Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6d2091d8-f74b-4104-a875-2e79d79901d2/

CBOX

Cake Box Holdings Plc
Chart
200.00 GBp
Latest Week 2026-07-24
Consumer DefensiveGrocery StoresMICRO
Snapshot 2026-07-26 · 0.7w · Fresh
0.02
OS Score
6.0%
Value
17.0%
Quality
10.0%
Momentum
3/9
F-Score
0.101
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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
CAQ 0.87
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
6.0%ile
P/E
20.1×
P/S
2.1×
P/B
3.4×
E/P
0.0694
FCF Yield
0.033
EBITDA/EV
0.075
SH Yield
-0.030
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
94.00000000
/100 — 1=cheapest
VC2 (Trending Value)
96.00000000
/100
VC3 (Buyback)
96.00000000
/100
VC2 score of 96.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
17.0%ile
ROE
0.169
ROA
0.073
Net Margin
0.102
Op Margin
0.172
GPA
0.373
Current
1.08
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.130
Earn Growth
-0.147
Accruals
-0.037
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
1.3%
12M Return
-8.0%
12-1 Mom
-11.0%
Risk-Adj
-0.64
Vol 252d
17.1%
Vol 60d
26.3%
↑ Expanding
Max DD 12M
-12.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -11% signals a downtrend — price is moving against you. Near-term vol (26%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.02
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 54 peers
Sector Value %ile
7.3%
Sector Quality %ile
27.3%
P/E z-score
0.46
P/B z-score
0.51
Sector Avg OS
43.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MCB McBride plc 98.0% 96.0% 92.0% 90.0%
MPE M.P. Evans Group PLC 98.0% 95.0% 92.0% 90.0%
FEVR Fevertree Drinks PLC 94.0% 79.0% 80.0% 80.0%
PZC PZ Cussons plc 93.0% 78.0% 80.0% 79.0%
PACS PACSCo Limited 93.0% 78.0% 80.0% 79.0%
AEP AEP Plantations Plc 91.0% 77.0% 78.0% 78.0%
PFD Premier Foods plc 84.0% 92.0% 87.0% 16.0%
BME B&M European Value Retail plc 82.0% 92.0% 87.0% 11.0%
Factor Interactions
Volatility Expanding
60-day vol (26%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
48.2% avg (7 factors)
Quality
C
53.1% avg (7 factors)
Momentum
F
22.8% avg (4 factors)
Risk
A
88.2% avg (1 factors)
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 Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.020—2—
Value %ile0.060—8—
Quality %ile0.170—2—
Momentum %ile0.100—1—
F-Score3.000—8—
Confidence0.614—0—
Volatility0.171—2—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.12
Earnings Yield (E/P)
0.0694
Price / Sales
2.06
Price / Book
3.40
Price / Cash Flow
13.34
FCF Yield
3.3%
EBITDA / EV
7.5%
Sales Yield (1/P·S)
0.4037
Shareholder Yield
Div + net buyback / mktcap
-3.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.9%
Return on Assets
7.3%
Net Margin
10.2%
Operating Margin
17.2%
Gross Profit / Assets
Novy-Marx GPA
37.3%
Current Ratio
1.08
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.037
MomentumPrice trend strength over different horizons
6M Return
1.3%
12M Return
-8.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-11.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.64
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
13.0%
Earnings Growth (YoY)
-14.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
5.2%
Buyback Yield
-8.2%
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
94
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
96
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
96
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