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SGHC

SGHC Limited
Chart
$12.94
Latest Week 2026-06-05
Consumer CyclicalGamblingMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.54
OS Score
11.0%
Value
94.0%
Quality
84.0%
Momentum
6/9
F-Score
0.322
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 34%
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 48%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.12
V
Value Analysis
Cheapness relative to fundamentals
11.0%ile
P/E
26.8×
P/S
2.7×
P/B
9.0×
E/P
0.0373
FCF Yield
0.066
EBITDA/EV
0.069
SH Yield
0.024
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
88.00000000
/100 — 1=cheapest
VC2 (Trending Value)
82.00000000
/100
VC3 (Buyback)
82.00000000
/100
FCF yield of 6.6% is strong — the business generates significant free cash relative to price. VC2 score of 82.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.336
ROA
0.200
Net Margin
0.101
Op Margin
0.166
GPA
1.000
D/E
0.69
Current
1.61
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.341
Earn Growth
0.872
Stability
0.850
lower=better
Accruals
-0.099
lower=better
5yr Consist
No
ROE of 34% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
84.0%ile
6M Return
19.3%
12M Return
46.4%
12-1 Mom
48.0%
Risk-Adj
1.12
Vol 252d
42.8%
Vol 60d
95.2%
↑ Expanding
Max DD 12M
-34.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 48% is very strong — a clear uptrend. Near-term vol (95%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.54
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
7.4%
Sector Quality %ile
95.8%
P/E z-score
-0.04
P/B z-score
0.82
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 93.0% 95.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
SBH Sally Beauty Holdings Inc 98.0% 95.0% 92.0% 84.0%
CYD China Yuchai International Limited 98.0% 99.0% 71.0% 97.0%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (94th) and momentum (84th) but expensive (11th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (84th) but high volatility (43%). Momentum could reverse sharply.
Quality at a Premium
High quality (94th) but expensive (11th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (95%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
41.9% avg (7 factors)
Quality
A
79.3% avg (8 factors)
Momentum
B
74.2% avg (4 factors)
Risk
C
45.3% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.540—0—
Value %ile0.110—1—
Quality %ile0.940—1—
Momentum %ile0.840—1—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.428—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
26.82
Earnings Yield (E/P)
0.0373
Price / Sales
2.71
Price / Book
9.02
Price / Cash Flow
17.92
FCF Yield
6.6%
EBITDA / EV
6.9%
Sales Yield (1/P·S)
0.3916
Shareholder Yield
Div + net buyback / mktcap
2.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
33.6%
Return on Assets
20.0%
Net Margin
10.1%
Operating Margin
16.6%
Gross Profit / Assets
Novy-Marx GPA
100.0%
Debt / Equity
0.69
Current Ratio
1.61
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.099
MomentumPrice trend strength over different horizons
6M Return
19.3%
12M Return
46.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
48.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
34.1%
Earnings Growth (YoY)
87.2%
Earnings Stability (CV)
Lower = more stable
0.850
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
2.4%
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
88
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
82
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
82
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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