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KSPI

Joint Stock Company Kaspi.kz
Chart
89.67 USD
Latest Week 2026-07-10
TechnologySoftware - InfrastructureLARGE
Snapshot 2026-07-12 · 0.7w · Fresh
0.76
OS Score
62.0%
Value
60.0%
Quality
63.0%
Momentum
6/9
F-Score
0.610
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.610
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
62.0%ile
P/B
0.0×
SH Yield
0.020
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
39.00000000
/100 — 1=cheapest
VC2 (Trending Value)
39.00000000
/100
VC3 (Buyback)
39.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
60.0%ile
ROE
0.388
ROA
0.094
Net Margin
0.247
Op Margin
0.365
GPA
0.269
D/E
3.10
Current
1.26
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.510
Earn Growth
-0.028
Stability
0.090
lower=better
Accruals
0.014
lower=better
5yr Consist
Yes
ROE of 39% is exceptional. Highly leveraged with D/E of 3.10 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
63.0%ile
6M Return
14.5%
12M Return
15.0%
12-1 Mom
3.3%
Risk-Adj
0.08
Vol 252d
42.3%
Vol 60d
73.7%
↑ Expanding
Max DD 12M
-27.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (74%) is expanding vs long-term (42%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.76
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 500 peers
Sector Value %ile
67.1%
Sector Quality %ile
53.5%
P/B z-score
-0.23
Sector Avg OS
52.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
TOYO TOYO Co., Ltd Ordinary Shares 99.0% 97.0% 97.0% 93.0%
ASX ASE Industrial Holding Co Ltd ADR 99.0% 98.0% 86.0% 97.0%
KARO Karooooo Ltd 99.0% 98.0% 98.0% 70.0%
CCSI Consensus Cloud Solutions Inc 98.0% 86.0% 98.0% 92.0%
ERIC Telefonaktiebolaget LM Ericsson B ADR 98.0% 98.0% 77.0% 88.0%
VISN CommScope Holding Company, Inc. 98.0% 94.0% 74.0% 98.0%
PLAB Photronics Inc 98.0% 94.0% 85.0% 89.0%
XNET Xunlei Ltd Adr 97.0% 97.0% 77.0% 76.0%
Factor Interactions
Leveraged Returns
Strong ROE (39%) boosted by high leverage (D/E 3.1). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (74%) significantly exceeds 252-day (42%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.5% avg (2 factors)
Quality
B
63.4% avg (8 factors)
Momentum
D
42.6% avg (4 factors)
Risk
C
46.2% 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
FactorCurrentStreakTrendSpark
OS Composite0.760—1—
Value %ile0.620—0—
Quality %ile0.600—0—
Momentum %ile0.630—0—
F-Score6.000—0—
Confidence0.951—6—
Volatility0.423—6—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.01
Shareholder Yield
Div + net buyback / mktcap
2.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
38.8%
Return on Assets
9.4%
Net Margin
24.7%
Operating Margin
36.5%
Gross Profit / Assets
Novy-Marx GPA
26.9%
Debt / Equity
3.10
Current Ratio
1.26
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.014
MomentumPrice trend strength over different horizons
6M Return
14.5%
12M Return
15.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
3.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.08
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
51.0%
Earnings Growth (YoY)
-2.8%
Earnings Stability (CV)
Lower = more stable
0.090
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend 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
39
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
39
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
39
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
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity