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FRP

FRP Advisory Group plc
Chart
109.50 GBp
Latest Week 2026-07-10
Financial ServicesCapital MarketsMICRO
Snapshot 2026-07-12 · 0.7w · Fresh
0.79
OS Score
77.0%
Value
88.0%
Quality
19.0%
Momentum
3/9
F-Score
0.823
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.823
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +19%
🔄
Shareholder Yield
5.1%
💰
High Yield
Div 5.1%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
77.0%ile
P/E
12.0×
P/S
1.8×
P/B
2.6×
E/P
0.1228
FCF Yield
0.112
EBITDA/EV
0.136
SH Yield
0.051
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
74.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
73.00000000
/100
FCF yield of 11.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.219
ROA
0.137
Net Margin
0.148
Op Margin
0.212
GPA
0.464
Current
2.45
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.187
Earn Growth
-0.008
Accruals
-0.049
lower=better
5yr Consist
No
ROE of 22% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
19.0%ile
6M Return
-19.5%
12M Return
-11.3%
12-1 Mom
-5.2%
Risk-Adj
-0.22
Vol 252d
23.4%
Vol 60d
52.8%
↑ Expanding
Max DD 12M
-27.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (53%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 185 peers
Sector Value %ile
77.4%
Sector Quality %ile
94.1%
P/E z-score
-0.13
P/B z-score
0.46
Sector Avg OS
55.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CRE Conduit Holdings Limited 98.0% 98.0% 84.0% 82.0%
BEZ Beazley plc 97.0% 88.0% 88.0% 90.0%
JUP Jupiter Fund Management Plc 97.0% 90.0% 86.0% 89.0%
BGEO Lion Finance Group PLC 97.0% 93.0% 71.0% 94.0%
CLIG City of London Investment Group Plc 96.0% 83.0% 96.0% 87.0%
PEEL Peel Hunt Limited 96.0% 96.0% 84.0% 74.0%
LRE Lancashire Holdings Limited 96.0% 96.0% 80.0% 75.0%
FEML Fidelity Emerging Markets Limited 96.0% 84.0% 80.0% 96.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (77th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 19% with P/E of 12×. Growth isn't fully priced in.
Falling Knife
Weak momentum (19th) despite looking cheap (77th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 5.1% backed by 11.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
79.6% avg (7 factors)
Quality
B
74.6% avg (7 factors)
Momentum
F
19.9% avg (4 factors)
Risk
A
77.7% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.790—6—
Value %ile0.770—6—
Quality %ile0.880—6—
Momentum %ile0.190—6—
F-Score3.000—6—
Confidence0.677—0—
Volatility0.234—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.03
Earnings Yield (E/P)
0.1228
Price / Sales
1.78
Price / Book
2.63
Price / Cash Flow
8.87
FCF Yield
11.2%
EBITDA / EV
13.6%
Sales Yield (1/P·S)
0.5806
Shareholder Yield
Div + net buyback / mktcap
5.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.9%
Return on Assets
13.7%
Net Margin
14.8%
Operating Margin
21.2%
Gross Profit / Assets
Novy-Marx GPA
46.4%
Current Ratio
2.45
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.049
MomentumPrice trend strength over different horizons
6M Return
-19.5%
12M Return
-11.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-5.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.22
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
18.7%
Earnings Growth (YoY)
-0.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
5.1%
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
74
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
73
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