Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f71b889f-1d6b-4753-b416-06aa16952666/
CMCX
CMC Markets PlcSnapshot 2026-06-07 · 0.0w · Fresh
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
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 56%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.17
V
Value Analysis
Cheapness relative to fundamentals
13.0%ile
P/E
1989.3×
P/S
343.5×
P/B
291.0×
E/P
0.0005
FCF Yield
0.001
EBITDA/EV
0.001
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
89.00000000
/100 — 1=cheapest
VC2 (Trending Value)
85.00000000
/100
VC3 (Buyback)
86.00000000
/100
P/E of 1989.3x is premium-priced — the market is paying up for expected growth. VC2 score of 85.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.146
ROA
0.081
Net Margin
0.173
Op Margin
0.262
GPA
0.295
Current
2.12
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.001
Earn Growth
0.355
Accruals
-0.147
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
92.0%ile
6M Return
57.6%
12M Return
83.9%
12-1 Mom
56.0%
Risk-Adj
1.17
Vol 252d
47.9%
Vol 60d
116.7%
↑ Expanding
Max DD 12M
-17.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 56% is very strong — a clear uptrend. Near-term vol (117%) is expanding vs long-term (48%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.61
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 186 peers
Sector Value %ile
9.1%
Sector Quality %ile
99.5%
P/E z-score
0.58
P/B z-score
-0.05
Sector Avg OS
58.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (98th) and momentum (92th) but expensive (13th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (92th) but high volatility (48%). Momentum could reverse sharply.
Quality at a Premium
High quality (98th) but expensive (13th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (117%) significantly exceeds 252-day (48%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
3.9% avg (7 factors)
Quality
B
67.1% avg (7 factors)
Momentum
A
88.5% avg (4 factors)
Risk
D
36.8% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.610 | —0 | — | |
| Value %ile | 0.130 | —1 | — | |
| Quality %ile | 0.980 | —1 | — | |
| Momentum %ile | 0.920 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.683 | —0 | — | |
| Volatility | 0.479 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1989.31
Earnings Yield (E/P)
0.0005
Price / Sales
343.54
Price / Book
291.05
Price / Cash Flow
705.50
FCF Yield
0.1%
EBITDA / EV
0.1%
Sales Yield (1/P·S)
0.0029
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.6%
Return on Assets
8.1%
Net Margin
17.3%
Operating Margin
26.2%
Gross Profit / Assets
Novy-Marx GPA
29.5%
Current Ratio
2.12
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.147
MomentumPrice trend strength over different horizons
6M Return
57.6%
12M Return
83.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
56.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.1%
Earnings Growth (YoY)
35.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
0.0%
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
89
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
85
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
86
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
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity