Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/cb2b1dc2-9966-4756-afd7-10877172ae6b/
FSG
Foresight Group Holdings LimitedSnapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.7
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.9%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +11%
🔄
Shareholder Yield
7.5%
💰
High Yield
Div 5.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.73
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
24.0%ile
P/E
11.7×
P/S
3.0×
P/B
5.3×
E/P
0.1161
FCF Yield
0.082
EBITDA/EV
0.129
SH Yield
0.075
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
84.00000000
/100 — 1=cheapest
VC2 (Trending Value)
78.00000000
/100
VC3 (Buyback)
80.00000000
/100
P/E of 11.7x places this firmly in deep value territory. FCF yield of 8.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.449
ROA
0.234
Net Margin
0.260
Op Margin
0.346
GPA
0.844
Current
2.03
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.109
Earn Growth
0.292
Accruals
-0.019
lower=better
5yr Consist
No
ROE of 45% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
27.0%ile
6M Return
6.5%
12M Return
0.8%
12-1 Mom
-4.1%
Risk-Adj
-0.13
Vol 252d
30.4%
Vol 60d
74.8%
↑ Expanding
Max DD 12M
-29.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (75%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.38
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 185 peers
Sector Value %ile
17.2%
Sector Quality %ile
100.0%
P/E z-score
-0.14
P/B z-score
1.71
Sector Avg OS
55.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 7.5% backed by 8.2% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (98th) but expensive (24th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (75%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.0% avg (7 factors)
Quality
A
89.8% avg (7 factors)
Momentum
D
32.4% avg (4 factors)
Risk
B
66.1% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.380 | —0 | — | |
| Value %ile | 0.240 | —2 | — | |
| Quality %ile | 0.980 | —6 | — | |
| Momentum %ile | 0.270 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.891 | —6 | — | |
| Volatility | 0.304 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.73
Earnings Yield (E/P)
0.1161
Price / Sales
3.05
Price / Book
5.27
Price / Cash Flow
10.86
FCF Yield
8.2%
EBITDA / EV
12.9%
Sales Yield (1/P·S)
0.3353
Shareholder Yield
Div + net buyback / mktcap
7.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
44.9%
Return on Assets
23.4%
Net Margin
26.0%
Operating Margin
34.6%
Gross Profit / Assets
Novy-Marx GPA
84.4%
Current Ratio
2.03
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.019
External Financing
Net issuance — lower=better
0.154
MomentumPrice trend strength over different horizons
6M Return
6.5%
12M Return
0.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-4.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.13
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.9%
Earnings Growth (YoY)
29.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
5.5%
Buyback Yield
2.0%
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
84
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
78
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
80
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity