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LIT

Litigation Capital Management Limited
Chart
£2.60
Latest Week 2026-06-05
Financial ServicesCredit ServicesMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.9
OS Score
98.0%
Value
96.0%
Quality
0.0%
Momentum
#99.00000000
TV Rank
6/9
F-Score
0.970
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.970
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 1.00000000
📐
EBITDA/EV
18.6%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.9%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 98th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
21.1×
P/S
3.6×
P/B
47.8×
E/P
0.0474
FCF Yield
0.053
EBITDA/EV
0.186
SH Yield
0.039
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
1.00000000
/100
VC3 (Buyback)
2.00000000
/100
VC2 score of 1.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%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
0.0%ile
6M Return
-76.4%
12M Return
-94.0%
12-1 Mom
-90.4%
Risk-Adj
-0.78
Vol 252d
116.3%
Vol 60d
267.4%
↑ Expanding
Max DD 12M
-94.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -90% signals a downtrend — price is moving against you. Near-term vol (267%) is expanding vs long-term (116%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 186 peers
Sector Value %ile
99.5%
Sector Quality %ile
97.9%
P/E z-score
-1.15
P/B z-score
-0.10
Sector Avg OS
58.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
VTAS Volta Finance Limited 98.0% 87.0% 80.0% 99.0%
FSG Foresight Group Holdings Limited 98.0% 99.0% 99.0% 69.0%
BGEO Lion Finance Group PLC 97.0% 96.0% 68.0% 88.0%
CRE Conduit Holdings Limited 97.0% 96.0% 84.0% 73.0%
STB Secure Trust Bank PLC 97.0% 90.0% 73.0% 92.0%
STAN Standard Chartered PLC 97.0% 91.0% 74.0% 90.0%
AIBG AIB Group plc 96.0% 82.0% 82.0% 86.0%
DFCH Distribution Finance Capital Holdings plc 96.0% 92.0% 71.0% 86.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (96th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (0th) despite looking cheap (98th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (267%) significantly exceeds 252-day (116%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.2% avg (7 factors)
Quality
B
70.3% avg (7 factors)
Momentum
F
1.4% avg (4 factors)
Risk
F
0.0% avg (1 factors)
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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.900—1—
Value %ile0.980—1—
Quality %ile0.960—1—
Momentum %ile0.000—1—
F-Score6.000—0—
Confidence0.813—1—
Volatility1.163—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
21.09
Earnings Yield (E/P)
0.0474
Price / Sales
3.61
Price / Book
47.80
Price / Cash Flow
13.96
FCF Yield
5.3%
EBITDA / EV
18.6%
Sales Yield (1/P·S)
0.2059
Shareholder Yield
Div + net buyback / mktcap
3.9%
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
-76.4%
12M Return
-94.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-90.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.78
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
Dividend Yield
1.9%
Buyback Yield
2.0%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
1
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
99
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity