Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e1d42981-1104-4841-9691-a27dc831855d/
ICL
ICL Israel Chemicals LtdSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.7%
◐
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
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
89.0%ile
P/E
26.1×
P/S
0.9×
P/B
1.1×
E/P
0.0740
FCF Yield
0.188
EBITDA/EV
0.137
SH Yield
0.019
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
19.00000000
/100
FCF yield of 18.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
23.0%ile
ROE
0.043
ROA
0.020
Net Margin
0.035
Op Margin
0.098
GPA
0.173
D/E
1.11
Current
1.38
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.078
Earn Growth
-0.329
Stability
0.798
lower=better
Accruals
-0.061
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-0.5%
12M Return
-20.3%
12-1 Mom
-24.2%
Risk-Adj
-0.59
Vol 252d
41.4%
Vol 60d
102.7%
↑ Expanding
Max DD 12M
-26.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -24% signals a downtrend — price is moving against you. Near-term vol (103%) is expanding vs long-term (41%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.61
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 219 peers
Sector Value %ile
89.1%
Sector Quality %ile
32.3%
P/E z-score
-0.09
P/B z-score
-0.25
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (89th value) but weak quality (23th). Classic value trap risk.
Falling Knife
Weak momentum (15th) despite looking cheap (89th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (103%) significantly exceeds 252-day (41%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.1% avg (7 factors)
Quality
D
40.0% avg (8 factors)
Momentum
F
14.8% avg (4 factors)
Risk
C
47.7% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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 Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.610 | —0 | — | |
| Value %ile | 0.890 | —8 | — | |
| Quality %ile | 0.230 | —8 | — | |
| Momentum %ile | 0.150 | —8 | — | |
| F-Score | 4.000 | —8 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.414 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
26.11
Earnings Yield (E/P)
0.0740
Price / Sales
0.92
Price / Book
1.13
Price / Cash Flow
6.44
FCF Yield
18.8%
EBITDA / EV
13.7%
Sales Yield (1/P·S)
0.7532
Shareholder Yield
Div + net buyback / mktcap
1.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.3%
Return on Assets
2.0%
Net Margin
3.5%
Operating Margin
9.8%
Gross Profit / Assets
Novy-Marx GPA
17.3%
Debt / Equity
1.11
Current Ratio
1.38
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.061
MomentumPrice trend strength over different horizons
6M Return
-0.5%
12M Return
-20.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-24.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.59
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.8%
Earnings Growth (YoY)
-32.9%
Earnings Stability (CV)
Lower = more stable
0.798
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
1.9%
Buyback Yield
0.0%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
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
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