Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/fdb853d7-34fc-4bc4-bf3c-dc15f504ee63/

ITH

Ithaca Energy plc
Chart
£238.80
Latest Week 2026-06-05
EnergyOil & Gas E&PMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.97
OS Score
85.0%
Value
81.0%
Quality
92.0%
Momentum
4/9
F-Score
0.830
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.830
🏛
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
RAM 1.34
V
Value Analysis
Cheapness relative to fundamentals
85.0%ile
P/S
133.8×
P/B
153.3×
FCF Yield
0.002
EBITDA/EV
0.005
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
12.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%ile
ROE
-0.033
ROA
-0.010
Net Margin
-0.029
Op Margin
0.372
GPA
0.146
Current
0.79
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.487
Stability
10.668
lower=better
Accruals
-0.216
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
92.0%ile
6M Return
38.4%
12M Return
63.5%
12-1 Mom
79.5%
Risk-Adj
1.34
Vol 252d
59.1%
Vol 60d
117.0%
↑ Expanding
Max DD 12M
-32.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 80% is very strong — a clear uptrend. Near-term vol (117%) is expanding vs long-term (59%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy · 92 peers
Sector Value %ile
82.8%
Sector Quality %ile
94.6%
P/B z-score
-0.18
Sector Avg OS
54.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HBR Harbour Energy plc 98.0% 96.0% 86.0% 86.0%
SAVE Savannah Energy PLC 97.0% 99.0% 76.0% 72.0%
CNE Capricorn Energy PLC 97.0% 90.0% 84.0% 84.0%
SEPL Seplat Energy Plc 97.0% 77.0% 93.0% 98.0%
DEC Diversified Energy Company 96.0% 97.0% 79.0% 67.0%
HTG Hunting PLC 95.0% 80.0% 74.0% 95.0%
BP BP p.l.c. 94.0% 79.0% 73.0% 87.0%
ENQ EnQuest PLC 93.0% 93.0% 31.0% 91.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (85th) and quality (81th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (85th value) with strong momentum (92th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (92th) but high volatility (59%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (117%) significantly exceeds 252-day (59%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
6.1% avg (5 factors)
Quality
D
35.4% avg (7 factors)
Momentum
A
86.0% avg (4 factors)
Risk
F
18.1% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.970—1—
Value %ile0.850—1—
Quality %ile0.810—1—
Momentum %ile0.920—1—
F-Score4.000—1—
Confidence0.786—1—
Volatility0.591—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
133.78
Price / Book
153.26
Price / Cash Flow
226.93
FCF Yield
0.2%
EBITDA / EV
0.5%
Sales Yield (1/P·S)
0.0074
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-3.3%
Return on Assets
-1.0%
Net Margin
-2.9%
Operating Margin
37.2%
Gross Profit / Assets
Novy-Marx GPA
14.6%
Current Ratio
0.79
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.216
MomentumPrice trend strength over different horizons
6M Return
38.4%
12M Return
63.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
79.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.34
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
48.7%
Earnings Stability (CV)
Lower = more stable
10.668
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.1%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
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