Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7a54fc14-25ee-4203-a538-3d3a7ca617a6/
GFTU
Grafton Group plcSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
✗
◆
Quality × Value
QV 0.797
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.4
◇
VC2 Cheapest
VC2 9
📐
EBITDA/EV
17.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +10%
🔄
Shareholder Yield
7.5%
💰
High Yield
Div 4.3%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 87%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.98
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
12.4×
P/S
0.7×
P/B
1.0×
E/P
0.0846
FCF Yield
0.107
EBITDA/EV
0.177
SH Yield
0.075
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
11.00000000
/100
FCF yield of 10.7% is strong — the business generates significant free cash relative to price. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
0.083
ROA
0.048
Net Margin
0.054
Op Margin
0.064
GPA
0.339
Current
2.11
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.104
Earn Growth
0.154
Accruals
-0.041
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
24.0%ile
6M Return
-7.5%
12M Return
-3.3%
12-1 Mom
-3.7%
Risk-Adj
-0.17
Vol 252d
22.0%
Vol 60d
52.8%
↑ Expanding
Max DD 12M
-18.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (53%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 164 peers
Sector Value %ile
89.1%
Sector Quality %ile
64.8%
P/E z-score
-0.28
P/B z-score
-0.40
Sector Avg OS
48.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (87th) and quality (73th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (87th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 7.5% backed by 10.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
86.4% avg (7 factors)
Quality
C
46.3% avg (7 factors)
Momentum
F
26.8% avg (4 factors)
Risk
A
80.0% 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 Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.830 | —6 | — | |
| Value %ile | 0.870 | —6 | — | |
| Quality %ile | 0.730 | —6 | — | |
| Momentum %ile | 0.240 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.764 | —6 | — | |
| Volatility | 0.220 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.43
Earnings Yield (E/P)
0.0846
Price / Sales
0.67
Price / Book
1.03
Price / Cash Flow
6.74
FCF Yield
10.7%
EBITDA / EV
17.7%
Sales Yield (1/P·S)
1.3118
Shareholder Yield
Div + net buyback / mktcap
7.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.3%
Return on Assets
4.8%
Net Margin
5.4%
Operating Margin
6.4%
Gross Profit / Assets
Novy-Marx GPA
33.9%
Current Ratio
2.11
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.041
External Financing
Net issuance — lower=better
0.021
MomentumPrice trend strength over different horizons
6M Return
-7.5%
12M Return
-3.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-3.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.4%
Earnings Growth (YoY)
15.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
4.3%
Buyback Yield
3.2%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
54
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