Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d1c1fb8a-e634-4682-b42e-6ed0cac72817/

CLIG

City of London Investment Group Plc
Chart
482.00 GBp
Latest Week 2026-07-17
Financial ServicesAsset ManagementMICRO
Snapshot 2026-07-19 · 0.6w · Fresh
0.97
OS Score
90.0%
Value
97.0%
Quality
91.0%
Momentum
7/9
F-Score
0.934
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.934
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.1
◇
VC2 Cheapest
✗
📐
EBITDA/EV
15.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.6%
💰
High Yield
Div 6.8%
🚀
Momentum Leaders
12-1 24%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 90%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.78
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
12.1×
P/S
3.3×
P/B
1.6×
E/P
0.1148
FCF Yield
0.119
EBITDA/EV
0.157
SH Yield
0.076
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
18.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
17.00000000
/100
FCF yield of 11.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.131
ROA
0.115
Net Margin
0.269
Op Margin
0.330
GPA
0.323
Current
4.94
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.052
Earn Growth
0.148
Accruals
-0.032
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
23.9%
12M Return
35.9%
12-1 Mom
24.0%
Risk-Adj
0.92
Vol 252d
26.1%
Vol 60d
62.4%
↑ Expanding
Max DD 12M
-12.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 24% is very strong — a clear uptrend. Near-term vol (62%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 185 peers
Sector Value %ile
89.8%
Sector Quality %ile
98.9%
P/E z-score
-0.13
P/B z-score
0.15
Sector Avg OS
55.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BEZ Beazley plc 98.0% 93.0% 91.0% 93.0%
CRE Conduit Holdings Limited 98.0% 99.0% 87.0% 85.0%
FEML Fidelity Emerging Markets Limited 97.0% 91.0% 86.0% 97.0%
JUP Jupiter Fund Management Plc 97.0% 94.0% 89.0% 90.0%
AIBG AIB Group plc 97.0% 90.0% 88.0% 95.0%
BARC Barclays PLC 97.0% 92.0% 85.0% 94.0%
STAN Standard Chartered PLC 97.0% 93.0% 83.0% 95.0%
STB Secure Trust Bank PLC 96.0% 91.0% 82.0% 94.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (97th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (90th value) with strong momentum (91th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 7.6% backed by 11.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (62%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.7% avg (7 factors)
Quality
A
76.0% avg (7 factors)
Momentum
B
63.5% avg (4 factors)
Risk
B
73.1% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.970—7—
Value %ile0.900—7—
Quality %ile0.970—7—
Momentum %ile0.910—7—
F-Score7.000—7—
Confidence0.754—7—
Volatility0.261—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.09
Earnings Yield (E/P)
0.1148
Price / Sales
3.26
Price / Book
1.58
Price / Cash Flow
9.46
FCF Yield
11.9%
EBITDA / EV
15.7%
Sales Yield (1/P·S)
0.3477
Shareholder Yield
Div + net buyback / mktcap
7.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.1%
Return on Assets
11.5%
Net Margin
26.9%
Operating Margin
33.0%
Gross Profit / Assets
Novy-Marx GPA
32.3%
Current Ratio
4.94
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.032
MomentumPrice trend strength over different horizons
6M Return
23.9%
12M Return
35.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
24.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.92
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.2%
Earnings Growth (YoY)
14.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
6.8%
Buyback Yield
0.8%
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
18
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
17
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