Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6bf2b9ff-1803-41a4-9f1b-d84794baa5e9/

SUN

Suncorp Group Limited
Chart
17.56 AUD
Latest Week 2026-06-05
Financial ServicesInsurance - Property & CasualtyLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.83
OS Score
95.0%
Value
91.0%
Quality
9.0%
Momentum
#15.00000000
TV Rank
3/9
F-Score
0.930
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
#15.00000000
◆
Quality × Value
QV 0.930
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 5.00000000
📐
EBITDA/EV
14.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +16%
🔄
Shareholder Yield
27.2%
💰
High Yield
Div 7.2%
🚀
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
95.0%ile
P/E
10.4×
P/S
1.2×
P/B
1.8×
E/P
0.1371
FCF Yield
0.126
EBITDA/EV
0.145
SH Yield
0.272
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
9.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 10.4x places this firmly in deep value territory. FCF yield of 12.6% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 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
0.172
ROA
0.060
Net Margin
0.118
Op Margin
0.179
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.157
Earn Growth
0.523
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
9.0%ile
6M Return
5.1%
12M Return
-14.2%
12-1 Mom
-18.6%
Risk-Adj
-0.88
Vol 252d
21.3%
Vol 60d
49.3%
↑ Expanding
Max DD 12M
-33.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -19% signals a downtrend — price is moving against you. Near-term vol (49%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 158 peers
Sector Value %ile
96.2%
Sector Quality %ile
87.4%
P/E z-score
-0.31
P/B z-score
-0.09
Sector Avg OS
57.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
TWR Tower Limited 99.0% 98.0% 97.0% 90.0%
HLI Helia Group Limited 99.0% 97.0% 97.0% 86.0%
HUM Humm Group Limited 98.0% 95.0% 91.0% 91.0%
LFG Liberty Financial Group Limited 98.0% 93.0% 97.0% 86.0%
NGE NGE Capital Limited 97.0% 93.0% 92.0% 86.0%
ACQ Acorn Capital Investment Fund Limited 97.0% 92.0% 89.0% 90.0%
KSL Kina Securities Limited 97.0% 96.0% 85.0% 87.0%
BFL BSP Financial Group Limited 97.0% 95.0% 90.0% 87.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (95th) and quality (91th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 16% with P/E of 10×. Growth isn't fully priced in.
Falling Knife
Weak momentum (9th) despite looking cheap (95th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 27.2% backed by 12.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (49%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
89.8% avg (7 factors)
Quality
C
50.3% avg (4 factors)
Momentum
F
18.2% avg (4 factors)
Risk
A
81.2% avg (1 factors)
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
FactorCurrentStreakTrendSpark
OS Composite0.830—1—
Value %ile0.950—1—
Quality %ile0.910—1—
Momentum %ile0.090—1—
F-Score3.000—1—
Confidence0.461—0—
Volatility0.213—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.43
Earnings Yield (E/P)
0.1371
Price / Sales
1.23
Price / Book
1.80
FCF Yield
12.6%
EBITDA / EV
14.5%
Sales Yield (1/P·S)
0.7642
Shareholder Yield
Div + net buyback / mktcap
27.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.2%
Return on Assets
6.0%
Net Margin
11.8%
Operating Margin
17.9%
MomentumPrice trend strength over different horizons
6M Return
5.1%
12M Return
-14.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-18.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.88
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.7%
Earnings Growth (YoY)
52.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
7.2%
Buyback Yield
20.1%
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
9
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
15
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
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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