Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/940a7671-7ef8-4146-8fa4-758e28b12f50/

SFOR

S4 Capital plc
Chart
£38.45
Latest Week 2026-06-05
Communication ServicesAdvertising AgenciesLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.98
OS Score
93.0%
Value
76.0%
Quality
90.0%
Momentum
#2.00000000
TV Rank
5/9
F-Score
0.841
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#2.00000000
◆
Quality × Value
QV 0.841
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8.00000000
📐
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
RAM 1.00
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/S
33.9×
P/B
50.6×
FCF Yield
0.005
EBITDA/EV
0.003
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
6.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
10.00000000
/100
VC2 score of 8.00000000/100 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
-0.049
ROA
-0.018
Net Margin
-0.033
Op Margin
0.031
GPA
0.499
Current
1.28
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.110
Accruals
-0.110
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
131.9%
12M Return
56.6%
12-1 Mom
85.7%
Risk-Adj
1.00
Vol 252d
85.3%
Vol 60d
203.9%
↑ Expanding
Max DD 12M
-39.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 86% is very strong — a clear uptrend. Near-term vol (204%) is expanding vs long-term (85%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 58 peers
Sector Value %ile
89.8%
Sector Quality %ile
59.3%
P/B z-score
-0.50
Sector Avg OS
51.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
SAL SpaceandPeople plc 99.0% 96.0% 91.0% 86.0%
SNWS Smiths News plc 96.0% 87.0% 85.0% 73.0%
VOD Vodafone Group Public Limited Company 96.0% 94.0% 66.0% 88.0%
BT-A BT Group plc 95.0% 79.0% 92.0% 77.0%
MDZ MediaZest plc 94.0% 68.0% 90.0% 92.0%
TBLD tinyBuild, Inc. 94.0% 88.0% 66.0% 83.0%
PEBB The Pebble Group plc 92.0% 72.0% 75.0% 82.0%
NAH NAHL Group Plc 91.0% 97.0% 94.0% 6.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (76th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (93th value) with strong momentum (90th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (90th) but high volatility (85%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (204%) significantly exceeds 252-day (85%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
6.1% avg (5 factors)
Quality
D
37.1% avg (7 factors)
Momentum
A
86.6% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.980—1—
Value %ile0.930—1—
Quality %ile0.760—1—
Momentum %ile0.900—1—
F-Score5.000—0—
Confidence0.731—1—
Volatility0.853—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
33.92
Price / Book
50.61
Price / Cash Flow
206.30
FCF Yield
0.5%
EBITDA / EV
0.3%
Sales Yield (1/P·S)
0.0293
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-4.9%
Return on Assets
-1.8%
Net Margin
-3.3%
Operating Margin
3.1%
Gross Profit / Assets
Novy-Marx GPA
49.9%
Current Ratio
1.28
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.110
MomentumPrice trend strength over different horizons
6M Return
131.9%
12M Return
56.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
85.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.00
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-11.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
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
6
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
2
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
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity