Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ef034964-2a3d-4bff-8199-806a0c19e9b8/
QLT
Quilter plcSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
4 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
3.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 25%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
27.0%ile
P/B
1.8×
SH Yield
0.032
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
77.00000000
/100 — 1=cheapest
VC2 (Trending Value)
75.00000000
/100
VC3 (Buyback)
75.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.082
ROA
0.002
Net Margin
0.013
Op Margin
0.034
GPA
0.119
Current
115.90
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.723
Accruals
-0.079
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
7.1%
12M Return
21.5%
12-1 Mom
18.5%
Risk-Adj
0.74
Vol 252d
24.9%
Vol 60d
54.4%
↑ Expanding
Max DD 12M
-13.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (54%) is expanding vs long-term (25%) — 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
· 185 peers
Sector Value %ile
22.6%
Sector Quality %ile
96.2%
P/B z-score
0.09
Sector Avg OS
55.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (92th) and momentum (83th) but expensive (27th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (92th) but expensive (27th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (54%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.2% avg (2 factors)
Quality
D
40.7% avg (7 factors)
Momentum
C
51.2% avg (4 factors)
Risk
A
75.2% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.640 | —0 | — | |
| Value %ile | 0.270 | —1 | — | |
| Quality %ile | 0.920 | —1 | — | |
| Momentum %ile | 0.830 | —1 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.712 | —1 | — | |
| Volatility | 0.249 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
1.83
Shareholder Yield
Div + net buyback / mktcap
3.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.2%
Return on Assets
0.2%
Net Margin
1.3%
Operating Margin
3.4%
Gross Profit / Assets
Novy-Marx GPA
11.9%
Current Ratio
115.90
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.079
MomentumPrice trend strength over different horizons
6M Return
7.1%
12M Return
21.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.74
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
72.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
3.2%
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
77
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
75
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
75
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