Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9dee3253-ff86-427a-8f5d-2201bd54dab3/
CLI
CLS Holdings plcSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
✗
◆
Quality × Value
QV 0.715
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
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
71.0%ile
P/S
0.0×
P/B
0.0×
E/P
0.0745
FCF Yield
-0.003
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
29.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
30.00000000
/100
Negative FCF yield (-0.3%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
72.0%ile
ROE
-0.068
ROA
-0.028
Net Margin
-0.360
Op Margin
0.484
GPA
0.047
Current
0.61
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.080
Accruals
-0.037
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
71.0%ile
6M Return
-14.8%
12M Return
-18.9%
12-1 Mom
-21.3%
Risk-Adj
-0.65
Vol 252d
32.6%
Vol 60d
66.8%
↑ Expanding
Max DD 12M
-28.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -21% signals a downtrend — price is moving against you. Near-term vol (67%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 48 peers
Sector Value %ile
89.8%
Sector Quality %ile
91.8%
P/B z-score
-0.79
Sector Avg OS
25.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (71th) and quality (72th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (71th value) with strong momentum (71th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (67%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
54.5% avg (5 factors)
Quality
F
26.9% avg (7 factors)
Momentum
F
11.2% avg (4 factors)
Risk
B
62.3% avg (1 factors)
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 | 0.830 | —1 | — | |
| Value %ile | 0.710 | —7 | — | |
| Quality %ile | 0.720 | —1 | — | |
| Momentum %ile | 0.710 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.653 | —0 | — | |
| Volatility | 0.326 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0745
Price / Sales
0.01
Price / Book
0.00
Price / Cash Flow
0.14
FCF Yield
-0.3%
Sales Yield (1/P·S)
0.1540
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-6.8%
Return on Assets
-2.8%
Net Margin
-36.0%
Operating Margin
48.4%
Gross Profit / Assets
Novy-Marx GPA
4.7%
Current Ratio
0.61
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.037
MomentumPrice trend strength over different horizons
6M Return
-14.8%
12M Return
-18.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-21.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.65
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-8.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
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
29
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
30
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