Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/12d14a15-9ee0-41cd-82f2-5cb17f3f11db/
SGE
Société Générale Société anonymeSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.0
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 40%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.23
V
Value Analysis
Cheapness relative to fundamentals
73.0%ile
P/E
8.5×
P/S
1.0×
P/B
0.7×
E/P
0.1170
FCF Yield
-0.484
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
34.00000000
/100
VC3 (Buyback)
34.00000000
/100
P/E of 8.5x places this firmly in deep value territory. Negative FCF yield (-48.4%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
11.0%ile
ROE
0.085
ROA
0.004
Net Margin
0.114
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.002
Earn Growth
0.508
Stability
0.175
lower=better
Accruals
0.016
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
14.1%
12M Return
43.9%
12-1 Mom
39.7%
Risk-Adj
1.23
Vol 252d
32.2%
Vol 60d
71.7%
↑ Expanding
Max DD 12M
-17.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 40% is very strong — a clear uptrend. Near-term vol (72%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.76
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 94 peers
Sector Value %ile
68.4%
Sector Quality %ile
13.7%
P/E z-score
-0.37
P/B z-score
-0.34
Sector Avg OS
56.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (73th value) with strong momentum (83th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (73th value) but weak quality (11th). Classic value trap risk.
Volatility Expanding
60-day vol (72%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.3% avg (6 factors)
Quality
D
33.6% avg (4 factors)
Momentum
B
69.8% avg (4 factors)
Risk
B
62.9% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.760 | —1 | — | |
| Value %ile | 0.730 | —1 | — | |
| Quality %ile | 0.110 | —1 | — | |
| Momentum %ile | 0.830 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.727 | —1 | — | |
| Volatility | 0.322 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.54
Earnings Yield (E/P)
0.1170
Price / Sales
0.97
Price / Book
0.72
FCF Yield
-48.4%
Sales Yield (1/P·S)
0.8784
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.5%
Return on Assets
0.4%
Net Margin
11.4%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.016
MomentumPrice trend strength over different horizons
6M Return
14.1%
12M Return
43.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
39.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.23
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.2%
Earnings Growth (YoY)
50.8%
Earnings Stability (CV)
Lower = more stable
0.175
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
34
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
34
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