Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b2161fc1-0987-4b13-b800-4d84c7805a31/
ABY
Adore Beauty Group LimitedSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.840
↗
Trending Value
✗
◆
Quality × Value
QV 0.730
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
22.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/E
35.5×
P/S
0.1×
P/B
0.7×
E/P
0.1624
FCF Yield
0.010
EBITDA/EV
0.224
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
27.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
26.00000000
/100
P/E of 35.5x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
72.0%ile
ROE
0.019
ROA
0.009
Net Margin
0.004
Op Margin
0.020
GPA
0.838
Current
1.11
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.016
Earn Growth
-0.650
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
-75.3%
12M Return
-61.9%
12-1 Mom
-57.6%
Risk-Adj
-0.77
Vol 252d
75.1%
Vol 60d
177.2%
↑ Expanding
Max DD 12M
-79.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -58% signals a downtrend — price is moving against you. Near-term vol (177%) is expanding vs long-term (75%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.84
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 90 peers
Sector Value %ile
44.0%
Sector Quality %ile
56.0%
P/E z-score
0.36
P/B z-score
-0.12
Sector Avg OS
53.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (74th) and quality (72th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (74th value) with strong momentum (73th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (177%) significantly exceeds 252-day (75%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.1% avg (7 factors)
Quality
F
28.7% avg (6 factors)
Momentum
F
1.4% avg (4 factors)
Risk
F
0.0% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.840 | —1 | — | |
| Value %ile | 0.740 | —1 | — | |
| Quality %ile | 0.720 | —1 | — | |
| Momentum %ile | 0.730 | —1 | — | |
| F-Score | 3.000 | —7 | — | |
| Confidence | 0.444 | —0 | — | |
| Volatility | 0.751 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
35.50
Earnings Yield (E/P)
0.1624
Price / Sales
0.14
Price / Book
0.67
FCF Yield
1.0%
EBITDA / EV
22.4%
Sales Yield (1/P·S)
7.9393
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
1.9%
Return on Assets
0.9%
Net Margin
0.4%
Operating Margin
2.0%
Gross Profit / Assets
Novy-Marx GPA
83.8%
Current Ratio
1.11
MomentumPrice trend strength over different horizons
6M Return
-75.3%
12M Return
-61.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-57.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.77
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.6%
Earnings Growth (YoY)
-65.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
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
27
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
26
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