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GCP

GCP Infrastructure Investments Limited
Chart
0.82 GBp
Latest Week 2026-07-10
Financial ServicesAsset ManagementSMALL
Snapshot 2026-07-12 · 0.7w · Fresh
0.93
OS Score
74.0%
Value
88.0%
Quality
80.0%
Momentum
7/9
F-Score
0.807
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
✗
◆
Quality × Value
QV 0.807
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.5%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 74%
🛡
Low Volatility
Vol 12%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.75
⚡
Risk-Adj Momentum
RAM 1.15
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/E
35.7×
P/S
30.7×
P/B
0.8×
FCF Yield
0.184
SH Yield
0.035
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
79.00000000
/100 — 1=cheapest
VC2 (Trending Value)
79.00000000
/100
VC3 (Buyback)
74.00000000
/100
P/E of 35.7x is premium-priced — the market is paying up for expected growth. FCF yield of 18.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.022
ROA
0.021
Net Margin
0.859
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.043
Earn Growth
-0.025
Accruals
-0.122
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
80.0%ile
6M Return
15.6%
12M Return
18.4%
12-1 Mom
13.6%
Risk-Adj
1.15
Vol 252d
11.9%
Vol 60d
24.4%
↑ Expanding
Max DD 12M
-7.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (24%) is expanding vs long-term (12%) — 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
Financial Services · 185 peers
Sector Value %ile
70.4%
Sector Quality %ile
94.1%
P/E z-score
0.84
P/B z-score
-0.40
Sector Avg OS
55.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CRE Conduit Holdings Limited 98.0% 98.0% 84.0% 82.0%
BEZ Beazley plc 97.0% 88.0% 88.0% 90.0%
BGEO Lion Finance Group PLC 97.0% 93.0% 71.0% 94.0%
JUP Jupiter Fund Management Plc 97.0% 90.0% 86.0% 89.0%
STAN Standard Chartered PLC 96.0% 89.0% 78.0% 94.0%
FEML Fidelity Emerging Markets Limited 96.0% 84.0% 80.0% 96.0%
CLIG City of London Investment Group Plc 96.0% 83.0% 96.0% 87.0%
PEEL Peel Hunt Limited 96.0% 96.0% 84.0% 74.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (74th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (74th value) with strong momentum (80th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (24%) significantly exceeds 252-day (12%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
55.5% avg (5 factors)
Quality
C
54.2% avg (4 factors)
Momentum
C
54.0% avg (4 factors)
Risk
A
96.9% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.930—6—
Value %ile0.740—6—
Quality %ile0.880—6—
Momentum %ile0.800—6—
F-Score7.000—6—
Confidence0.654—0—
Volatility0.119—6—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
35.72
Price / Sales
30.68
Price / Book
0.79
Price / Cash Flow
5.30
FCF Yield
18.4%
Sales Yield (1/P·S)
0.0318
Shareholder Yield
Div + net buyback / mktcap
3.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.2%
Return on Assets
2.1%
Net Margin
85.9%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.122
MomentumPrice trend strength over different horizons
6M Return
15.6%
12M Return
18.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
13.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.15
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.3%
Earnings Growth (YoY)
-2.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Buyback Yield
3.5%
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
79
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
79
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
74
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