Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/63fe010f-69f3-44bd-86dc-2f3f41dd9b94/
IJ8
ITM Power PlcSnapshot 2026-07-19 · 0.7w · 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
22.0%ile
P/S
31.8×
P/B
3.9×
FCF Yield
-0.051
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
75.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
81.00000000
/100
Negative FCF yield (-5.1%) — the business is currently cash-consumptive. VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
0.0%ile
ROE
-0.216
ROA
-0.134
Net Margin
-1.748
Op Margin
-1.592
GPA
-0.070
Current
2.62
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.577
Accruals
-0.075
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
57.7%
12M Return
38.5%
12-1 Mom
75.3%
Risk-Adj
0.70
Vol 252d
108.4%
Vol 60d
269.6%
↑ Expanding
Max DD 12M
-45.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 75% is very strong — a clear uptrend. Near-term vol (270%) is expanding vs long-term (108%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.13
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 143 peers
Sector Value %ile
28.5%
Sector Quality %ile
1.4%
P/B z-score
-0.09
Sector Avg OS
51.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Hot but Volatile
Strong momentum (83th) but high volatility (108%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (270%) significantly exceeds 252-day (108%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
16.3% avg (4 factors)
Quality
F
25.0% avg (7 factors)
Momentum
A
79.6% avg (4 factors)
Risk
F
0.0% avg (1 factors)
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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.130 | —7 | — | |
| Value %ile | 0.220 | —7 | — | |
| Quality %ile | 0.000 | —7 | — | |
| Momentum %ile | 0.830 | —7 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 0.534 | —0 | — | |
| Volatility | 1.084 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
31.83
Price / Book
3.94
FCF Yield
-5.1%
Sales Yield (1/P·S)
0.0403
Shareholder Yield
Div + net buyback / mktcap
-0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-21.6%
Return on Assets
-13.4%
Net Margin
-174.8%
Operating Margin
-159.2%
Gross Profit / Assets
Novy-Marx GPA
-7.0%
Current Ratio
2.62
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.075
MomentumPrice trend strength over different horizons
6M Return
57.7%
12M Return
38.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
75.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.70
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
57.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
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
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
81
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