Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8c108d20-61cf-4c2a-a222-8a5a7a9c1500/
SUP
Supreme PlcSnapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
✗
◆
Quality × Value
QV 0.863
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 5
📐
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
98.0%ile
P/B
0.0×
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
6.00000000
/100
VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
76.0%ile
ROE
0.287
ROA
0.165
Net Margin
0.102
Op Margin
0.138
GPA
0.519
Current
2.01
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.044
Earn Growth
0.039
Accruals
-0.011
lower=better
5yr Consist
No
ROE of 29% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
1.0%ile
6M Return
-99.0%
12M Return
-99.2%
12-1 Mom
-99.2%
Risk-Adj
-0.95
Vol 252d
104.2%
Vol 60d
265.7%
↑ Expanding
Max DD 12M
-99.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -99% signals a downtrend — price is moving against you. Near-term vol (266%) is expanding vs long-term (104%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 164 peers
Sector Value %ile
100.0%
Sector Quality %ile
70.3%
P/B z-score
-0.63
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 (98th) and quality (76th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (1th) despite looking cheap (98th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (266%) significantly exceeds 252-day (104%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (1 factors)
Quality
B
70.5% avg (7 factors)
Momentum
F
0.3% avg (4 factors)
Risk
F
0.0% 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. 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 | 0.850 | —6 | — | |
| Value %ile | 0.980 | —6 | — | |
| Quality %ile | 0.760 | —6 | — | |
| Momentum %ile | 0.010 | —6 | — | |
| F-Score | 4.000 | —6 | — | |
| Confidence | 0.613 | —0 | — | |
| Volatility | 1.042 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.02
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
28.7%
Return on Assets
16.5%
Net Margin
10.2%
Operating Margin
13.8%
Gross Profit / Assets
Novy-Marx GPA
51.9%
Current Ratio
2.01
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.011
External Financing
Net issuance — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
-99.0%
12M Return
-99.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-99.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.95
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.4%
Earnings Growth (YoY)
3.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
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
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
97
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