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

JD

JD Sports Fashion Plc
Chart
0.84 GBp
Latest Week 2026-07-10
Consumer CyclicalApparel RetailMID
Snapshot 2026-07-12 · 0.6w · Fresh
0.92
OS Score
95.0%
Value
89.0%
Quality
26.0%
Momentum
#36.00000000
TV Rank
8/9
F-Score
0.920
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
#36
◆
Quality × Value
QV 0.920
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.2
◇
VC2 Cheapest
VC2 4
📐
EBITDA/EV
24.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +11%
🔄
Shareholder Yield
5.0%
💰
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
95.0%ile
P/E
9.2×
P/S
0.3×
P/B
1.3×
E/P
0.1326
FCF Yield
0.131
EBITDA/EV
0.245
SH Yield
0.050
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 9.2x places this firmly in deep value territory. FCF yield of 13.1% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%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
26.0%ile
6M Return
0.5%
12M Return
-3.1%
12-1 Mom
0.5%
Risk-Adj
0.01
Vol 252d
41.2%
Vol 60d
85.7%
↑ Expanding
Max DD 12M
-34.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (86%) is expanding vs long-term (41%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 117 peers
Sector Value %ile
92.4%
Sector Quality %ile
84.7%
P/E z-score
-0.14
P/B z-score
-0.17
Sector Avg OS
55.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CFX Colefax Group PLC 98.0% 89.0% 95.0% 95.0%
WRKS TheWorks.co.uk plc 98.0% 92.0% 90.0% 83.0%
MARS Marston's PLC 97.0% 96.0% 79.0% 83.0%
G4M Gear4music (Holdings) plc 96.0% 93.0% 76.0% 79.0%
HFD Halfords Group plc 95.0% 87.0% 74.0% 91.0%
FRAS Frasers Group Plc 95.0% 89.0% 81.0% 78.0%
YNGN Young & Co.'s Brewery, P.L.C. 94.0% 91.0% 72.0% 74.0%
FSTA Fuller, Smith & Turner P.L.C. 93.0% 82.0% 71.0% 84.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (95th) and quality (89th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (95th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 5.0% backed by 13.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (86%) significantly exceeds 252-day (41%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
90.7% avg (7 factors)
Quality
C
52.3% avg (7 factors)
Momentum
D
31.9% avg (4 factors)
Risk
C
48.0% 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 Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.920—6—
Value %ile0.950—6—
Quality %ile0.890—6—
Momentum %ile0.260—1—
F-Score8.000—6—
Confidence0.781—6—
Volatility0.412—6—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.20
Earnings Yield (E/P)
0.1326
Price / Sales
0.32
Price / Book
1.34
Price / Cash Flow
2.96
FCF Yield
13.1%
EBITDA / EV
24.5%
Sales Yield (1/P·S)
1.7378
Shareholder Yield
Div + net buyback / mktcap
5.0%
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
0.5%
12M Return
-3.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
0.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.01
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
Buyback Yield
5.0%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
36
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