Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ed28b7c0-fe35-40f1-891b-1ed5be0b044e/
ESO
EPE Special Opportunities LimitedSnapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
✗
◆
Quality × Value
QV 0.665
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +328%
🔄
Shareholder Yield
7.8%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 56%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 66%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.80
⚡
Risk-Adj Momentum
RAM 1.88
V
Value Analysis
Cheapness relative to fundamentals
66.0%ile
P/E
8.9×
P/S
7.1×
P/B
0.6×
FCF Yield
0.148
SH Yield
0.078
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
34.00000000
/100
VC3 (Buyback)
34.00000000
/100
P/E of 8.9x places this firmly in deep value territory. FCF yield of 14.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
67.0%ile
ROE
0.064
ROA
0.056
Net Margin
0.801
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
3.285
Accruals
-0.006
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
69.0%ile
6M Return
58.8%
12M Return
57.7%
12-1 Mom
55.7%
Risk-Adj
1.88
Vol 252d
29.7%
Vol 60d
78.5%
↑ Expanding
Max DD 12M
-8.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 56% is very strong — a clear uptrend. Risk-adjusted momentum of 1.88 is excellent — strong returns relative to volatility. Near-term vol (78%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 185 peers
Sector Value %ile
61.8%
Sector Quality %ile
66.1%
P/E z-score
-0.26
P/B z-score
-0.50
Sector Avg OS
55.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 328% with P/E of 9×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 7.8% backed by 14.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (78%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
88.3% avg (5 factors)
Quality
C
52.2% avg (4 factors)
Momentum
A
92.3% avg (4 factors)
Risk
B
67.2% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.820 | —4 | — | |
| Value %ile | 0.660 | —0 | — | |
| Quality %ile | 0.670 | —0 | — | |
| Momentum %ile | 0.690 | —0 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.619 | —0 | — | |
| Volatility | 0.297 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.90
Price / Sales
7.13
Price / Book
0.57
Price / Cash Flow
8.00
FCF Yield
14.8%
Sales Yield (1/P·S)
0.1665
Shareholder Yield
Div + net buyback / mktcap
7.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.4%
Return on Assets
5.6%
Net Margin
80.1%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.006
MomentumPrice trend strength over different horizons
6M Return
58.8%
12M Return
57.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
55.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.88
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
328.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.0%
Buyback Yield
7.8%
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
34
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
34
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity