Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c3a8c486-1dc0-4382-95b5-7f89442d0310/
CMG
Computer Modelling Group Ltd.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.847
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
9.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 74th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/E
16.8×
P/S
2.3×
P/B
3.7×
E/P
0.0866
FCF Yield
0.092
EBITDA/EV
0.117
SH Yield
0.090
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
38.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
29.00000000
/100
FCF yield of 9.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.222
ROA
0.088
Net Margin
0.138
Op Margin
0.214
GPA
0.523
Current
1.00
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.025
Earn Growth
-0.196
Stability
0.313
lower=better
Accruals
-0.070
lower=better
5yr Consist
Yes
ROE of 22% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
1.0%ile
6M Return
-25.4%
12M Return
-45.8%
12-1 Mom
-42.9%
Risk-Adj
-1.15
Vol 252d
37.3%
Vol 60d
80.0%
↑ Expanding
Max DD 12M
-53.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -43% signals a downtrend — price is moving against you. Near-term vol (80%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.77
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 40 peers
Sector Value %ile
85.4%
Sector Quality %ile
95.1%
P/E z-score
-0.89
P/B z-score
-0.48
Sector Avg OS
32.4%
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 (97th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (1th) despite looking cheap (74th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 9.0% backed by 9.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (80%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.2% avg (7 factors)
Quality
B
64.9% avg (7 factors)
Momentum
F
1.4% avg (4 factors)
Risk
C
54.5% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 | 0.770 | —1 | — | |
| Value %ile | 0.740 | —1 | — | |
| Quality %ile | 0.970 | —1 | — | |
| Momentum %ile | 0.010 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.373 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.84
Earnings Yield (E/P)
0.0866
Price / Sales
2.32
Price / Book
3.74
Price / Cash Flow
9.38
FCF Yield
9.2%
EBITDA / EV
11.7%
Sales Yield (1/P·S)
0.4039
Shareholder Yield
Div + net buyback / mktcap
9.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
22.2%
Return on Assets
8.8%
Net Margin
13.8%
Operating Margin
21.4%
Gross Profit / Assets
Novy-Marx GPA
52.3%
Current Ratio
1.00
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.070
External Financing
Net issuance — lower=better
0.108
MomentumPrice trend strength over different horizons
6M Return
-25.4%
12M Return
-45.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-42.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.15
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.5%
Earnings Growth (YoY)
-19.6%
Earnings Stability (CV)
Lower = more stable
0.313
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
6.7%
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
38
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
29
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
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Op Income
OCF
CapEx
Equity