Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/866e0fd4-fbf1-4078-8f51-9adbecff2950/
CAPD
Capital LimitedSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.896
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 3.4
◇
VC2 Cheapest
VC2 4
📐
EBITDA/EV
47.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 17%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 98%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
3.4×
P/S
0.7×
P/B
0.6×
E/P
0.1608
FCF Yield
0.113
EBITDA/EV
0.478
SH Yield
-0.144
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 3.4x places this firmly in deep value territory. FCF yield of 11.3% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 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
0.185
ROA
0.110
Net Margin
0.201
Op Margin
0.147
GPA
0.237
Current
2.47
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.006
Earn Growth
2.777
Accruals
-0.007
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
-16.1%
12M Return
12.4%
12-1 Mom
17.2%
Risk-Adj
0.52
Vol 252d
32.9%
Vol 60d
67.2%
↑ Expanding
Max DD 12M
-30.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (67%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 170 peers
Sector Value %ile
99.4%
Sector Quality %ile
90.6%
P/E z-score
-0.56
P/B z-score
-0.04
Sector Avg OS
56.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (82th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (98th value) with strong momentum (85th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (67%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.4% avg (7 factors)
Quality
B
62.3% avg (7 factors)
Momentum
D
39.7% avg (4 factors)
Risk
B
61.8% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 | 0.970 | —7 | — | |
| Value %ile | 0.980 | —7 | — | |
| Quality %ile | 0.820 | —7 | — | |
| Momentum %ile | 0.850 | —7 | — | |
| F-Score | 7.000 | —7 | — | |
| Confidence | 0.754 | —7 | — | |
| Volatility | 0.329 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.40
Earnings Yield (E/P)
0.1608
Price / Sales
0.68
Price / Book
0.63
Price / Cash Flow
3.21
FCF Yield
11.3%
EBITDA / EV
47.8%
Sales Yield (1/P·S)
1.0930
Shareholder Yield
Div + net buyback / mktcap
-14.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.5%
Return on Assets
11.0%
Net Margin
20.1%
Operating Margin
14.7%
Gross Profit / Assets
Novy-Marx GPA
23.7%
Current Ratio
2.47
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.007
MomentumPrice trend strength over different horizons
6M Return
-16.1%
12M Return
12.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
17.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.52
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.6%
Earnings Growth (YoY)
277.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
1.9%
Buyback Yield
-16.2%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
84
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