Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/13dfd3bc-c6ba-4293-bf3f-588fe2695551/
XRO
Xero LimitedSnapshot 2026-06-07 · 0.0w · 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
7.0%ile
P/E
96.8×
P/S
5.9×
P/B
3.0×
FCF Yield
0.032
EBITDA/EV
0.054
SH Yield
-0.119
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
97.00000000
/100 — 1=cheapest
VC2 (Trending Value)
99.00000000
/100
VC3 (Buyback)
99.00000000
/100
P/E of 96.8x is premium-priced — the market is paying up for expected growth. VC2 score of 99.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
12.0%ile
ROE
0.031
ROA
0.018
Net Margin
0.061
Op Margin
-0.007
GPA
0.254
Current
1.09
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.201
Earn Growth
-0.393
5yr Consist
No
F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
1.0%ile
6M Return
-33.3%
12M Return
-58.0%
12-1 Mom
-55.7%
Risk-Adj
-1.57
Vol 252d
35.6%
Vol 60d
85.9%
↑ Expanding
Max DD 12M
-63.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -56% signals a downtrend — price is moving against you. Near-term vol (86%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.01
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 133 peers
Sector Value %ile
20.1%
Sector Quality %ile
23.1%
P/E z-score
0.14
P/B z-score
-0.49
Sector Avg OS
43.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (86%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
32.1% avg (6 factors)
Quality
F
23.7% avg (6 factors)
Momentum
F
0.0% avg (4 factors)
Risk
C
57.4% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.010 | —1 | — | |
| Value %ile | 0.070 | —1 | — | |
| Quality %ile | 0.120 | —1 | — | |
| Momentum %ile | 0.010 | —1 | — | |
| F-Score | 1.000 | —1 | — | |
| Confidence | 0.818 | —1 | — | |
| Volatility | 0.356 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
96.85
Price / Sales
5.89
Price / Book
3.00
FCF Yield
3.2%
EBITDA / EV
5.4%
Sales Yield (1/P·S)
0.1678
Shareholder Yield
Div + net buyback / mktcap
-11.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.1%
Return on Assets
1.8%
Net Margin
6.1%
Operating Margin
-0.7%
Gross Profit / Assets
Novy-Marx GPA
25.4%
Current Ratio
1.09
External Financing
Net issuance — lower=better
0.227
MomentumPrice trend strength over different horizons
6M Return
-33.3%
12M Return
-58.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-55.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.57
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
20.1%
Earnings Growth (YoY)
-39.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Dividend Yield
0.0%
Buyback Yield
-11.9%
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
97
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
99
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
99
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