Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e5a0e4f1-e399-4e64-8eaa-8e1814b77070/
WJL
WEBJET GRP FPO [WJL]Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.889
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 9.00000000
📐
EBITDA/EV
44.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.6%
💰
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
92.0%ile
P/E
43.7×
P/S
1.1×
P/B
1.1×
E/P
0.3183
FCF Yield
-0.601
EBITDA/EV
0.448
SH Yield
0.056
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
10.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
10.00000000
/100
P/E of 43.7x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-60.1%) — the business is currently cash-consumptive. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.025
ROA
0.015
Net Margin
0.026
Op Margin
0.099
GPA
0.598
Current
1.58
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.022
Earn Growth
-0.313
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
2.0%ile
6M Return
-54.4%
12M Return
-53.1%
12-1 Mom
-39.1%
Risk-Adj
-0.92
Vol 252d
42.6%
Vol 60d
102.8%
↑ Expanding
Max DD 12M
-55.6%
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 (103%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.75
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 90 peers
Sector Value %ile
75.8%
Sector Quality %ile
74.7%
P/E z-score
0.61
P/B z-score
-0.35
Sector Avg OS
50.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (92th) and quality (86th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (2th) despite looking cheap (92th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (103%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.6% avg (7 factors)
Quality
D
37.7% avg (6 factors)
Momentum
F
0.5% avg (4 factors)
Risk
C
45.7% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.750 | —1 | — | |
| Value %ile | 0.920 | —1 | — | |
| Quality %ile | 0.860 | —1 | — | |
| Momentum %ile | 0.020 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.848 | —1 | — | |
| Volatility | 0.426 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
43.69
Earnings Yield (E/P)
0.3183
Price / Sales
1.12
Price / Book
1.11
FCF Yield
-60.1%
EBITDA / EV
44.8%
Sales Yield (1/P·S)
3.2132
Shareholder Yield
Div + net buyback / mktcap
5.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.5%
Return on Assets
1.5%
Net Margin
2.6%
Operating Margin
9.9%
Gross Profit / Assets
Novy-Marx GPA
59.8%
Current Ratio
1.58
MomentumPrice trend strength over different horizons
6M Return
-54.4%
12M Return
-53.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-39.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.92
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.2%
Earnings Growth (YoY)
-31.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
5.4%
Buyback Yield
0.1%
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
10
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
94
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