Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/875abcbc-38da-4ca2-ac70-2ed714f65dbc/
KLR
Keller Group plcSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.882
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
14.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 88%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.97
⚡
Risk-Adj Momentum
RAM 2.42
V
Value Analysis
Cheapness relative to fundamentals
81.0%ile
P/E
15.9×
P/S
0.7×
P/B
3.5×
E/P
0.0915
FCF Yield
0.073
EBITDA/EV
0.140
SH Yield
0.040
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
19.00000000
/100 — 1=cheapest
VC2 (Trending Value)
21.00000000
/100
VC3 (Buyback)
83.00000000
/100
FCF yield of 7.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.222
ROA
0.078
Net Margin
0.046
Op Margin
0.068
GPA
1.221
Current
1.44
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.034
Earn Growth
0.034
Accruals
-0.063
lower=better
5yr Consist
No
ROE of 22% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
98.0%ile
6M Return
91.8%
12M Return
136.3%
12-1 Mom
88.2%
Risk-Adj
2.42
Vol 252d
36.5%
Vol 60d
85.9%
↑ Expanding
Max DD 12M
-9.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 88% is very strong — a clear uptrend. Risk-adjusted momentum of 2.42 is excellent — strong returns relative to volatility. Near-term vol (86%) is expanding vs long-term (36%) — 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
Industrials
· 163 peers
Sector Value %ile
78.7%
Sector Quality %ile
97.6%
P/E z-score
-0.25
P/B z-score
0.33
Sector Avg OS
48.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (81th) and quality (96th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (81th value) with strong momentum (98th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (81th). Strong fundamental improvement in a cheap stock.
Volatility Expanding
60-day vol (86%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.2% avg (7 factors)
Quality
C
55.9% avg (7 factors)
Momentum
A
96.3% avg (4 factors)
Risk
C
55.8% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ 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 | 0.810 | —1 | — | |
| Quality %ile | 0.960 | —7 | — | |
| Momentum %ile | 0.980 | —7 | — | |
| F-Score | 8.000 | —7 | — | |
| Confidence | 0.754 | —7 | — | |
| Volatility | 0.365 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.93
Earnings Yield (E/P)
0.0915
Price / Sales
0.74
Price / Book
3.54
Price / Cash Flow
8.79
FCF Yield
7.3%
EBITDA / EV
14.0%
Sales Yield (1/P·S)
1.3375
Shareholder Yield
Div + net buyback / mktcap
4.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
22.2%
Return on Assets
7.8%
Net Margin
4.6%
Operating Margin
6.8%
Gross Profit / Assets
Novy-Marx GPA
122.1%
Current Ratio
1.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.063
MomentumPrice trend strength over different horizons
6M Return
91.8%
12M Return
136.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
88.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.42
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.4%
Earnings Growth (YoY)
3.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
2.1%
Buyback Yield
1.9%
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
19
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
21
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
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