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CAR
Carrefour SASnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
#11
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 9
📐
EBITDA/EV
40.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.3%
💰
High Yield
Div 5.8%
🚀
Momentum Leaders
12-1 35%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.65
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/E
37.2×
P/S
0.1×
P/B
1.1×
E/P
0.1821
FCF Yield
0.208
EBITDA/EV
0.401
SH Yield
0.063
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
11.00000000
/100
P/E of 37.2x is premium-priced — the market is paying up for expected growth. FCF yield of 20.8% is strong — the business generates significant free cash relative to price. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
27.0%ile
ROE
0.029
ROA
0.006
Net Margin
0.004
Op Margin
0.025
GPA
0.290
Current
0.87
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.007
Earn Growth
-0.597
Accruals
-0.066
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
28.9%
12M Return
46.3%
12-1 Mom
35.5%
Risk-Adj
1.65
Vol 252d
21.5%
Vol 60d
46.9%
↑ Expanding
Max DD 12M
-7.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 35% is very strong — a clear uptrend. Risk-adjusted momentum of 1.65 is excellent — strong returns relative to volatility. Near-term vol (47%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 37 peers
Sector Value %ile
97.4%
Sector Quality %ile
13.2%
P/E z-score
1.45
P/B z-score
-0.21
Sector Avg OS
47.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (95th value) with strong momentum (81th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (95th value) but weak quality (27th). Classic value trap risk.
Strong Capital Return
Shareholder yield 6.3% backed by 20.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (47%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.9% avg (7 factors)
Quality
F
30.0% avg (7 factors)
Momentum
A
76.3% avg (4 factors)
Risk
A
80.8% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.920 | —7 | — | |
| Value %ile | 0.950 | —7 | — | |
| Quality %ile | 0.270 | —7 | — | |
| Momentum %ile | 0.810 | —7 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.754 | —7 | — | |
| Volatility | 0.215 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
37.22
Earnings Yield (E/P)
0.1821
Price / Sales
0.14
Price / Book
1.08
Price / Cash Flow
3.01
FCF Yield
20.8%
EBITDA / EV
40.1%
Sales Yield (1/P·S)
7.2154
Shareholder Yield
Div + net buyback / mktcap
6.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.9%
Return on Assets
0.6%
Net Margin
0.4%
Operating Margin
2.5%
Gross Profit / Assets
Novy-Marx GPA
29.0%
Current Ratio
0.87
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.066
MomentumPrice trend strength over different horizons
6M Return
28.9%
12M Return
46.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
35.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.65
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.7%
Earnings Growth (YoY)
-59.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
5.8%
Buyback Yield
0.5%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
11
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