Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8416671c-8a80-4b71-a532-a5152891e49b/
SXP
Supremex Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 8.1
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
18.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
20.5%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 94th
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
8.1×
P/S
0.3×
P/B
0.8×
E/P
0.0629
FCF Yield
0.055
EBITDA/EV
0.180
SH Yield
0.205
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 8.1x places this firmly in deep value territory. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
22.0%ile
ROE
0.101
ROA
0.042
Net Margin
0.039
Op Margin
0.043
Current
1.95
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.022
Stability
1.468
lower=better
Accruals
-0.008
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
21.0%ile
6M Return
2.2%
12M Return
7.4%
12-1 Mom
8.3%
Risk-Adj
0.44
Vol 252d
19.0%
Vol 60d
37.6%
↑ Expanding
Max DD 12M
-11.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (38%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.67
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 50 peers
Sector Value %ile
84.3%
Sector Quality %ile
23.5%
P/E z-score
-0.39
P/B z-score
-0.35
Sector Avg OS
55.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (94th value) but weak quality (22th). Classic value trap risk.
Strong Capital Return
Shareholder yield 20.5% backed by 5.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (38%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
82.1% avg (7 factors)
Quality
D
37.9% avg (6 factors)
Momentum
D
40.5% avg (4 factors)
Risk
A
85.1% 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 | 0.670 | —0 | — | |
| Value %ile | 0.940 | —1 | — | |
| Quality %ile | 0.220 | —1 | — | |
| Momentum %ile | 0.210 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 0.190 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.09
Earnings Yield (E/P)
0.0629
Price / Sales
0.32
Price / Book
0.81
Price / Cash Flow
6.80
FCF Yield
5.5%
EBITDA / EV
18.0%
Sales Yield (1/P·S)
1.4475
Shareholder Yield
Div + net buyback / mktcap
20.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.1%
Return on Assets
4.2%
Net Margin
3.9%
Operating Margin
4.3%
Current Ratio
1.95
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.008
MomentumPrice trend strength over different horizons
6M Return
2.2%
12M Return
7.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.44
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.2%
Earnings Stability (CV)
Lower = more stable
1.468
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
1.0%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
70
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