Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/054ad4fb-7e30-49fa-9a3d-f0ff433aacec/
SCZM
Santacruz Silver Mining Ltd. Common SharesSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.910
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.8
◇
VC2 Cheapest
✗
📐
EBITDA/EV
25.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +29%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 89th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
89.0%ile
P/E
9.8×
P/S
1.6×
P/B
2.9×
E/P
0.1019
FCF Yield
0.200
EBITDA/EV
0.255
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
22.00000000
/100
VC3 (Buyback)
22.00000000
/100
P/E of 9.8x places this firmly in deep value territory. FCF yield of 20.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
93.0%ile
ROE
0.293
ROA
0.137
Net Margin
0.159
Op Margin
0.308
GPA
0.286
D/E
1.14
Current
1.54
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.290
Earn Growth
0.066
Stability
0.815
lower=better
Accruals
-0.044
lower=better
5yr Consist
No
ROE of 29% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
39.0%ile
Vol 252d
85.2%
Vol 60d
84.4%
↓ Contracting
Max DD 12M
-49.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 224 peers
Sector Value %ile
91.1%
Sector Quality %ile
90.2%
P/E z-score
-0.35
P/B z-score
-0.08
Sector Avg OS
54.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (89th) and quality (93th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 29% with P/E of 10×. Growth isn't fully priced in.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
75.4% avg (7 factors)
Quality
B
71.3% avg (8 factors)
Risk
F
0.0% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.920 | —1 | — | |
| Value %ile | 0.890 | —1 | — | |
| Quality %ile | 0.930 | —1 | — | |
| Momentum %ile | 0.390 | —0 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.852 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.82
Earnings Yield (E/P)
0.1019
Price / Sales
1.56
Price / Book
2.88
Price / Cash Flow
7.44
FCF Yield
20.0%
EBITDA / EV
25.5%
Sales Yield (1/P·S)
0.6786
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
29.3%
Return on Assets
13.7%
Net Margin
15.9%
Operating Margin
30.8%
Gross Profit / Assets
Novy-Marx GPA
28.6%
Debt / Equity
1.14
Current Ratio
1.54
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.044
MomentumPrice trend strength over different horizons
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
29.0%
Earnings Growth (YoY)
6.6%
Earnings Stability (CV)
Lower = more stable
0.815
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.0%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
22
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
22
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