Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/949c40c6-3991-46e7-aea3-3f32473b818e/
BOOT
Henry Boot PLCSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8
📐
EBITDA/EV
12.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.8%
💰
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
88.0%ile
P/E
9.3×
P/S
0.9×
P/B
0.5×
E/P
0.0767
FCF Yield
-0.098
EBITDA/EV
0.121
SH Yield
0.048
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 9.3x places this firmly in deep value territory. Negative FCF yield (-9.8%) — the business is currently cash-consumptive. 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
0.0%ile
ROE
0.056
ROA
0.036
Net Margin
0.093
Op Margin
0.100
GPA
0.101
Current
4.85
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.055
Earn Growth
0.007
Accruals
0.083
lower=better
5yr Consist
No
Accruals ratio of 0.083 is elevated — earnings quality may be lower than headline numbers suggest. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
4.0%ile
6M Return
-27.1%
12M Return
-27.7%
12-1 Mom
-27.5%
Risk-Adj
-1.11
Vol 252d
24.8%
Vol 60d
56.8%
↑ Expanding
Max DD 12M
-34.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -28% signals a downtrend — price is moving against you. Near-term vol (57%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.41
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 48 peers
Sector Value %ile
100.0%
Sector Quality %ile
4.1%
P/E z-score
-0.34
P/B z-score
-0.04
Sector Avg OS
26.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (88th value) but weak quality (0th). Classic value trap risk.
Falling Knife
Weak momentum (4th) despite looking cheap (88th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (57%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.0% avg (7 factors)
Quality
D
38.8% avg (7 factors)
Momentum
F
1.5% avg (4 factors)
Risk
A
75.4% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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 | 0.410 | —0 | — | |
| Value %ile | 0.880 | —7 | — | |
| Quality %ile | 0.000 | —7 | — | |
| Momentum %ile | 0.040 | —7 | — | |
| F-Score | 2.000 | —7 | — | |
| Confidence | 0.729 | —7 | — | |
| Volatility | 0.248 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.28
Earnings Yield (E/P)
0.0767
Price / Sales
0.87
Price / Book
0.52
FCF Yield
-9.8%
EBITDA / EV
12.1%
Sales Yield (1/P·S)
0.7642
Shareholder Yield
Div + net buyback / mktcap
4.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.6%
Return on Assets
3.6%
Net Margin
9.3%
Operating Margin
10.0%
Gross Profit / Assets
Novy-Marx GPA
10.1%
Current Ratio
4.85
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.083
MomentumPrice trend strength over different horizons
6M Return
-27.1%
12M Return
-27.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-27.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.11
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.5%
Earnings Growth (YoY)
0.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
4.8%
Buyback Yield
-0.1%
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
92
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