Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/aca73807-b6cc-4d42-89d0-548729e8b935/
DFS
DFS Furniture plcSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.910
↗
Trending Value
✗
◆
Quality × Value
QV 0.940
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 9.00000000
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
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
94.0%ile
P/E
1155.4×
P/S
27.1×
P/B
100.4×
E/P
0.0009
FCF Yield
0.006
EBITDA/EV
0.005
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 1155.4x is premium-priced — the market is paying up for expected growth. 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
94.0%ile
ROE
0.087
ROA
0.025
Net Margin
0.023
Op Margin
0.071
GPA
0.602
Current
0.27
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.044
Accruals
-0.162
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-24.4%
12M Return
-26.7%
12-1 Mom
-20.9%
Risk-Adj
-0.53
Vol 252d
39.5%
Vol 60d
96.8%
↑ Expanding
Max DD 12M
-42.5%
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 (97%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.91
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 117 peers
Sector Value %ile
92.4%
Sector Quality %ile
93.2%
P/E z-score
-0.51
P/B z-score
-0.11
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (94th) and quality (94th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (94th). Strong fundamental improvement in a cheap stock.
Falling Knife
Weak momentum (15th) despite looking cheap (94th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (97%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
4.7% avg (7 factors)
Quality
D
42.3% avg (7 factors)
Momentum
F
7.0% avg (4 factors)
Risk
C
50.8% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.910 | —1 | — | |
| Value %ile | 0.940 | —1 | — | |
| Quality %ile | 0.940 | —1 | — | |
| Momentum %ile | 0.150 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.786 | —1 | — | |
| Volatility | 0.395 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1155.42
Earnings Yield (E/P)
0.0009
Price / Sales
27.14
Price / Book
100.36
Price / Cash Flow
154.31
FCF Yield
0.6%
EBITDA / EV
0.5%
Sales Yield (1/P·S)
0.0363
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.7%
Return on Assets
2.5%
Net Margin
2.3%
Operating Margin
7.1%
Gross Profit / Assets
Novy-Marx GPA
60.2%
Current Ratio
0.27
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.162
MomentumPrice trend strength over different horizons
6M Return
-24.4%
12M Return
-26.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-20.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.53
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.0%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
79
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
Show all
Op Income
OCF
CapEx
Equity