Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5ac60973-d21e-4890-963c-589083e8f509/
SGRO
SEGRO PlcSnapshot 2026-07-26 · 1.1w · Fresh
Strategy Eligibility
4 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
3.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 35%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.57
⚡
Risk-Adj Momentum
RAM 1.03
V
Value Analysis
Cheapness relative to fundamentals
4.0%ile
P/E
24.0×
P/S
18.2×
P/B
1.1×
E/P
0.0265
FCF Yield
0.020
EBITDA/EV
0.035
SH Yield
0.032
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
96.00000000
/100 — 1=cheapest
VC2 (Trending Value)
96.00000000
/100
VC3 (Buyback)
97.00000000
/100
VC2 score of 96.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
8.0%ile
ROE
0.045
ROA
0.030
Net Margin
0.759
Op Margin
0.687
GPA
0.031
Current
0.28
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.076
Earn Growth
-0.073
Accruals
0.009
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
93.0%ile
6M Return
34.2%
12M Return
50.0%
12-1 Mom
34.9%
Risk-Adj
1.03
Vol 252d
33.7%
Vol 60d
79.7%
↑ Expanding
Max DD 12M
-24.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 35% is very strong — a clear uptrend. Near-term vol (80%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.15
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 48 peers
Sector Value %ile
2.0%
Sector Quality %ile
20.4%
P/E z-score
0.42
P/B z-score
0.73
Sector Avg OS
26.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (80%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
37.2% avg (7 factors)
Quality
D
41.6% avg (7 factors)
Momentum
B
75.0% avg (4 factors)
Risk
B
60.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.150 | —8 | — | |
| Value %ile | 0.040 | —8 | — | |
| Quality %ile | 0.080 | —8 | — | |
| Momentum %ile | 0.930 | —3 | — | |
| F-Score | 4.000 | —8 | — | |
| Confidence | 0.744 | —8 | — | |
| Volatility | 0.337 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.04
Earnings Yield (E/P)
0.0265
Price / Sales
18.24
Price / Book
1.08
Price / Cash Flow
33.45
FCF Yield
2.0%
EBITDA / EV
3.5%
Sales Yield (1/P·S)
0.0386
Shareholder Yield
Div + net buyback / mktcap
3.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.5%
Return on Assets
3.0%
Net Margin
75.9%
Operating Margin
68.7%
Gross Profit / Assets
Novy-Marx GPA
3.1%
Current Ratio
0.28
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.009
External Financing
Net issuance — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
34.2%
12M Return
50.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
34.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.03
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.6%
Earnings Growth (YoY)
-7.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
3.2%
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
96
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
96
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
97
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity