Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d89f0599-cad1-42f0-941c-9760828cbe91/

CRE

Conduit Holdings Limited
Chart
430.00 GBp
Latest Week 2026-07-10
Financial ServicesInsurance - ReinsuranceSMALL
Snapshot 2026-07-12 · 0.6w · Fresh
0.98
OS Score
98.0%
Value
84.0%
Quality
82.0%
Momentum
#19.00000000
TV Rank
4/9
F-Score
0.907
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#19
◆
Quality × Value
QV 0.907
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2
📐
EBITDA/EV
39.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +12%
🔄
Shareholder Yield
8.5%
💰
High Yield
Div 6.0%
🚀
Momentum Leaders
12-1 24%
◉
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
98.0%ile
P/E
5.4×
P/S
0.8×
P/B
0.6×
E/P
0.3948
FCF Yield
1.222
EBITDA/EV
0.399
SH Yield
0.085
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 5.4x places this firmly in deep value territory. FCF yield of 122.2% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.106
ROA
0.050
Net Margin
0.140
Op Margin
0.140
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.121
Earn Growth
-0.054
Accruals
-0.105
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
14.9%
12M Return
16.9%
12-1 Mom
24.4%
Risk-Adj
0.66
Vol 252d
36.8%
Vol 60d
56.8%
↑ Expanding
Max DD 12M
-29.6%
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 (57%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 185 peers
Sector Value %ile
100.0%
Sector Quality %ile
87.1%
P/E z-score
-0.40
P/B z-score
-0.50
Sector Avg OS
55.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
JUP Jupiter Fund Management Plc 97.0% 90.0% 86.0% 89.0%
BGEO Lion Finance Group PLC 97.0% 93.0% 71.0% 94.0%
BEZ Beazley plc 97.0% 88.0% 88.0% 90.0%
LRE Lancashire Holdings Limited 96.0% 96.0% 80.0% 75.0%
CLIG City of London Investment Group Plc 96.0% 83.0% 96.0% 87.0%
FEML Fidelity Emerging Markets Limited 96.0% 84.0% 80.0% 96.0%
STAN Standard Chartered PLC 96.0% 89.0% 78.0% 94.0%
PEEL Peel Hunt Limited 96.0% 96.0% 84.0% 74.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (84th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (98th value) with strong momentum (82th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 8.5% backed by 122.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (57%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
99.3% avg (7 factors)
Quality
C
54.6% avg (5 factors)
Momentum
C
53.9% avg (4 factors)
Risk
C
55.3% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.980—6—
Value %ile0.980—6—
Quality %ile0.840—6—
Momentum %ile0.820—1—
F-Score4.000—6—
Confidence0.687—0—
Volatility0.368—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.43
Earnings Yield (E/P)
0.3948
Price / Sales
0.76
Price / Book
0.58
Price / Cash Flow
1.75
FCF Yield
122.2%
EBITDA / EV
39.9%
Sales Yield (1/P·S)
2.8271
Shareholder Yield
Div + net buyback / mktcap
8.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.6%
Return on Assets
5.0%
Net Margin
14.0%
Operating Margin
14.0%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.105
MomentumPrice trend strength over different horizons
6M Return
14.9%
12M Return
16.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
24.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.66
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.1%
Earnings Growth (YoY)
-5.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
6.0%
Buyback Yield
2.4%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
19
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