Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/830b65a7-2531-4851-8243-1f4f443680b0/
ERG
Eneco Refresh LimitedSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
0 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
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
27.0%ile
P/E
165.7×
P/S
0.2×
P/B
0.5×
FCF Yield
0.293
EBITDA/EV
0.020
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
73.00000000
/100 — 1=cheapest
VC2 (Trending Value)
73.00000000
/100
VC3 (Buyback)
73.00000000
/100
P/E of 165.7x is premium-priced — the market is paying up for expected growth. FCF yield of 29.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
25.0%ile
ROE
0.003
ROA
0.002
Net Margin
0.001
Op Margin
-0.060
GPA
0.446
Current
2.87
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.074
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
27.0%ile
6M Return
-11.8%
12M Return
25.0%
12-1 Mom
25.0%
Risk-Adj
0.35
Vol 252d
71.7%
Vol 60d
164.9%
↑ Expanding
Max DD 12M
-40.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (165%) is expanding vs long-term (72%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.15
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 59 peers
Sector Value %ile
16.7%
Sector Quality %ile
25.0%
P/E z-score
13.31
P/B z-score
-0.48
Sector Avg OS
58.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (165%) significantly exceeds 252-day (72%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.5% avg (6 factors)
Quality
D
33.8% avg (6 factors)
Momentum
C
46.1% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.150 | —1 | — | |
| Value %ile | 0.270 | —1 | — | |
| Quality %ile | 0.250 | —1 | — | |
| Momentum %ile | 0.270 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.420 | —0 | — | |
| Volatility | 0.717 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
165.69
Price / Sales
0.25
Price / Book
0.48
FCF Yield
29.3%
EBITDA / EV
2.0%
Sales Yield (1/P·S)
5.3876
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
0.3%
Return on Assets
0.2%
Net Margin
0.1%
Operating Margin
-6.0%
Gross Profit / Assets
Novy-Marx GPA
44.6%
Current Ratio
2.87
MomentumPrice trend strength over different horizons
6M Return
-11.8%
12M Return
25.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
25.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.35
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
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
73
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
73
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
73
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