Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/fa853b48-6b7c-4486-a478-e209d0a9563f/

LS4C

London Stock Exchange GroupPLCR
Chart
€109.35
Latest Week 2026-06-05
Financial ServicesFinancial Data & Stock ExchangesLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.17
OS Score
12.0%
Value
68.0%
Quality
50.0%
Momentum
7/9
F-Score
0.286
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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
5.2%
💰
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
12.0%ile
P/E
44.6×
P/S
6.0×
P/B
2.8×
E/P
0.0224
FCF Yield
0.027
EBITDA/EV
0.070
SH Yield
0.052
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
86.00000000
/100 — 1=cheapest
VC2 (Trending Value)
79.00000000
/100
VC3 (Buyback)
82.00000000
/100
P/E of 44.6x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.063
ROA
0.002
Net Margin
0.134
Op Margin
0.232
GPA
0.010
Current
1.00
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.055
Earn Growth
0.898
Accruals
-0.003
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
50.0%ile
6M Return
10.4%
Vol 252d
36.7%
Vol 60d
80.8%
↑ Expanding
Max DD 12M
-19.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (81%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.17
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
7.4%
Sector Quality %ile
82.1%
P/E z-score
0.33
P/B z-score
0.01
Sector Avg OS
57.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PA9 The Travelers Companies, Inc. 98.0% 91.0% 75.0% 88.0%
LUS1 Lang & Schwarz Aktiengesellschaft 97.0% 95.0% 68.0% 81.0%
BNP BNP Paribas SA 96.0% 91.0% 66.0% 75.0%
DBK Deutsche Bank Aktiengesellschaft 96.0% 93.0% 69.0% 67.0%
FO4N ageas SA/NV 95.0% 93.0% 61.0% 68.0%
UN9 UNIQA Insurance Group AG 95.0% 80.0% 72.0% 83.0%
BCY Barclays PLC 95.0% 85.0% 66.0% 80.0%
RAW Raiffeisen Bank International AG 95.0% 83.0% 59.0% 90.0%
Factor Interactions
Volatility Expanding
60-day vol (81%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
42.1% avg (7 factors)
Quality
D
34.8% avg (7 factors)
Momentum
C
50.5% avg (1 factors)
Risk
C
55.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.170—1—
Value %ile0.120—1—
Quality %ile0.680—0—
Momentum %ile0.500—0—
F-Score7.000—1—
Confidence0.758—1—
Volatility0.367—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
44.56
Earnings Yield (E/P)
0.0224
Price / Sales
5.96
Price / Book
2.81
Price / Cash Flow
15.37
FCF Yield
2.7%
EBITDA / EV
7.0%
Sales Yield (1/P·S)
0.1446
Shareholder Yield
Div + net buyback / mktcap
5.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.3%
Return on Assets
0.2%
Net Margin
13.4%
Operating Margin
23.2%
Gross Profit / Assets
Novy-Marx GPA
1.0%
Current Ratio
1.00
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.003
MomentumPrice trend strength over different horizons
6M Return
10.4%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.5%
Earnings Growth (YoY)
89.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
1.3%
Buyback Yield
3.9%
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
86
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
79
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
82
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