Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/eb65d4bc-9860-443f-bd35-b9facfdd922b/

RRU

Rolls-Royce Holdings plc
Chart
€14.61
Latest Week 2026-06-05
IndustrialsAerospace & DefenseLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.42
OS Score
10.0%
Value
82.0%
Quality
81.0%
Momentum
7/9
F-Score
0.286
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 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
Rev +12%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 33%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.00
V
Value Analysis
Cheapness relative to fundamentals
10.0%ile
P/E
20.9×
P/S
5.8×
P/B
44.9×
E/P
0.0477
FCF Yield
0.030
EBITDA/EV
0.068
SH Yield
0.015
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
89.00000000
/100 — 1=cheapest
VC2 (Trending Value)
89.00000000
/100
VC3 (Buyback)
89.00000000
/100
VC2 score of 89.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
2.143
ROA
0.153
Net Margin
0.275
Op Margin
0.208
GPA
0.162
Current
1.20
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.122
Earn Growth
1.324
Accruals
0.033
lower=better
5yr Consist
No
ROE of 214% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
17.7%
12M Return
38.0%
12-1 Mom
33.4%
Risk-Adj
1.00
Vol 252d
33.3%
Vol 60d
78.5%
↑ Expanding
Max DD 12M
-18.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 33% is very strong — a clear uptrend. Near-term vol (78%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.42
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 143 peers
Sector Value %ile
14.6%
Sector Quality %ile
86.8%
P/E z-score
-0.17
P/B z-score
7.63
Sector Avg OS
50.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
INR International Consolidated Airlines Group S.A. 98.0% 89.0% 91.0% 73.0%
AAG Aumann AG 98.0% 93.0% 90.0% 63.0%
ERAG Ernst Russ AG 98.0% 94.0% 81.0% 72.0%
MBB MBB SE 98.0% 90.0% 94.0% 74.0%
XD4 Strabag SE 97.0% 87.0% 86.0% 71.0%
QJQ ISS A/S 97.0% 98.0% 88.0% 51.0%
AFR0 Air France-KLM SA 97.0% 91.0% 76.0% 71.0%
ABS2 PORR AG 96.0% 92.0% 60.0% 83.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (82th) and momentum (81th) but expensive (10th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (82th) but expensive (10th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (78%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
36.6% avg (7 factors)
Quality
B
65.3% avg (7 factors)
Momentum
B
65.8% avg (4 factors)
Risk
B
61.2% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.420—0—
Value %ile0.100—1—
Quality %ile0.820—1—
Momentum %ile0.810—1—
F-Score7.000—1—
Confidence0.813—1—
Volatility0.333—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.94
Earnings Yield (E/P)
0.0477
Price / Sales
5.77
Price / Book
44.88
Price / Cash Flow
26.80
FCF Yield
3.0%
EBITDA / EV
6.8%
Sales Yield (1/P·S)
0.1759
Shareholder Yield
Div + net buyback / mktcap
1.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
214.3%
Return on Assets
15.3%
Net Margin
27.5%
Operating Margin
20.8%
Gross Profit / Assets
Novy-Marx GPA
16.2%
Current Ratio
1.20
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.033
External Financing
Net issuance — lower=better
0.028
MomentumPrice trend strength over different horizons
6M Return
17.7%
12M Return
38.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
33.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.00
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.2%
Earnings Growth (YoY)
132.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.7%
Buyback Yield
0.8%
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
89
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
89
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
89
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