Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7d8fdad0-74c7-46af-a3bc-70c46227f5e6/
DRX
Drax Group plcSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.878
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 7
📐
EBITDA/EV
15.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
12.1%
💰
High Yield
Div 3.8%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.98
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
35.6×
P/S
0.5×
P/B
1.5×
E/P
0.1873
FCF Yield
0.153
EBITDA/EV
0.151
SH Yield
0.121
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
11.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
7.00000000
/100
P/E of 35.6x is premium-priced — the market is paying up for expected growth. FCF yield of 15.3% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
0.043
ROA
0.016
Net Margin
0.014
Op Margin
0.117
GPA
0.337
Current
1.07
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.125
Earn Growth
-0.849
Accruals
-0.164
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
-14.5%
12M Return
12.5%
12-1 Mom
7.6%
Risk-Adj
0.32
Vol 252d
24.1%
Vol 60d
55.6%
↑ Expanding
Max DD 12M
-18.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (56%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 15 peers
Sector Value %ile
87.5%
Sector Quality %ile
87.5%
P/E z-score
2.79
P/B z-score
-0.12
Sector Avg OS
52.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (94th) and quality (82th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (94th value) with strong momentum (83th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 12.1% backed by 15.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.6% avg (7 factors)
Quality
D
39.9% avg (7 factors)
Momentum
D
35.7% avg (4 factors)
Risk
A
76.6% 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 | 0.960 | —7 | — | |
| Value %ile | 0.940 | —7 | — | |
| Quality %ile | 0.820 | —7 | — | |
| Momentum %ile | 0.830 | —2 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.754 | —7 | — | |
| Volatility | 0.241 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
35.60
Earnings Yield (E/P)
0.1873
Price / Sales
0.48
Price / Book
1.52
Price / Cash Flow
3.21
FCF Yield
15.3%
EBITDA / EV
15.1%
Sales Yield (1/P·S)
1.5977
Shareholder Yield
Div + net buyback / mktcap
12.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.3%
Return on Assets
1.6%
Net Margin
1.4%
Operating Margin
11.7%
Gross Profit / Assets
Novy-Marx GPA
33.7%
Current Ratio
1.07
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.164
External Financing
Net issuance — lower=better
0.050
MomentumPrice trend strength over different horizons
6M Return
-14.5%
12M Return
12.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
7.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.32
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-12.5%
Earnings Growth (YoY)
-84.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
3.8%
Buyback Yield
8.3%
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
11
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
78
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