Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/fd9706d7-6712-431e-94f4-671fd786c0a7/
STP
Step One Clothing LimitedSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.700
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
239.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
19.2%
💰
High Yield
Div 17.1%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
71.0%ile
P/E
2.1×
P/S
0.3×
P/B
0.5×
E/P
2.0995
FCF Yield
1.022
EBITDA/EV
2.390
SH Yield
0.192
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
29.00000000
/100 — 1=cheapest
VC2 (Trending Value)
29.00000000
/100
VC3 (Buyback)
29.00000000
/100
P/E of 2.1x places this firmly in deep value territory. FCF yield of 102.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
69.0%ile
ROE
0.243
ROA
0.204
Net Margin
0.146
Op Margin
0.189
GPA
1.068
Current
6.04
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.028
Earn Growth
0.023
5yr Consist
No
ROE of 24% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
70.0%ile
6M Return
-60.0%
12M Return
-80.4%
12-1 Mom
-77.6%
Risk-Adj
-1.21
Vol 252d
64.1%
Vol 60d
158.8%
↑ Expanding
Max DD 12M
-80.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -78% signals a downtrend — price is moving against you. Near-term vol (159%) is expanding vs long-term (64%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 90 peers
Sector Value %ile
44.0%
Sector Quality %ile
56.0%
P/E z-score
-0.90
P/B z-score
-0.12
Sector Avg OS
56.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (71th value) with strong momentum (70th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 19.2% backed by 102.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (159%) significantly exceeds 252-day (64%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (7 factors)
Quality
A
83.8% avg (6 factors)
Momentum
F
0.0% avg (4 factors)
Risk
F
9.8% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.790 | —3 | — | |
| Value %ile | 0.710 | —1 | — | |
| Quality %ile | 0.690 | —0 | — | |
| Momentum %ile | 0.700 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.453 | —0 | — | |
| Volatility | 0.641 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.05
Earnings Yield (E/P)
2.0995
Price / Sales
0.30
Price / Book
0.50
FCF Yield
102.2%
EBITDA / EV
239.0%
Sales Yield (1/P·S)
11.1278
Shareholder Yield
Div + net buyback / mktcap
19.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.3%
Return on Assets
20.4%
Net Margin
14.6%
Operating Margin
18.9%
Gross Profit / Assets
Novy-Marx GPA
106.8%
Current Ratio
6.04
MomentumPrice trend strength over different horizons
6M Return
-60.0%
12M Return
-80.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-77.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.21
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.8%
Earnings Growth (YoY)
2.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
17.1%
Buyback Yield
2.0%
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
29
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
29
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
29
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