Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/76bc3ff2-1685-4fb1-a19d-5b3740d88502/

BNZL

Bunzl plc
Chart
£2,470.00
Latest Week 2026-06-05
Consumer DefensiveFood DistributionMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.56
OS Score
28.0%
Value
81.0%
Quality
70.0%
Momentum
8/9
F-Score
0.476
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
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
28.0%ile
P/E
1726.7×
P/S
66.9×
P/B
284.3×
E/P
0.0006
FCF Yield
0.001
EBITDA/EV
0.002
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
71.00000000
/100 — 1=cheapest
VC2 (Trending Value)
67.00000000
/100
VC3 (Buyback)
67.00000000
/100
P/E of 1726.7x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%ile
ROE
0.165
ROA
0.054
Net Margin
0.039
Op Margin
0.064
GPA
0.399
Current
1.39
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.006
Earn Growth
-0.059
Accruals
-0.053
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
70.0%ile
6M Return
14.8%
12M Return
8.7%
12-1 Mom
4.2%
Risk-Adj
0.21
Vol 252d
20.3%
Vol 60d
45.4%
↑ Expanding
Max DD 12M
-20.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (45%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.56
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 54 peers
Sector Value %ile
38.2%
Sector Quality %ile
76.4%
P/E z-score
0.47
P/B z-score
0.19
Sector Avg OS
47.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AEP AEP Plantations Plc 98.0% 90.0% 89.0% 95.0%
MPE M.P. Evans Group PLC 97.0% 86.0% 88.0% 88.0%
MCB McBride plc 95.0% 86.0% 89.0% 70.0%
RE R.E.A. Holdings plc 93.0% 98.0% 27.0% 85.0%
ZAM Zambeef Products PLC 91.0% 98.0% 24.0% 81.0%
UKR Ukrproduct Group Limited 87.0% 87.0% 25.0% 83.0%
PRN Princes Group plc 87.0% 85.0% 68.0% 45.0%
BME B&M European Value Retail plc 86.0% 90.0% 87.0% 11.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (81th) and momentum (70th) but expensive (28th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (81th) but expensive (28th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (45%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
4.0% avg (7 factors)
Quality
C
47.5% avg (7 factors)
Momentum
D
42.0% avg (4 factors)
Risk
A
82.8% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.560—0—
Value %ile0.280—1—
Quality %ile0.810—1—
Momentum %ile0.700—1—
F-Score8.000—1—
Confidence0.813—1—
Volatility0.203—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1726.72
Earnings Yield (E/P)
0.0006
Price / Sales
66.94
Price / Book
284.30
Price / Cash Flow
868.46
FCF Yield
0.1%
EBITDA / EV
0.2%
Sales Yield (1/P·S)
0.0149
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.5%
Return on Assets
5.4%
Net Margin
3.9%
Operating Margin
6.4%
Gross Profit / Assets
Novy-Marx GPA
39.9%
Current Ratio
1.39
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.053
External Financing
Net issuance — lower=better
0.019
MomentumPrice trend strength over different horizons
6M Return
14.8%
12M Return
8.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.21
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.6%
Earnings Growth (YoY)
-5.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.0%
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
71
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
67
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
67
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
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity