Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a04fec85-5b61-40fe-8f66-19b4e8cac774/
LIT
Litigation Capital Management LimitedSnapshot 2026-07-26 · 1.1w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
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
CAQ 0.93
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
47.0%ile
P/B
0.0×
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
52.00000000
/100 — 1=cheapest
VC2 (Trending Value)
53.00000000
/100
VC3 (Buyback)
53.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
49.0%ile
ROE
2.266
ROA
0.038
Net Margin
0.171
Op Margin
0.902
GPA
0.159
Current
13.37
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.598
Earn Growth
-0.586
Accruals
-0.019
lower=better
5yr Consist
No
ROE of 227% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
49.0%ile
6M Return
-77.6%
12M Return
-92.3%
12-1 Mom
-93.8%
Risk-Adj
-0.70
Vol 252d
134.9%
Vol 60d
299.1%
↑ Expanding
Max DD 12M
-95.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -94% signals a downtrend — price is moving against you. Near-term vol (299%) is expanding vs long-term (135%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.47
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 185 peers
Sector Value %ile
37.6%
Sector Quality %ile
46.2%
P/B z-score
-0.57
Sector Avg OS
56.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (299%) significantly exceeds 252-day (135%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (1 factors)
Quality
B
70.3% avg (7 factors)
Momentum
F
1.9% avg (4 factors)
Risk
F
0.0% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.470 | —0 | — | |
| Value %ile | 0.470 | —0 | — | |
| Quality %ile | 0.490 | —0 | — | |
| Momentum %ile | 0.490 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.669 | —0 | — | |
| Volatility | 1.349 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.00
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
226.6%
Return on Assets
3.8%
Net Margin
17.1%
Operating Margin
90.2%
Gross Profit / Assets
Novy-Marx GPA
15.9%
Current Ratio
13.37
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.019
MomentumPrice trend strength over different horizons
6M Return
-77.6%
12M Return
-92.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-93.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.70
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-59.8%
Earnings Growth (YoY)
-58.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
52
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
53
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
53
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