Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a5356094-1ceb-4c1e-b083-b8393192077b/
EDV
Endeavour Group LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 5.00000000
📐
EBITDA/EV
13.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.8%
💰
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
86.0%ile
P/E
12.5×
P/S
0.4×
P/B
1.4×
E/P
0.0183
FCF Yield
0.075
EBITDA/EV
0.131
SH Yield
0.068
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
6.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
5.00000000
/100
FCF yield of 7.5% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
11.0%ile
ROE
0.111
ROA
0.036
Net Margin
0.035
Op Margin
0.016
GPA
0.360
Current
0.92
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.020
Earn Growth
-0.168
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
7.0%ile
6M Return
-17.4%
12M Return
-24.6%
12-1 Mom
-17.5%
Risk-Adj
-0.79
Vol 252d
22.2%
Vol 60d
48.8%
↑ Expanding
Max DD 12M
-28.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -18% signals a downtrend — price is moving against you. Near-term vol (49%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.46
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 59 peers
Sector Value %ile
73.3%
Sector Quality %ile
18.3%
P/E z-score
-0.35
P/B z-score
-0.30
Sector Avg OS
48.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (86th value) but weak quality (11th). Classic value trap risk.
Falling Knife
Weak momentum (7th) despite looking cheap (86th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 6.8% backed by 7.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (49%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.8% avg (7 factors)
Quality
D
31.0% avg (6 factors)
Momentum
F
9.2% avg (4 factors)
Risk
A
79.7% 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 weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.460 | —0 | — | |
| Value %ile | 0.860 | —1 | — | |
| Quality %ile | 0.110 | —1 | — | |
| Momentum %ile | 0.070 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.516 | —0 | — | |
| Volatility | 0.222 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.52
Earnings Yield (E/P)
0.0183
Price / Sales
0.44
Price / Book
1.39
FCF Yield
7.5%
EBITDA / EV
13.1%
Sales Yield (1/P·S)
1.1128
Shareholder Yield
Div + net buyback / mktcap
6.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.1%
Return on Assets
3.6%
Net Margin
3.5%
Operating Margin
1.6%
Gross Profit / Assets
Novy-Marx GPA
36.0%
Current Ratio
0.92
MomentumPrice trend strength over different horizons
6M Return
-17.4%
12M Return
-24.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-17.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.79
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.0%
Earnings Growth (YoY)
-16.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
0.0%
Buyback Yield
0.1%
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
6
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
59
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
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