Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e3a50d11-3ab2-44de-ab25-a83ca2faaaa6/
RICA
Ruffer Investment Company LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 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
Vol 8%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.09
V
Value Analysis
Cheapness relative to fundamentals
34.0%ile
P/E
2173.4×
P/S
2040.9×
P/B
102.1×
E/P
0.0005
FCF Yield
0.002
SH Yield
0.002
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
76.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
34.00000000
/100
P/E of 2173.4x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.047
ROA
0.047
Net Margin
0.939
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
2.551
Earn Growth
3.859
Accruals
-0.157
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
70.0%ile
6M Return
1.9%
12M Return
6.2%
12-1 Mom
8.7%
Risk-Adj
1.09
Vol 252d
8.0%
Vol 60d
20.0%
↑ Expanding
Max DD 12M
-4.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (20%) is expanding vs long-term (8%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.64
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 186 peers
Sector Value %ile
23.5%
Sector Quality %ile
89.3%
P/E z-score
0.74
P/B z-score
-0.09
Sector Avg OS
58.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (85th) and momentum (70th) but expensive (34th value). Premium priced — watch for mean reversion.
Volatility Expanding
60-day vol (20%) significantly exceeds 252-day (8%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
4.9% avg (6 factors)
Quality
C
59.2% avg (4 factors)
Momentum
D
44.3% avg (4 factors)
Risk
A
100.0% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.640 | —0 | — | |
| Value %ile | 0.340 | —0 | — | |
| Quality %ile | 0.850 | —1 | — | |
| Momentum %ile | 0.700 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.442 | —0 | — | |
| Volatility | 0.080 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2173.43
Earnings Yield (E/P)
0.0005
Price / Sales
2040.93
Price / Book
102.06
Price / Cash Flow
498.29
FCF Yield
0.2%
Sales Yield (1/P·S)
0.0005
Shareholder Yield
Div + net buyback / mktcap
0.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.7%
Return on Assets
4.7%
Net Margin
93.9%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.157
MomentumPrice trend strength over different horizons
6M Return
1.9%
12M Return
6.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.09
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
255.1%
Earnings Growth (YoY)
385.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
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
76
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
34
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity