Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f0195c8b-bb56-4156-a0b1-030df6bbe276/
RKN
Reckon LimitedSnapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
✗
◆
Quality × Value
QV 0.950
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3
📐
EBITDA/EV
46.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +16%
🔄
Shareholder Yield
5.5%
💰
High Yield
Div 5.9%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
6.5×
P/S
0.8×
P/B
1.9×
E/P
0.1725
FCF Yield
0.151
EBITDA/EV
0.462
SH Yield
0.055
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 6.5x places this firmly in deep value territory. FCF yield of 15.1% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
93.0%ile
ROE
0.287
ROA
0.131
Net Margin
0.118
Op Margin
0.157
GPA
0.961
Current
0.30
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.155
Earn Growth
0.667
5yr Consist
No
ROE of 29% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
14.0%ile
6M Return
-26.7%
12M Return
-7.9%
12-1 Mom
-5.7%
Risk-Adj
-0.15
Vol 252d
39.5%
Vol 60d
58.4%
↑ Expanding
Max DD 12M
-38.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (58%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 132 peers
Sector Value %ile
99.2%
Sector Quality %ile
94.0%
P/E z-score
-0.50
P/B z-score
-0.63
Sector Avg OS
41.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (93th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 16% with P/E of 7×. Growth isn't fully priced in.
Falling Knife
Weak momentum (14th) despite looking cheap (97th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 5.5% backed by 15.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (58%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
92.5% avg (7 factors)
Quality
B
60.4% avg (6 factors)
Momentum
F
18.9% avg (4 factors)
Risk
C
50.9% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.870 | —6 | — | |
| Value %ile | 0.970 | —6 | — | |
| Quality %ile | 0.930 | —6 | — | |
| Momentum %ile | 0.140 | —6 | — | |
| F-Score | 4.000 | —6 | — | |
| Confidence | 0.712 | —6 | — | |
| Volatility | 0.395 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.54
Earnings Yield (E/P)
0.1725
Price / Sales
0.77
Price / Book
1.88
FCF Yield
15.1%
EBITDA / EV
46.2%
Sales Yield (1/P·S)
1.1009
Shareholder Yield
Div + net buyback / mktcap
5.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
28.7%
Return on Assets
13.1%
Net Margin
11.8%
Operating Margin
15.7%
Gross Profit / Assets
Novy-Marx GPA
96.1%
Current Ratio
0.30
External Financing
Net issuance — lower=better
0.007
MomentumPrice trend strength over different horizons
6M Return
-26.7%
12M Return
-7.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-5.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.15
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.5%
Earnings Growth (YoY)
66.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
5.9%
Buyback Yield
-0.4%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
71
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