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SSE

SSE plc
Chart
£2,400.00
Latest Week 2026-06-05
UtilitiesUtilities - DiversifiedMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.13
OS Score
9.0%
Value
22.0%
Quality
85.0%
Momentum
5/9
F-Score
0.141
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 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
12-1 43%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.27
V
Value Analysis
Cheapness relative to fundamentals
9.0%ile
P/E
2394.8×
P/S
284.2×
P/B
185.0×
E/P
0.0004
FCF Yield
0.000
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)
92.00000000
/100
VC3 (Buyback)
91.00000000
/100
P/E of 2394.8x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-0.0%) — the business is currently cash-consumptive. VC2 score of 92.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
22.0%ile
ROE
0.077
ROA
0.034
Net Margin
0.119
Op Margin
0.196
GPA
0.107
Current
1.20
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.005
Earn Growth
-0.073
Accruals
-0.063
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
11.0%
12M Return
36.7%
12-1 Mom
42.7%
Risk-Adj
1.27
Vol 252d
33.5%
Vol 60d
82.3%
↑ Expanding
Max DD 12M
-17.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 43% is very strong — a clear uptrend. Near-term vol (82%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.13
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities · 15 peers
Sector Value %ile
6.2%
Sector Quality %ile
25.0%
P/E z-score
0.95
P/B z-score
-0.43
Sector Avg OS
55.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AMP AMPEAK ENERGY LIMITED 95.0% 83.0% 84.0% 76.0%
DRX Drax Group plc 91.0% 71.0% 76.0% 80.0%
CKI CK INFRASTRUCTURE HOLDINGS LIMI 89.0% 91.0% 31.0% 74.0%
ATOM Atome Plc 79.0% 64.0% 62.0% 64.0%
ALU The Alumasc Group plc 76.0% 80.0% 79.0% 10.0%
EPP EnergyPathways plc 68.0% 58.0% 56.0% 57.0%
TEP Telecom Plus Plc 65.0% 75.0% 71.0% 3.0%
YU Yü Group PLC 62.0% 78.0% 30.0% 33.0%
Factor Interactions
Volatility Expanding
60-day vol (82%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
3.6% avg (7 factors)
Quality
D
42.9% avg (7 factors)
Momentum
B
68.1% avg (4 factors)
Risk
B
60.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.130—1—
Value %ile0.090—1—
Quality %ile0.220—1—
Momentum %ile0.850—1—
F-Score5.000—0—
Confidence0.909—1—
Volatility0.335—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2394.78
Earnings Yield (E/P)
0.0004
Price / Sales
284.16
Price / Book
184.96
Price / Cash Flow
842.62
FCF Yield
-0.0%
EBITDA / EV
0.1%
Sales Yield (1/P·S)
0.0035
Shareholder Yield
Div + net buyback / mktcap
-0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.7%
Return on Assets
3.4%
Net Margin
11.9%
Operating Margin
19.6%
Gross Profit / Assets
Novy-Marx GPA
10.7%
Current Ratio
1.20
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.063
External Financing
Net issuance — lower=better
0.056
MomentumPrice trend strength over different horizons
6M Return
11.0%
12M Return
36.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
42.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.27
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.5%
Earnings Growth (YoY)
-7.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
Buyback Yield
-0.1%
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
92
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
91
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