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ZTF

Zotefoams plc
Chart
442.00 GBp
Latest Week 2026-07-10
Basic MaterialsSpecialty ChemicalsMICRO
Snapshot 2026-07-12 · 0.6w · Fresh
0.93
OS Score
78.0%
Value
74.0%
Quality
90.0%
Momentum
5/9
F-Score
0.760
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
✗
◆
Quality × Value
QV 0.760
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 78%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
78.0%ile
P/E
9.6×
P/S
1.4×
P/B
1.7×
E/P
0.0867
FCF Yield
0.080
EBITDA/EV
0.118
SH Yield
0.018
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
21.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
28.00000000
/100
P/E of 9.6x places this firmly in deep value territory. FCF yield of 8.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
74.0%ile
ROE
0.174
ROA
0.100
Net Margin
0.143
Op Margin
0.142
GPA
0.233
Current
1.02
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.072
Accruals
-0.055
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
10.0%
12M Return
39.9%
12-1 Mom
42.6%
Risk-Adj
0.77
Vol 252d
55.4%
Vol 60d
95.9%
↑ Expanding
Max DD 12M
-26.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 43% is very strong — a clear uptrend. Near-term vol (96%) is expanding vs long-term (55%) — 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
Basic Materials · 170 peers
Sector Value %ile
86.5%
Sector Quality %ile
86.5%
P/E z-score
-0.46
P/B z-score
-0.31
Sector Avg OS
54.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
SRB Serabi Gold plc 99.0% 97.0% 97.0% 92.0%
THX Thor Explorations Ltd. 99.0% 98.0% 97.0% 92.0%
VALT Valterra Platinum Limited 99.0% 99.0% 86.0% 91.0%
ALTN AltynGold plc 99.0% 95.0% 95.0% 94.0%
STCM Steppe Cement Ltd. 98.0% 97.0% 80.0% 89.0%
EDV Endeavour Mining plc 98.0% 89.0% 99.0% 94.0%
RSG Resolute Mining Limited 98.0% 91.0% 87.0% 93.0%
HOC Hochschild Mining plc 97.0% 82.0% 96.0% 95.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (78th) and quality (74th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (78th value) with strong momentum (90th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (90th) but high volatility (55%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (96%) significantly exceeds 252-day (55%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.4% avg (7 factors)
Quality
C
52.6% avg (7 factors)
Momentum
B
65.5% avg (4 factors)
Risk
F
24.4% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.930—6—
Value %ile0.780—6—
Quality %ile0.740—6—
Momentum %ile0.900—6—
F-Score5.000—0—
Confidence0.738—6—
Volatility0.554—6—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.60
Earnings Yield (E/P)
0.0867
Price / Sales
1.37
Price / Book
1.67
Price / Cash Flow
6.18
FCF Yield
8.0%
EBITDA / EV
11.8%
Sales Yield (1/P·S)
0.6086
Shareholder Yield
Div + net buyback / mktcap
1.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.4%
Return on Assets
10.0%
Net Margin
14.3%
Operating Margin
14.2%
Gross Profit / Assets
Novy-Marx GPA
23.3%
Current Ratio
1.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.055
MomentumPrice trend strength over different horizons
6M Return
10.0%
12M Return
39.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
42.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.77
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
1.8%
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
21
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
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
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