Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c5bb50dc-f372-4f36-9142-0dc11743f76f/
BT-A
BT Group plcSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
#28
◆
Quality × Value
QV 0.885
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 10
📐
EBITDA/EV
17.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.3%
💰
High Yield
Div 4.1%
🚀
Momentum Leaders
✗
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
89.0%ile
P/E
18.1×
P/S
1.0×
P/B
1.6×
E/P
0.0841
FCF Yield
0.044
EBITDA/EV
0.179
SH Yield
0.043
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
9.00000000
/100
VC2 score of 10.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.086
ROA
0.022
Net Margin
0.055
Op Margin
0.180
GPA
0.291
Current
0.85
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.035
Earn Growth
0.009
Accruals
-0.119
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
10.6%
12M Return
0.0%
12-1 Mom
-1.1%
Risk-Adj
-0.04
Vol 252d
26.0%
Vol 60d
59.1%
↑ Expanding
Max DD 12M
-20.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (59%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 58 peers
Sector Value %ile
91.5%
Sector Quality %ile
81.4%
P/E z-score
-0.25
P/B z-score
-0.17
Sector Avg OS
46.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (89th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (16th) despite looking cheap (89th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (59%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.8% avg (7 factors)
Quality
D
44.0% avg (7 factors)
Momentum
D
35.0% avg (4 factors)
Risk
B
73.3% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.820 | —7 | — | |
| Value %ile | 0.890 | —7 | — | |
| Quality %ile | 0.880 | —7 | — | |
| Momentum %ile | 0.160 | —5 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.881 | —7 | — | |
| Volatility | 0.260 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.11
Earnings Yield (E/P)
0.0841
Price / Sales
0.99
Price / Book
1.55
Price / Cash Flow
2.77
FCF Yield
4.4%
EBITDA / EV
17.9%
Sales Yield (1/P·S)
0.4681
Shareholder Yield
Div + net buyback / mktcap
4.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.6%
Return on Assets
2.2%
Net Margin
5.5%
Operating Margin
18.0%
Gross Profit / Assets
Novy-Marx GPA
29.1%
Current Ratio
0.85
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.119
External Financing
Net issuance — lower=better
0.004
MomentumPrice trend strength over different horizons
6M Return
10.6%
12M Return
0.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-1.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.04
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.5%
Earnings Growth (YoY)
0.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
4.1%
Buyback Yield
0.2%
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
28
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
Yes
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