Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/72bb18c1-dd50-4ea4-98c4-3ab6a3663d3c/
ALU
The Alumasc Group plcSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.800
↗
Trending Value
✗
◆
Quality × Value
QV 0.904
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 8.4
◇
VC2 Cheapest
VC2 6
📐
EBITDA/EV
19.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +13%
🔄
Shareholder Yield
5.7%
💰
High Yield
Div 5.1%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
Val 95%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/E
8.4×
P/S
0.7×
P/B
1.8×
E/P
0.1618
FCF Yield
0.104
EBITDA/EV
0.193
SH Yield
0.057
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
6.00000000
/100
VC3 (Buyback)
7.00000000
/100
P/E of 8.4x places this firmly in deep value territory. FCF yield of 10.4% is strong — the business generates significant free cash relative to price. VC2 score of 6.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.220
ROA
0.106
Net Margin
0.082
Op Margin
0.134
GPA
0.489
Current
1.88
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.126
Earn Growth
0.067
Accruals
-0.035
lower=better
5yr Consist
No
ROE of 22% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
2.0%ile
6M Return
-14.5%
12M Return
-39.4%
12-1 Mom
-32.6%
Risk-Adj
-0.84
Vol 252d
38.9%
Vol 60d
86.4%
↑ Expanding
Max DD 12M
-41.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -33% signals a downtrend — price is moving against you. Near-term vol (86%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.8
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 15 peers
Sector Value %ile
100.0%
Sector Quality %ile
100.0%
P/E z-score
-0.87
P/B z-score
0.10
Sector Avg OS
53.9%
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 (86th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (2th) despite looking cheap (95th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 5.7% backed by 10.4% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (86%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
90.2% avg (7 factors)
Quality
B
62.8% avg (7 factors)
Momentum
F
5.8% avg (4 factors)
Risk
C
51.9% 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 Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.800 | —7 | — | |
| Value %ile | 0.950 | —7 | — | |
| Quality %ile | 0.860 | —7 | — | |
| Momentum %ile | 0.020 | —7 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.754 | —7 | — | |
| Volatility | 0.389 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.39
Earnings Yield (E/P)
0.1618
Price / Sales
0.69
Price / Book
1.85
Price / Cash Flow
6.33
FCF Yield
10.4%
EBITDA / EV
19.3%
Sales Yield (1/P·S)
1.2102
Shareholder Yield
Div + net buyback / mktcap
5.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
22.0%
Return on Assets
10.6%
Net Margin
8.2%
Operating Margin
13.4%
Gross Profit / Assets
Novy-Marx GPA
48.9%
Current Ratio
1.88
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.035
External Financing
Net issuance — lower=better
0.011
MomentumPrice trend strength over different horizons
6M Return
-14.5%
12M Return
-39.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-32.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.84
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.6%
Earnings Growth (YoY)
6.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
5.1%
Buyback Yield
0.6%
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
6
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
77
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