Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2c84ceed-2683-45ae-8d02-5ce5d03ed66a/

SRC

SigmaRoc plc
Chart
£115.30
Latest Week 2026-06-05
Basic MaterialsBuilding MaterialsLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.88
OS Score
69.0%
Value
76.0%
Quality
71.0%
Momentum
8/9
F-Score
0.724
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.724
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
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
69.0%ile
P/E
1584.7×
P/S
122.2×
P/B
153.3×
E/P
0.0006
FCF Yield
0.001
EBITDA/EV
0.002
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
30.00000000
/100 — 1=cheapest
VC2 (Trending Value)
69.00000000
/100
VC3 (Buyback)
32.00000000
/100
P/E of 1584.7x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
76.0%ile
ROE
0.097
ROA
0.035
Net Margin
0.077
Op Margin
0.134
GPA
0.119
Current
1.17
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.076
Earn Growth
2.396
Accruals
-0.056
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
71.0%ile
6M Return
-4.7%
12M Return
6.6%
12-1 Mom
10.9%
Risk-Adj
0.30
Vol 252d
36.2%
Vol 60d
86.0%
↑ Expanding
Max DD 12M
-26.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (86%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 170 peers
Sector Value %ile
85.4%
Sector Quality %ile
86.5%
P/E z-score
-0.11
P/B z-score
-0.20
Sector Avg OS
54.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
VALT Valterra Platinum Limited 99.0% 98.0% 85.0% 94.0%
SRB Serabi Gold plc 99.0% 91.0% 96.0% 96.0%
ALTN AltynGold plc 99.0% 88.0% 95.0% 97.0%
THX Thor Explorations Ltd. 99.0% 97.0% 94.0% 93.0%
CMCL Caledonia Mining Corporation Plc 98.0% 93.0% 96.0% 76.0%
CAPD Capital Limited 98.0% 97.0% 80.0% 90.0%
EDV Endeavour Mining plc 96.0% 74.0% 99.0% 94.0%
RSG Resolute Mining Limited 96.0% 78.0% 83.0% 97.0%
Factor Interactions
Piotroski + Value Convergence
F-Score 8/9 with good value (69th). Strong fundamental improvement in a cheap stock.
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
F
3.9% avg (7 factors)
Quality
D
39.0% avg (7 factors)
Momentum
D
38.1% avg (4 factors)
Risk
C
56.3% 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
FactorCurrentStreakTrendSpark
OS Composite0.880—1—
Value %ile0.690—0—
Quality %ile0.760—1—
Momentum %ile0.710—1—
F-Score8.000—1—
Confidence0.813—1—
Volatility0.362—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1584.71
Earnings Yield (E/P)
0.0006
Price / Sales
122.17
Price / Book
153.30
Price / Cash Flow
615.18
FCF Yield
0.1%
EBITDA / EV
0.2%
Sales Yield (1/P·S)
0.0082
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.7%
Return on Assets
3.5%
Net Margin
7.7%
Operating Margin
13.4%
Gross Profit / Assets
Novy-Marx GPA
11.9%
Current Ratio
1.17
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.056
MomentumPrice trend strength over different horizons
6M Return
-4.7%
12M Return
6.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
10.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.30
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.6%
Earnings Growth (YoY)
239.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
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
30
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
69
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
32
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