Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f962b5c9-e8db-49a5-80d4-c64e0a52a043/
IPH
IPH LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
#5.00000000
◆
Quality × Value
QV 0.945
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 10.00000000
📐
EBITDA/EV
12.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +17%
🔄
Shareholder Yield
4.4%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/E
15.2×
P/S
1.5×
P/B
1.5×
E/P
0.0913
FCF Yield
0.086
EBITDA/EV
0.128
SH Yield
0.044
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
11.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
9.00000000
/100
FCF yield of 8.6% is strong — the business generates significant free cash relative to price. VC2 score of 10.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.098
ROA
0.051
Net Margin
0.097
Op Margin
0.188
GPA
0.523
Current
2.72
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.166
Earn Growth
0.076
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
11.0%ile
6M Return
22.6%
12M Return
-7.4%
12-1 Mom
-14.3%
Risk-Adj
-0.43
Vol 252d
33.3%
Vol 60d
59.6%
↑ Expanding
Max DD 12M
-38.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -14% signals a downtrend — price is moving against you. Near-term vol (60%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 129 peers
Sector Value %ile
86.9%
Sector Quality %ile
96.9%
P/E z-score
-0.32
P/B z-score
-0.22
Sector Avg OS
51.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (96th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 17% with P/E of 15×. Growth isn't fully priced in.
Falling Knife
Weak momentum (11th) despite looking cheap (93th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 4.4% backed by 8.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (60%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.8% avg (7 factors)
Quality
C
59.9% avg (6 factors)
Momentum
F
29.9% avg (4 factors)
Risk
B
61.2% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.850 | —1 | — | |
| Value %ile | 0.930 | —1 | — | |
| Quality %ile | 0.960 | —1 | — | |
| Momentum %ile | 0.110 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.516 | —0 | — | |
| Volatility | 0.333 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.21
Earnings Yield (E/P)
0.0913
Price / Sales
1.48
Price / Book
1.50
FCF Yield
8.6%
EBITDA / EV
12.8%
Sales Yield (1/P·S)
0.4846
Shareholder Yield
Div + net buyback / mktcap
4.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.8%
Return on Assets
5.1%
Net Margin
9.7%
Operating Margin
18.8%
Gross Profit / Assets
Novy-Marx GPA
52.3%
Current Ratio
2.72
External Financing
Net issuance — lower=better
0.145
MomentumPrice trend strength over different horizons
6M Return
22.6%
12M Return
-7.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-14.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.43
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
16.6%
Earnings Growth (YoY)
7.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
Buyback Yield
-4.6%
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
11
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
5
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity