Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7993b05c-351d-48dd-9944-ceae94da34ca/
SBH
Sally Beauty Holdings IncSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.900
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 7.9
◇
VC2 Cheapest
VC2 5
📐
EBITDA/EV
13.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
5.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 41%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 92%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.96
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/E
7.9×
P/S
0.4×
P/B
1.7×
E/P
0.1003
FCF Yield
0.185
EBITDA/EV
0.135
SH Yield
0.054
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 7.9x places this firmly in deep value territory. FCF yield of 18.5% 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
88.0%ile
ROE
0.219
ROA
0.064
Net Margin
0.049
Op Margin
0.076
GPA
0.678
D/E
2.41
Current
2.34
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.008
Earn Growth
-0.011
Stability
0.157
lower=better
Accruals
-0.073
lower=better
5yr Consist
Yes
ROE of 22% is exceptional. Highly leveraged with D/E of 2.41 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
78.0%ile
6M Return
-2.9%
12M Return
55.7%
12-1 Mom
41.0%
Risk-Adj
0.87
Vol 252d
47.3%
Vol 60d
87.8%
↑ Expanding
Max DD 12M
-28.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 41% is very strong — a clear uptrend. Near-term vol (88%) is expanding vs long-term (47%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
91.8%
Sector Quality %ile
91.2%
P/E z-score
-0.24
P/B z-score
-0.09
Sector Avg OS
49.8%
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 (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (92th value) with strong momentum (78th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (92th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 5.4% backed by 18.5% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (22%) boosted by high leverage (D/E 2.4). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (88%) significantly exceeds 252-day (47%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
83.1% avg (7 factors)
Quality
C
58.3% avg (8 factors)
Momentum
B
66.0% avg (4 factors)
Risk
D
37.8% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —6 | — | |
| Value %ile | 0.920 | —6 | — | |
| Quality %ile | 0.880 | —6 | — | |
| Momentum %ile | 0.780 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.951 | —6 | — | |
| Volatility | 0.473 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.93
Earnings Yield (E/P)
0.1003
Price / Sales
0.39
Price / Book
1.74
Price / Cash Flow
3.72
FCF Yield
18.5%
EBITDA / EV
13.5%
Sales Yield (1/P·S)
1.3228
Shareholder Yield
Div + net buyback / mktcap
5.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.9%
Return on Assets
6.4%
Net Margin
4.9%
Operating Margin
7.6%
Gross Profit / Assets
Novy-Marx GPA
67.8%
Debt / Equity
2.41
Current Ratio
2.34
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.073
External Financing
Net issuance — lower=better
0.029
MomentumPrice trend strength over different horizons
6M Return
-2.9%
12M Return
55.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
41.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.87
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.8%
Earnings Growth (YoY)
-1.1%
Earnings Stability (CV)
Lower = more stable
0.157
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Buyback Yield
5.4%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
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