Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d355d063-0454-44fa-b81d-0ede7d1bfbb2/
SIG
Signet Jewelers LtdSnapshot 2026-07-26 · 0.7w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
#41
◆
Quality × Value
QV 0.873
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.3
◇
VC2 Cheapest
VC2 7
📐
EBITDA/EV
15.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.5%
💰
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
93.0%ile
P/E
12.3×
P/S
0.5×
P/B
1.9×
E/P
0.1188
FCF Yield
0.202
EBITDA/EV
0.153
SH Yield
0.055
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
9.00000000
/100
FCF yield of 20.2% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
0.154
ROA
0.051
Net Margin
0.043
Op Margin
0.073
GPA
0.464
D/E
2.02
Current
1.62
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.014
Earn Growth
5.869
Stability
2.403
lower=better
Accruals
-0.073
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.02 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
31.0%ile
6M Return
2.1%
12M Return
8.8%
12-1 Mom
4.0%
Risk-Adj
0.09
Vol 252d
45.8%
Vol 60d
105.3%
↑ Expanding
Max DD 12M
-26.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (105%) is expanding vs long-term (46%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 486 peers
Sector Value %ile
93.8%
Sector Quality %ile
85.6%
P/E z-score
-0.21
P/B z-score
-0.09
Sector Avg OS
50.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (82th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 5.5% backed by 20.2% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (15%) boosted by high leverage (D/E 2.0). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (105%) significantly exceeds 252-day (46%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.6% avg (7 factors)
Quality
C
51.5% avg (8 factors)
Momentum
D
37.3% avg (4 factors)
Risk
D
40.3% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.890 | —8 | — | |
| Value %ile | 0.930 | —8 | — | |
| Quality %ile | 0.820 | —8 | — | |
| Momentum %ile | 0.310 | —0 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 1.000 | —8 | — | |
| Volatility | 0.458 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.27
Earnings Yield (E/P)
0.1188
Price / Sales
0.53
Price / Book
1.89
Price / Cash Flow
5.06
FCF Yield
20.2%
EBITDA / EV
15.3%
Sales Yield (1/P·S)
1.6208
Shareholder Yield
Div + net buyback / mktcap
5.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.4%
Return on Assets
5.1%
Net Margin
4.3%
Operating Margin
7.3%
Gross Profit / Assets
Novy-Marx GPA
46.4%
Debt / Equity
2.02
Current Ratio
1.62
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.073
MomentumPrice trend strength over different horizons
6M Return
2.1%
12M Return
8.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.09
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.4%
Earnings Growth (YoY)
586.9%
Earnings Stability (CV)
Lower = more stable
2.403
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.8%
Buyback Yield
4.7%
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
41
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