Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/78e6d9b2-6e37-40f4-982c-3b9508fdf0c8/
CGM
Capgemini SESnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.800
↗
Trending Value
✗
◆
Quality × Value
QV 0.751
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 10
📐
EBITDA/EV
14.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.4%
💰
High Yield
Div 3.7%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.97
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
91.0%ile
P/E
9.4×
P/S
0.7×
P/B
1.3×
E/P
0.1151
FCF Yield
0.101
EBITDA/EV
0.141
SH Yield
0.054
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
14.00000000
/100
P/E of 9.4x places this firmly in deep value territory. FCF yield of 10.1% is strong — the business generates significant free cash relative to price. VC2 score of 10.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
62.0%ile
ROE
0.137
ROA
0.055
Net Margin
0.071
Op Margin
0.111
GPA
0.209
Current
1.21
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.017
Earn Growth
-0.041
Accruals
-0.030
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
9.0%ile
6M Return
-36.7%
12M Return
-32.1%
12-1 Mom
-33.2%
Risk-Adj
-0.93
Vol 252d
35.7%
Vol 60d
86.7%
↑ Expanding
Max DD 12M
-39.0%
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 (87%) is expanding vs long-term (36%) — 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
Technology
· 121 peers
Sector Value %ile
95.9%
Sector Quality %ile
48.4%
P/E z-score
-0.74
P/B z-score
-0.61
Sector Avg OS
41.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Falling Knife
Weak momentum (9th) despite looking cheap (91th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 5.4% backed by 10.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (87%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
83.1% avg (7 factors)
Quality
D
42.2% avg (7 factors)
Momentum
F
0.4% avg (4 factors)
Risk
C
57.2% 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. 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 | 0.910 | —7 | — | |
| Quality %ile | 0.620 | —0 | — | |
| Momentum %ile | 0.090 | —7 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.754 | —7 | — | |
| Volatility | 0.357 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.40
Earnings Yield (E/P)
0.1151
Price / Sales
0.67
Price / Book
1.29
Price / Cash Flow
6.06
FCF Yield
10.1%
EBITDA / EV
14.1%
Sales Yield (1/P·S)
1.0342
Shareholder Yield
Div + net buyback / mktcap
5.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.7%
Return on Assets
5.5%
Net Margin
7.1%
Operating Margin
11.1%
Gross Profit / Assets
Novy-Marx GPA
20.9%
Current Ratio
1.21
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.030
External Financing
Net issuance — lower=better
0.029
MomentumPrice trend strength over different horizons
6M Return
-36.7%
12M Return
-32.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-33.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.93
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.7%
Earnings Growth (YoY)
-4.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
3.7%
Buyback Yield
1.6%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
97
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