Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7488867e-244f-430c-8320-43c6089e7f35/

VOD

Vodafone Group Public Limited Company
Chart
117.80 GBp
Latest Week 2026-07-17
Communication ServicesTelecom ServicesLARGE
Snapshot 2026-07-19 · 0.7w · Fresh
0.84
OS Score
92.0%
Value
11.0%
Quality
92.0%
Momentum
#21.00000000
TV Rank
6/9
F-Score
0.318
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.840
↗
Trending Value
#21
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2
📐
EBITDA/EV
21.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
10.9%
💰
High Yield
Div 3.4%
🚀
Momentum Leaders
12-1 30%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.99
⚡
Risk-Adj Momentum
RAM 1.21
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/S
0.7×
P/B
0.5×
E/P
0.0488
FCF Yield
0.091
EBITDA/EV
0.218
SH Yield
0.109
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
FCF yield of 9.1% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
11.0%ile
ROE
-0.008
ROA
-0.003
Net Margin
-0.010
Op Margin
0.093
GPA
0.098
Current
1.14
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.080
Accruals
-0.113
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
92.0%ile
6M Return
16.9%
12M Return
43.5%
12-1 Mom
30.4%
Risk-Adj
1.21
Vol 252d
25.2%
Vol 60d
62.1%
↑ Expanding
Max DD 12M
-16.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 30% is very strong — a clear uptrend. Near-term vol (62%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.84
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 58 peers
Sector Value %ile
96.6%
Sector Quality %ile
10.2%
P/B z-score
-0.29
Sector Avg OS
46.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AAF Airtel Africa Plc 98.0% 86.0% 99.0% 97.0%
FDEV Frontier Developments plc 96.0% 91.0% 96.0% 85.0%
FOUR 4imprint Group plc 96.0% 89.0% 97.0% 81.0%
ATC ATC Music Group plc 92.0% 77.0% 79.0% 78.0%
AEO Aeorema Communications plc 91.0% 77.0% 78.0% 77.0%
BBSN Brave Bison Group plc 84.0% 71.0% 73.0% 72.0%
BT-A BT Group plc 82.0% 89.0% 88.0% 16.0%
GAMA Gamma Communications plc 78.0% 88.0% 90.0% 8.0%
Factor Interactions
Trending Value Signal
Cheap (92th value) with strong momentum (92th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (92th value) but weak quality (11th). Classic value trap risk.
Strong Capital Return
Shareholder yield 10.9% backed by 9.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (62%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.8% avg (6 factors)
Quality
F
28.5% avg (7 factors)
Momentum
B
67.4% avg (4 factors)
Risk
B
74.7% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.840—2—
Value %ile0.920—7—
Quality %ile0.110—7—
Momentum %ile0.920—2—
F-Score6.000—0—
Confidence0.822—7—
Volatility0.252—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0488
Price / Sales
0.67
Price / Book
0.54
Price / Cash Flow
1.90
FCF Yield
9.1%
EBITDA / EV
21.8%
Sales Yield (1/P·S)
0.5271
Shareholder Yield
Div + net buyback / mktcap
10.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-0.8%
Return on Assets
-0.3%
Net Margin
-1.0%
Operating Margin
9.3%
Gross Profit / Assets
Novy-Marx GPA
9.8%
Current Ratio
1.14
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.113
External Financing
Net issuance — lower=better
0.016
MomentumPrice trend strength over different horizons
6M Return
16.9%
12M Return
43.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
30.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.21
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
3.4%
Buyback Yield
7.5%
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
21
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
Yes
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