Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d2d9a886-52d7-4d77-87ae-9c8ca7e3846c/
FWD
Fleetwood LimitedSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
#44
◆
Quality × Value
QV 0.965
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.7
◇
VC2 Cheapest
VC2 3
📐
EBITDA/EV
24.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +21%
🔄
Shareholder Yield
12.0%
💰
High Yield
Div 10.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 97%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
14.7×
P/S
0.4×
P/B
1.3×
E/P
0.1869
FCF Yield
0.198
EBITDA/EV
0.244
SH Yield
0.120
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
FCF yield of 19.8% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.088
ROA
0.057
Net Margin
0.029
Op Margin
0.067
GPA
1.451
Current
1.98
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.208
Earn Growth
2.917
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
12.0%ile
6M Return
-12.9%
12M Return
-5.8%
12-1 Mom
-31.9%
Risk-Adj
-0.76
Vol 252d
42.3%
Vol 60d
104.1%
↑ Expanding
Max DD 12M
-47.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -32% signals a downtrend — price is moving against you. Near-term vol (104%) is expanding vs long-term (42%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 129 peers
Sector Value %ile
96.2%
Sector Quality %ile
96.9%
P/E z-score
-0.36
P/B z-score
-0.22
Sector Avg OS
50.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (96th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 21% with P/E of 15×. Growth isn't fully priced in.
Falling Knife
Weak momentum (12th) despite looking cheap (97th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 12.0% backed by 19.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (104%) significantly exceeds 252-day (42%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
95.3% avg (7 factors)
Quality
C
45.4% avg (6 factors)
Momentum
F
13.6% avg (4 factors)
Risk
C
46.2% avg (1 factors)
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 Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.870 | —7 | — | |
| Value %ile | 0.970 | —7 | — | |
| Quality %ile | 0.960 | —7 | — | |
| Momentum %ile | 0.120 | —7 | — | |
| F-Score | 7.000 | —7 | — | |
| Confidence | 0.460 | —0 | — | |
| Volatility | 0.423 | —1 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.69
Earnings Yield (E/P)
0.1868
Price / Sales
0.43
Price / Book
1.29
FCF Yield
19.8%
EBITDA / EV
24.4%
Sales Yield (1/P·S)
2.7934
Shareholder Yield
Div + net buyback / mktcap
12.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.8%
Return on Assets
5.7%
Net Margin
2.9%
Operating Margin
6.7%
Gross Profit / Assets
Novy-Marx GPA
145.1%
Current Ratio
1.98
MomentumPrice trend strength over different horizons
6M Return
-12.9%
12M Return
-5.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-31.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.76
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
20.8%
Earnings Growth (YoY)
291.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
10.0%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
44
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