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FSG

Foresight Group Holdings Limited
Chart
£427.00
Latest Week 2026-06-05
Financial ServicesAsset ManagementSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.98
OS Score
99.0%
Value
99.0%
Quality
69.0%
Momentum
#27.00000000
TV Rank
7/9
F-Score
0.990
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#27.00000000
◆
Quality × Value
QV 0.990
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.7
◇
VC2 Cheapest
VC2 1.00000000
📐
EBITDA/EV
10.3%
◐
Veiled Value
Yes
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
8.4%
💰
High Yield
Div 5.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 99th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
99.0%ile
P/E
14.7×
P/S
3.2×
P/B
5.7×
E/P
0.0679
FCF Yield
0.090
EBITDA/EV
0.103
SH Yield
0.084
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
1.00000000
/100 — 1=cheapest
VC2 (Trending Value)
1.00000000
/100
VC3 (Buyback)
1.00000000
/100
FCF yield of 9.0% is strong — the business generates significant free cash relative to price. VC2 score of 1.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
99.0%ile
ROE
0.390
ROA
0.199
Net Margin
0.216
Op Margin
0.302
GPA
0.875
Current
1.57
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.090
Earn Growth
0.285
Accruals
-0.065
lower=better
5yr Consist
No
ROE of 39% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
69.0%ile
6M Return
4.2%
12M Return
6.1%
12-1 Mom
2.2%
Risk-Adj
0.08
Vol 252d
28.3%
Vol 60d
68.2%
↑ Expanding
Max DD 12M
-29.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (68%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 186 peers
Sector Value %ile
100.0%
Sector Quality %ile
100.0%
P/E z-score
-1.15
P/B z-score
-0.11
Sector Avg OS
58.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
VTAS Volta Finance Limited 98.0% 87.0% 80.0% 99.0%
CRE Conduit Holdings Limited 97.0% 96.0% 84.0% 73.0%
STAN Standard Chartered PLC 97.0% 91.0% 74.0% 90.0%
STB Secure Trust Bank PLC 97.0% 90.0% 73.0% 92.0%
BGEO Lion Finance Group PLC 97.0% 96.0% 68.0% 88.0%
AIBG AIB Group plc 96.0% 82.0% 82.0% 86.0%
DFCH Distribution Finance Capital Holdings plc 96.0% 92.0% 71.0% 86.0%
FEML Fidelity Emerging Markets Limited 96.0% 84.0% 80.0% 94.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (99th) and quality (99th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 8.4% backed by 9.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (68%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.3% avg (7 factors)
Quality
A
88.1% avg (7 factors)
Momentum
D
36.5% avg (4 factors)
Risk
B
69.5% 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
FactorCurrentStreakTrendSpark
OS Composite0.980—1—
Value %ile0.990—1—
Quality %ile0.990—1—
Momentum %ile0.690—0—
F-Score7.000—1—
Confidence0.424—0—
Volatility0.283—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.72
Earnings Yield (E/P)
0.0679
Price / Sales
3.18
Price / Book
5.74
Price / Cash Flow
11.10
FCF Yield
9.0%
EBITDA / EV
10.3%
Sales Yield (1/P·S)
0.3307
Shareholder Yield
Div + net buyback / mktcap
8.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
39.0%
Return on Assets
19.9%
Net Margin
21.6%
Operating Margin
30.2%
Gross Profit / Assets
Novy-Marx GPA
87.5%
Current Ratio
1.57
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.065
External Financing
Net issuance — lower=better
0.111
MomentumPrice trend strength over different horizons
6M Return
4.2%
12M Return
6.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
2.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.08
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.0%
Earnings Growth (YoY)
28.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
5.4%
Buyback Yield
3.0%
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
1
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
1
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
1
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
27
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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
Show all
Op Income
OCF
CapEx
Equity