Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/669528d6-c140-4eb1-a758-778f8710b82f/
PE1
Pengana Private Equity TrustSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
✗
◆
Quality × Value
QV 0.735
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +694%
🔄
Shareholder Yield
5.0%
💰
High Yield
Div 4.3%
🚀
Momentum Leaders
12-1 54%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.90
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/E
8.2×
P/S
7.1×
P/B
0.9×
FCF Yield
0.129
SH Yield
0.050
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
26.00000000
/100
P/E of 8.2x places this firmly in deep value territory. FCF yield of 12.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
0.109
ROA
0.100
Net Margin
0.871
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
6.942
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
74.0%ile
6M Return
12.5%
12M Return
34.0%
12-1 Mom
54.2%
Risk-Adj
1.90
Vol 252d
28.6%
Vol 60d
72.0%
↑ Expanding
Max DD 12M
-22.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 54% is very strong — a clear uptrend. Risk-adjusted momentum of 1.90 is excellent — strong returns relative to volatility. Near-term vol (72%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 159 peers
Sector Value %ile
57.5%
Sector Quality %ile
54.4%
P/E z-score
-0.34
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (74th) and quality (73th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (74th value) with strong momentum (74th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 694% with P/E of 8×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 5.0% backed by 12.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (72%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.7% avg (5 factors)
Quality
B
60.4% avg (3 factors)
Momentum
B
74.2% avg (4 factors)
Risk
B
69.0% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.850 | —6 | — | |
| Value %ile | 0.740 | —6 | — | |
| Quality %ile | 0.730 | —6 | — | |
| Momentum %ile | 0.740 | —6 | — | |
| F-Score | 4.000 | —6 | — | |
| Confidence | 0.336 | —6 | — | |
| Volatility | 0.286 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.17
Price / Sales
7.12
Price / Book
0.89
FCF Yield
12.9%
Sales Yield (1/P·S)
0.1475
Shareholder Yield
Div + net buyback / mktcap
5.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.9%
Return on Assets
10.0%
Net Margin
87.1%
MomentumPrice trend strength over different horizons
6M Return
12.5%
12M Return
34.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
54.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.90
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
694.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
4.3%
Buyback Yield
0.7%
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
26
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