Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/96fae723-278c-43c5-90b9-bb14750dc56e/
BBY
Balfour Beatty plcSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.820
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +15%
🔄
Shareholder Yield
5.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 69%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.96
⚡
Risk-Adj Momentum
RAM 3.49
V
Value Analysis
Cheapness relative to fundamentals
80.0%ile
P/E
15.6×
P/S
0.4×
P/B
3.6×
E/P
0.0542
FCF Yield
0.175
EBITDA/EV
0.139
SH Yield
0.054
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
15.00000000
/100
FCF yield of 17.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.230
ROA
0.043
Net Margin
0.028
Op Margin
0.020
GPA
0.077
Current
1.02
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.152
Earn Growth
0.551
Accruals
-0.065
lower=better
5yr Consist
No
ROE of 23% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
96.0%ile
6M Return
19.9%
12M Return
67.8%
12-1 Mom
68.8%
Risk-Adj
3.49
Vol 252d
19.7%
Vol 60d
49.2%
↑ Expanding
Max DD 12M
-7.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 69% is very strong — a clear uptrend. Risk-adjusted momentum of 3.49 is excellent — strong returns relative to volatility. Near-term vol (49%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 163 peers
Sector Value %ile
78.0%
Sector Quality %ile
78.0%
P/E z-score
-0.26
P/B z-score
0.34
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 (80th) and quality (84th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (80th value) with strong momentum (96th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (80th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 15% with P/E of 16×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 5.4% backed by 17.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (49%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.1% avg (7 factors)
Quality
D
36.4% avg (7 factors)
Momentum
A
90.6% avg (4 factors)
Risk
A
83.8% 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 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 | 0.950 | —1 | — | |
| Value %ile | 0.800 | —1 | — | |
| Quality %ile | 0.840 | —7 | — | |
| Momentum %ile | 0.960 | —7 | — | |
| F-Score | 8.000 | —7 | — | |
| Confidence | 0.754 | —7 | — | |
| Volatility | 0.197 | —2 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.60
Earnings Yield (E/P)
0.0542
Price / Sales
0.43
Price / Book
3.59
Price / Cash Flow
6.25
FCF Yield
17.5%
EBITDA / EV
13.9%
Sales Yield (1/P·S)
2.7370
Shareholder Yield
Div + net buyback / mktcap
5.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.0%
Return on Assets
4.3%
Net Margin
2.8%
Operating Margin
2.0%
Gross Profit / Assets
Novy-Marx GPA
7.7%
Current Ratio
1.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.065
MomentumPrice trend strength over different horizons
6M Return
19.9%
12M Return
67.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
68.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.49
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.2%
Earnings Growth (YoY)
55.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
1.6%
Buyback Yield
3.8%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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