Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b26f5a72-cf7f-4a1b-8c7f-e4d019be5937/

FOXT

Foxtons Group plc
Chart
0.43 GBp
Latest Week 2026-07-10
Real EstateReal Estate ServicesMICRO
Snapshot 2026-07-12 · 0.7w · Fresh
0.89
OS Score
93.0%
Value
87.0%
Quality
9.0%
Momentum
#79.00000000
TV Rank
7/9
F-Score
0.899
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.899
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.9
◇
VC2 Cheapest
VC2 7
📐
EBITDA/EV
20.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.4%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 93%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/E
9.9×
P/S
0.7×
P/B
0.9×
E/P
0.1052
FCF Yield
0.129
EBITDA/EV
0.202
SH Yield
0.044
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 9.9x places this firmly in deep value territory. FCF yield of 12.9% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
87.0%ile
ROE
0.089
ROA
0.047
Net Margin
0.074
Op Margin
0.112
GPA
0.405
Current
1.06
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.052
Earn Growth
-0.054
Accruals
-0.054
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
9.0%ile
6M Return
-24.3%
12M Return
-29.4%
12-1 Mom
-26.1%
Risk-Adj
-1.28
Vol 252d
20.5%
Vol 60d
48.8%
↑ Expanding
Max DD 12M
-31.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -26% signals a downtrend — price is moving against you. Near-term vol (49%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 48 peers
Sector Value %ile
100.0%
Sector Quality %ile
95.9%
P/E z-score
-0.42
P/B z-score
-0.14
Sector Avg OS
29.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MPO Macau Property Opportunities Fund Limited 76.0% 63.0% 64.0% 65.0%
LSL LSL Property Services plc 76.0% 78.0% 87.0% 10.0%
PSDL Phoenix Spree Deutschland Limited 73.0% 61.0% 62.0% 64.0%
RGG RENTGUARANTOR HOLDINGS PLC ORD 71.0% 60.0% 61.0% 63.0%
SVS Savills plc 70.0% 74.0% 73.0% 22.0%
MTVW Mountview Estates P.L.C. 66.0% 71.0% 73.0% 18.0%
API abrdn Property Income Trust Limited 62.0% 55.0% 56.0% 58.0%
TRAF Trafalgar Property Group plc 61.0% 54.0% 55.0% 57.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (87th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (9th) despite looking cheap (93th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 4.4% backed by 12.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (49%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.2% avg (7 factors)
Quality
C
46.0% avg (7 factors)
Momentum
F
1.9% avg (4 factors)
Risk
A
82.6% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.890—6—
Value %ile0.930—6—
Quality %ile0.870—6—
Momentum %ile0.090—1—
F-Score7.000—6—
Confidence0.738—6—
Volatility0.205—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.90
Earnings Yield (E/P)
0.1052
Price / Sales
0.74
Price / Book
0.88
Price / Cash Flow
4.59
FCF Yield
12.9%
EBITDA / EV
20.2%
Sales Yield (1/P·S)
0.9372
Shareholder Yield
Div + net buyback / mktcap
4.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.9%
Return on Assets
4.7%
Net Margin
7.4%
Operating Margin
11.2%
Gross Profit / Assets
Novy-Marx GPA
40.5%
Current Ratio
1.06
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.054
MomentumPrice trend strength over different horizons
6M Return
-24.3%
12M Return
-29.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-26.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.28
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.2%
Earnings Growth (YoY)
-5.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Buyback Yield
4.4%
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
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity