Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/35936269-7da5-45dc-b5ae-03e9e183f711/

SDR

Schroders plc
Chart
£584.50
Latest Week 2026-06-05
Financial ServicesAsset ManagementMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.58
OS Score
16.0%
Value
90.0%
Quality
89.0%
Momentum
5/9
F-Score
0.379
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
Div 0.0%
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 57%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.66
V
Value Analysis
Cheapness relative to fundamentals
16.0%ile
P/E
1679.0×
P/S
278.8×
P/B
203.4×
E/P
0.0006
FCF Yield
0.001
EBITDA/EV
0.001
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
86.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
83.00000000
/100
P/E of 1679.0x is premium-priced — the market is paying up for expected growth. VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
0.121
ROA
0.022
Net Margin
0.166
Op Margin
0.147
GPA
0.102
Current
1.28
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.060
Earn Growth
0.291
Accruals
-0.015
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
89.0%ile
6M Return
50.2%
12M Return
58.4%
12-1 Mom
57.3%
Risk-Adj
1.66
Vol 252d
34.5%
Vol 60d
82.6%
↑ Expanding
Max DD 12M
-8.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 57% is very strong — a clear uptrend. Risk-adjusted momentum of 1.66 is excellent — strong returns relative to volatility. Near-term vol (83%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.58
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 186 peers
Sector Value %ile
11.8%
Sector Quality %ile
93.0%
P/E z-score
0.31
P/B z-score
-0.07
Sector Avg OS
58.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
FSG Foresight Group Holdings Limited 98.0% 99.0% 99.0% 69.0%
VTAS Volta Finance Limited 98.0% 87.0% 80.0% 99.0%
BGEO Lion Finance Group PLC 97.0% 96.0% 68.0% 88.0%
CRE Conduit Holdings Limited 97.0% 96.0% 84.0% 73.0%
STB Secure Trust Bank PLC 97.0% 90.0% 73.0% 92.0%
STAN Standard Chartered PLC 97.0% 91.0% 74.0% 90.0%
AIBG AIB Group plc 96.0% 82.0% 82.0% 86.0%
FEML Fidelity Emerging Markets Limited 96.0% 84.0% 80.0% 94.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (90th) and momentum (89th) but expensive (16th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (90th) but expensive (16th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (83%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
3.9% avg (7 factors)
Quality
D
41.6% avg (7 factors)
Momentum
A
91.2% avg (4 factors)
Risk
C
59.2% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.580—0—
Value %ile0.160—1—
Quality %ile0.900—1—
Momentum %ile0.890—1—
F-Score5.000—0—
Confidence0.813—1—
Volatility0.345—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1678.98
Earnings Yield (E/P)
0.0006
Price / Sales
278.80
Price / Book
203.39
Price / Cash Flow
991.15
FCF Yield
0.1%
EBITDA / EV
0.1%
Sales Yield (1/P·S)
0.0036
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.1%
Return on Assets
2.2%
Net Margin
16.6%
Operating Margin
14.7%
Gross Profit / Assets
Novy-Marx GPA
10.2%
Current Ratio
1.28
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.015
MomentumPrice trend strength over different horizons
6M Return
50.2%
12M Return
58.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
57.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.66
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.0%
Earnings Growth (YoY)
29.1%
5yr Consistent
EPS up every year for 5 years
No
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
86
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
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
Yes
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