Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d77cfc5a-1d47-49d2-a294-c4d7f4c19a5c/
PPL
Pureprofile LtdSnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.4%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
14.0%ile
P/E
25.8×
P/S
0.7×
P/B
5.4×
E/P
0.0436
FCF Yield
0.062
EBITDA/EV
0.124
SH Yield
-0.002
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
83.00000000
/100 — 1=cheapest
VC2 (Trending Value)
87.00000000
/100
VC3 (Buyback)
85.00000000
/100
FCF yield of 6.2% is strong — the business generates significant free cash relative to price. VC2 score of 87.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
16.0%ile
ROE
0.209
ROA
0.050
Net Margin
0.027
Op Margin
0.029
GPA
1.030
Current
1.13
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.189
5yr Consist
No
ROE of 21% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
6.0%ile
6M Return
-40.0%
12M Return
-32.7%
12-1 Mom
-38.8%
Risk-Adj
-0.80
Vol 252d
48.6%
Vol 60d
111.4%
↑ Expanding
Max DD 12M
-49.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -39% signals a downtrend — price is moving against you. Near-term vol (111%) is expanding vs long-term (49%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.04
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 43 peers
Sector Value %ile
27.3%
Sector Quality %ile
31.8%
P/E z-score
-0.31
P/B z-score
0.20
Sector Avg OS
44.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (111%) significantly exceeds 252-day (49%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
49.1% avg (7 factors)
Quality
D
43.1% avg (6 factors)
Momentum
F
1.3% avg (4 factors)
Risk
D
35.7% 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 | 0.040 | —1 | — | |
| Value %ile | 0.140 | —1 | — | |
| Quality %ile | 0.160 | —2 | — | |
| Momentum %ile | 0.060 | —8 | — | |
| F-Score | 3.000 | —8 | — | |
| Confidence | 0.435 | —0 | — | |
| Volatility | 0.486 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
25.83
Earnings Yield (E/P)
0.0436
Price / Sales
0.70
Price / Book
5.41
FCF Yield
6.2%
EBITDA / EV
12.4%
Sales Yield (1/P·S)
1.5000
Shareholder Yield
Div + net buyback / mktcap
-0.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.9%
Return on Assets
5.0%
Net Margin
2.7%
Operating Margin
2.9%
Gross Profit / Assets
Novy-Marx GPA
103.0%
Current Ratio
1.13
MomentumPrice trend strength over different horizons
6M Return
-40.0%
12M Return
-32.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-38.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.80
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
18.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Buyback Yield
-0.2%
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
83
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
87
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
85
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