Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b33b1687-b6c8-439e-b0bb-b1d85f7f01b5/

DOTD

dotdigital Group Plc
Chart
0.46 GBp
Latest Week 2026-07-17
TechnologySoftware - ApplicationNANO
Snapshot 2026-07-19 · 0.7w · Fresh
0.93
OS Score
78.0%
Value
79.0%
Quality
79.0%
Momentum
0/9
F-Score
0.785
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
✗
◆
Quality × Value
QV 0.785
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
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
78.0%ile
P/B
0.0×
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
23.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
79.0%ile
Current
3.11
F-Score
0/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
5yr Consist
No
F-Score of 0/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
79.0%ile
6M Return
-28.8%
12M Return
-38.8%
12-1 Mom
-39.8%
Risk-Adj
-1.18
Vol 252d
33.7%
Vol 60d
78.5%
↑ Expanding
Max DD 12M
-43.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -40% signals a downtrend — price is moving against you. Near-term vol (79%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 119 peers
Sector Value %ile
90.8%
Sector Quality %ile
77.5%
P/B z-score
-0.47
Sector Avg OS
43.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BIRD Blackbird plc 94.0% 80.0% 81.0% 80.0%
MTEC Made Tech Group Plc 94.0% 79.0% 80.0% 80.0%
TRAC t42 IoT Tracking Solutions PLC 93.0% 78.0% 80.0% 79.0%
ACSO accesso Technology Group plc 93.0% 78.0% 80.0% 79.0%
IOM iomart Group plc 93.0% 78.0% 79.0% 79.0%
RDT Rosslyn Data Technologies plc 93.0% 79.0% 80.0% 79.0%
AIQ AIQ Limited 92.0% 78.0% 79.0% 78.0%
AOM ActiveOps Plc 91.0% 77.0% 78.0% 77.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (78th) and quality (79th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (78th value) with strong momentum (79th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (79%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
55.5% avg (2 factors)
Quality
A
100.0% avg (1 factors)
Momentum
F
0.4% avg (4 factors)
Risk
B
60.4% 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 Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.930—1—
Value %ile0.780—1—
Quality %ile0.790—1—
Momentum %ile0.790—1—
F-Score0.000—7—
Confidence0.327—7—
Volatility0.337—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.01
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Current Ratio
3.11
MomentumPrice trend strength over different horizons
6M Return
-28.8%
12M Return
-38.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-39.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.18
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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