 0.864
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.9
◇
VC2 Cheapest
✗
📐
EBITDA/EV
14.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 77%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
77.0%ile
P/E
10.9×
P/S
2.1×
P/B
3.1×
E/P
0.1228
FCF Yield
0.110
EBITDA/EV
0.149
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
75.00000000
/100 — 1=cheapest
VC2 (Trending Value)
80.00000000
/100
VC3 (Buyback)
80.00000000
/100
P/E of 10.9x places this firmly in deep value territory. FCF yield of 11.0% is strong — the business generates significant free cash relative to price. VC2 score of 80.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.281
ROA
0.189
Net Margin
0.191
Op Margin
0.238
GPA
0.983
Current
4.34
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.037
Earn Growth
-0.221
Accruals
-0.038
lower=better
5yr Consist
No
ROE of 28% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
14.0%ile
6M Return
-16.8%
12M Return
-25.4%
12-1 Mom
-6.9%
Risk-Adj
-0.23
Vol 252d
30.2%
Vol 60d
67.8%
↑ Expanding
Max DD 12M
-28.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (68%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.81
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 185 peers
Sector Value %ile
77.4%
Sector Quality %ile
98.9%
P/E z-score
-0.18
P/B z-score
0.67
Sector Avg OS
55.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (77th) and quality (97th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (14th) despite looking cheap (77th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (68%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.6% avg (7 factors)
Quality
A
87.5% avg (7 factors)
Momentum
F
16.2% avg (4 factors)
Risk
B
66.3% 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 weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.810 | —4 | — | |
| Value %ile | 0.770 | —4 | — | |
| Quality %ile | 0.970 | —6 | — | |
| Momentum %ile | 0.140 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.861 | —6 | — | |
| Volatility | 0.302 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.89
Earnings Yield (E/P)
0.1228
Price / Sales
2.08
Price / Book
3.07
Price / Cash Flow
9.06
FCF Yield
11.0%
EBITDA / EV
14.9%
Sales Yield (1/P·S)
0.5169
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
28.1%
Return on Assets
18.9%
Net Margin
19.1%
Operating Margin
23.8%
Gross Profit / Assets
Novy-Marx GPA
98.3%
Current Ratio
4.34
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.038
External Financing
Net issuance — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
-16.8%
12M Return
-25.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-6.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.23
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.7%
Earnings Growth (YoY)
-22.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
75
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
80
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
80
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