Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/69a31a8b-aae2-4ac0-8281-56e2ab9bd593/
SHL
Sonic Healthcare LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.915
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8.00000000
📐
EBITDA/EV
12.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.1%
💰
High Yield
Div 6.1%
🚀
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
92.0%ile
P/E
18.1×
P/S
1.0×
P/B
1.1×
E/P
0.0656
FCF Yield
0.060
EBITDA/EV
0.122
SH Yield
0.061
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
10.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
9.00000000
/100
FCF yield of 6.0% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.062
ROA
0.032
Net Margin
0.053
Op Margin
0.094
GPA
0.502
Current
1.17
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.077
Earn Growth
0.005
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
7.0%ile
6M Return
-14.7%
12M Return
-23.3%
12-1 Mom
-24.8%
Risk-Adj
-0.95
Vol 252d
26.1%
Vol 60d
55.6%
↑ Expanding
Max DD 12M
-30.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -25% signals a downtrend — price is moving against you. Near-term vol (56%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 145 peers
Sector Value %ile
95.2%
Sector Quality %ile
91.8%
P/E z-score
-0.39
P/B z-score
-0.45
Sector Avg OS
45.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (92th) and quality (91th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (7th) despite looking cheap (92th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 6.1% backed by 6.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.4% avg (7 factors)
Quality
D
39.4% avg (6 factors)
Momentum
F
7.0% avg (4 factors)
Risk
B
73.2% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.790 | —1 | — | |
| Value %ile | 0.920 | —1 | — | |
| Quality %ile | 0.910 | —1 | — | |
| Momentum %ile | 0.070 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.516 | —0 | — | |
| Volatility | 0.261 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.09
Earnings Yield (E/P)
0.0656
Price / Sales
0.97
Price / Book
1.12
FCF Yield
6.0%
EBITDA / EV
12.2%
Sales Yield (1/P·S)
0.6976
Shareholder Yield
Div + net buyback / mktcap
6.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.2%
Return on Assets
3.2%
Net Margin
5.3%
Operating Margin
9.4%
Gross Profit / Assets
Novy-Marx GPA
50.2%
Current Ratio
1.17
MomentumPrice trend strength over different horizons
6M Return
-14.7%
12M Return
-23.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-24.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.95
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.7%
Earnings Growth (YoY)
0.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
6.1%
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
10
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
52
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