Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/aa906b08-b71f-4b9a-b3c8-c192fd3e85a1/
PEEL
Peel Hunt LimitedSnapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.898
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 7.4
◇
VC2 Cheapest
VC2 9
📐
EBITDA/EV
25.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +57%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
Val 96%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
7.4×
P/S
0.8×
P/B
1.0×
E/P
0.2201
FCF Yield
0.213
EBITDA/EV
0.257
SH Yield
0.012
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
12.00000000
/100
P/E of 7.4x places this firmly in deep value territory. FCF yield of 21.3% is strong — the business generates significant free cash relative to price. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.137
ROA
0.018
Net Margin
0.104
Op Margin
0.163
GPA
0.093
Current
1.16
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.571
Accruals
-0.011
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
74.0%ile
6M Return
-7.7%
12M Return
7.7%
12-1 Mom
4.3%
Risk-Adj
0.14
Vol 252d
30.6%
Vol 60d
57.1%
↑ Expanding
Max DD 12M
-23.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (57%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 185 peers
Sector Value %ile
99.5%
Sector Quality %ile
87.1%
P/E z-score
-0.32
P/B z-score
-0.29
Sector Avg OS
55.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (96th) and quality (84th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (96th value) with strong momentum (74th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 57% with P/E of 7×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (57%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.0% avg (7 factors)
Quality
D
38.6% avg (7 factors)
Momentum
D
34.3% avg (4 factors)
Risk
B
65.7% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.960 | —6 | — | |
| Value %ile | 0.960 | —6 | — | |
| Quality %ile | 0.840 | —6 | — | |
| Momentum %ile | 0.740 | —6 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.831 | —6 | — | |
| Volatility | 0.306 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.36
Earnings Yield (E/P)
0.2201
Price / Sales
0.77
Price / Book
1.01
Price / Cash Flow
4.64
FCF Yield
21.3%
EBITDA / EV
25.7%
Sales Yield (1/P·S)
1.3488
Shareholder Yield
Div + net buyback / mktcap
1.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.7%
Return on Assets
1.8%
Net Margin
10.4%
Operating Margin
16.3%
Gross Profit / Assets
Novy-Marx GPA
9.3%
Current Ratio
1.16
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.011
MomentumPrice trend strength over different horizons
6M Return
-7.7%
12M Return
7.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.14
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
57.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Buyback Yield
1.2%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
56
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