Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/faa25e66-3a3a-47c7-ac40-793c8102883c/
KRM
KRM22 PlcSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
0 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
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
49.0%ile
P/B
0.0×
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
51.00000000
/100 — 1=cheapest
VC2 (Trending Value)
52.00000000
/100
VC3 (Buyback)
52.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
50.0%ile
ROE
-0.399
ROA
-0.170
Net Margin
-0.272
Op Margin
-0.213
GPA
0.485
Current
0.96
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.099
Accruals
-0.369
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
49.0%ile
6M Return
5.4%
12M Return
4.0%
12-1 Mom
6.7%
Risk-Adj
0.20
Vol 252d
32.7%
Vol 60d
73.2%
↑ Expanding
Max DD 12M
-33.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (73%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.49
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 185 peers
Sector Value %ile
40.9%
Sector Quality %ile
47.8%
P/B z-score
-0.55
Sector Avg OS
56.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (73%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (1 factors)
Quality
D
30.8% avg (7 factors)
Momentum
D
38.6% avg (4 factors)
Risk
B
62.2% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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 Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.490 | —0 | — | |
| Value %ile | 0.490 | —0 | — | |
| Quality %ile | 0.500 | —0 | — | |
| Momentum %ile | 0.490 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.578 | —0 | — | |
| Volatility | 0.327 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.05
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-39.9%
Return on Assets
-17.0%
Net Margin
-27.2%
Operating Margin
-21.3%
Gross Profit / Assets
Novy-Marx GPA
48.5%
Current Ratio
0.96
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.369
MomentumPrice trend strength over different horizons
6M Return
5.4%
12M Return
4.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
6.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.20
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
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
51
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
52
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
52
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