Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d92affaf-c308-4f87-a23f-64950d41b589/

ROSE

Rosebank Industries plc
Chart
295.00 GBp
Latest Week 2026-07-17
Financial ServicesAsset ManagementMID
Snapshot 2026-07-19 · 0.6w · Fresh
0.27
OS Score
33.0%
Value
34.0%
Quality
34.0%
Momentum
0/9
F-Score
0.335
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
33.0%ile
P/S
6.6×
P/B
1.9×
FCF Yield
-0.033
SH Yield
-0.542
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
67.00000000
/100 — 1=cheapest
VC2 (Trending Value)
68.00000000
/100
VC3 (Buyback)
68.00000000
/100
Negative FCF yield (-3.3%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
34.0%ile
ROE
-0.031
ROA
-0.018
Net Margin
-0.108
Op Margin
-0.103
GPA
0.039
Current
1.76
F-Score
0/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
0.022
lower=better
5yr Consist
No
F-Score of 0/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
34.0%ile
6M Return
-13.0%
12M Return
-6.6%
12-1 Mom
8.9%
Risk-Adj
0.35
Vol 252d
25.6%
Vol 60d
58.0%
↑ Expanding
Max DD 12M
-24.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (58%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.27
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 185 peers
Sector Value %ile
25.8%
Sector Quality %ile
33.3%
P/B z-score
0.27
Sector Avg OS
56.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BEZ Beazley plc 98.0% 93.0% 91.0% 93.0%
CRE Conduit Holdings Limited 98.0% 99.0% 87.0% 85.0%
CLIG City of London Investment Group Plc 97.0% 90.0% 97.0% 91.0%
AIBG AIB Group plc 97.0% 90.0% 88.0% 95.0%
JUP Jupiter Fund Management Plc 97.0% 94.0% 89.0% 90.0%
BARC Barclays PLC 97.0% 92.0% 85.0% 94.0%
STAN Standard Chartered PLC 97.0% 93.0% 83.0% 95.0%
FEML Fidelity Emerging Markets Limited 97.0% 91.0% 86.0% 97.0%
Factor Interactions
Volatility Expanding
60-day vol (58%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
34.9% avg (4 factors)
Quality
F
15.6% avg (7 factors)
Momentum
D
31.5% avg (4 factors)
Risk
B
74.1% 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
FactorCurrentStreakTrendSpark
OS Composite0.270—5—
Value %ile0.330—0—
Quality %ile0.340—0—
Momentum %ile0.340—0—
F-Score0.000—7—
Confidence0.578—0—
Volatility0.256—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
6.55
Price / Book
1.86
FCF Yield
-3.3%
Sales Yield (1/P·S)
0.1278
Shareholder Yield
Div + net buyback / mktcap
-54.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-3.1%
Return on Assets
-1.8%
Net Margin
-10.8%
Operating Margin
-10.3%
Gross Profit / Assets
Novy-Marx GPA
3.9%
Current Ratio
1.76
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.022
MomentumPrice trend strength over different horizons
6M Return
-13.0%
12M Return
-6.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.35
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
0
Buyback Yield
-54.2%
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
67
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
68
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
68
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