Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f5ab6997-614b-48ca-948e-780f83afea44/

JD

JD Sports Fashion Plc
Chart
0.89 GBp
Latest Week 2026-07-24
Consumer CyclicalApparel RetailNANO
Snapshot 2026-07-26 · 0.7w · Fresh
0.53
OS Score
50.0%
Value
52.0%
Quality
51.0%
Momentum
8/9
F-Score
0.510
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
50.0%ile
P/B
0.0×
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
49.00000000
/100 — 1=cheapest
VC2 (Trending Value)
50.00000000
/100
VC3 (Buyback)
50.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
52.0%ile
ROE
0.146
ROA
0.045
Net Margin
0.034
Op Margin
0.076
GPA
0.608
Current
1.51
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.105
Earn Growth
-0.063
Accruals
-0.094
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
51.0%ile
6M Return
8.8%
12M Return
-2.3%
12-1 Mom
-6.9%
Risk-Adj
-0.17
Vol 252d
39.6%
Vol 60d
83.2%
↑ Expanding
Max DD 12M
-34.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (83%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.53
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 116 peers
Sector Value %ile
41.9%
Sector Quality %ile
55.6%
P/B z-score
-0.16
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CFX Colefax Group PLC 99.0% 95.0% 96.0% 97.0%
G4M Gear4music (Holdings) plc 97.0% 97.0% 82.0% 90.0%
FRAS Frasers Group Plc 96.0% 94.0% 85.0% 83.0%
BOWL Hollywood Bowl Group plc 95.0% 80.0% 94.0% 85.0%
MOON Moonpig Group PLC 95.0% 83.0% 88.0% 86.0%
WRKS TheWorks.co.uk plc 93.0% 78.0% 79.0% 79.0%
MOTR Motorpoint Group Plc 93.0% 79.0% 80.0% 80.0%
MTC Mothercare plc 93.0% 79.0% 80.0% 80.0%
Factor Interactions
Volatility Expanding
60-day vol (83%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (1 factors)
Quality
C
52.3% avg (7 factors)
Momentum
D
31.1% avg (4 factors)
Risk
C
50.6% avg (1 factors)
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 Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.530—0—
Value %ile0.500—0—
Quality %ile0.520—0—
Momentum %ile0.510—0—
F-Score8.000—8—
Confidence0.708—8—
Volatility0.396—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.01
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.6%
Return on Assets
4.5%
Net Margin
3.4%
Operating Margin
7.6%
Gross Profit / Assets
Novy-Marx GPA
60.8%
Current Ratio
1.51
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.094
MomentumPrice trend strength over different horizons
6M Return
8.8%
12M Return
-2.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-6.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.5%
Earnings Growth (YoY)
-6.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
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
49
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
50
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
50
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