Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e642e0c8-8675-401b-8bc3-752d7765b880/
KG
Kestrel Group, Ltd.Snapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 4
📐
EBITDA/EV
30.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
55.6%
💰
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
1.8×
P/S
1.7×
P/B
0.6×
E/P
0.2821
FCF Yield
-0.460
EBITDA/EV
0.303
SH Yield
0.556
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 1.8x places this firmly in deep value territory. Negative FCF yield (-46.0%) — the business is currently cash-consumptive. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
25.0%ile
ROE
0.327
ROA
0.075
Net Margin
0.962
Op Margin
1.276
GPA
0.053
D/E
3.35
Current
0.09
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
4.156
Stability
3.975
lower=better
Accruals
0.238
lower=better
5yr Consist
No
ROE of 33% is exceptional. Highly leveraged with D/E of 3.35 — returns are being amplified by debt. Accruals ratio of 0.238 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
3.0%ile
6M Return
-6.9%
12M Return
-59.9%
12-1 Mom
-47.7%
Risk-Adj
-0.63
Vol 252d
75.8%
Vol 60d
188.2%
↑ Expanding
Max DD 12M
-70.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -48% signals a downtrend — price is moving against you. Near-term vol (188%) is expanding vs long-term (76%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.59
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
82.8%
Sector Quality %ile
5.8%
P/E z-score
-0.53
P/B z-score
-0.07
Sector Avg OS
85.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (92th value) but weak quality (25th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 416% with P/E of 2×. Growth isn't fully priced in.
Falling Knife
Weak momentum (3th) despite looking cheap (92th value). Wait for momentum to stabilise.
Leveraged Returns
Strong ROE (33%) boosted by high leverage (D/E 3.3). Returns look good but come with balance sheet risk.
Earnings Quality Concern
ROE looks strong (33%) but high accruals (0.238) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (188%) significantly exceeds 252-day (76%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.1% avg (7 factors)
Quality
D
44.7% avg (8 factors)
Momentum
F
9.6% avg (4 factors)
Risk
F
0.0% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.590 | —0 | — | |
| Value %ile | 0.920 | —7 | — | |
| Quality %ile | 0.250 | —7 | — | |
| Momentum %ile | 0.030 | —7 | — | |
| F-Score | 3.000 | —7 | — | |
| Confidence | 0.910 | —7 | — | |
| Volatility | 0.758 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.81
Earnings Yield (E/P)
0.2821
Price / Sales
1.75
Price / Book
0.59
FCF Yield
-46.0%
EBITDA / EV
30.3%
Sales Yield (1/P·S)
0.2212
Shareholder Yield
Div + net buyback / mktcap
55.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
32.7%
Return on Assets
7.5%
Net Margin
96.2%
Operating Margin
127.6%
Gross Profit / Assets
Novy-Marx GPA
5.3%
Debt / Equity
3.35
Current Ratio
0.09
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.238
MomentumPrice trend strength over different horizons
6M Return
-6.9%
12M Return
-59.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-47.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.63
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
415.6%
Earnings Stability (CV)
Lower = more stable
3.975
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
55.6%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
58
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