Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/89509977-afe3-498f-a473-af6eac850d5c/
SN
Smith & Nephew plcSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.6%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.85
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
25.0%ile
P/E
15.4×
P/S
1.6×
P/B
1.8×
E/P
0.0692
FCF Yield
0.069
EBITDA/EV
0.124
SH Yield
0.076
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
73.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
26.00000000
/100
FCF yield of 6.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.118
ROA
0.060
Net Margin
0.101
Op Margin
0.139
GPA
0.401
Current
2.57
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.061
Earn Growth
0.560
Accruals
-0.063
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
28.0%ile
6M Return
-9.4%
12M Return
1.6%
12-1 Mom
1.0%
Risk-Adj
0.04
Vol 252d
27.0%
Vol 60d
50.8%
↑ Expanding
Max DD 12M
-22.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (51%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.34
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 76 peers
Sector Value %ile
32.5%
Sector Quality %ile
92.2%
P/E z-score
-0.28
P/B z-score
-0.30
Sector Avg OS
39.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 7.6% backed by 6.9% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (89th) but expensive (25th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
74.0% avg (7 factors)
Quality
C
59.5% avg (7 factors)
Momentum
D
30.4% avg (4 factors)
Risk
B
71.6% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.340 | —0 | — | |
| Value %ile | 0.250 | —6 | — | |
| Quality %ile | 0.890 | —6 | — | |
| Momentum %ile | 0.280 | —6 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.764 | —6 | — | |
| Volatility | 0.270 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.38
Earnings Yield (E/P)
0.0692
Price / Sales
1.56
Price / Book
1.82
Price / Cash Flow
7.48
FCF Yield
6.9%
EBITDA / EV
12.4%
Sales Yield (1/P·S)
0.4979
Shareholder Yield
Div + net buyback / mktcap
7.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.8%
Return on Assets
6.0%
Net Margin
10.1%
Operating Margin
13.9%
Gross Profit / Assets
Novy-Marx GPA
40.1%
Current Ratio
2.57
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.063
External Financing
Net issuance — lower=better
0.049
MomentumPrice trend strength over different horizons
6M Return
-9.4%
12M Return
1.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
1.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.04
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.1%
Earnings Growth (YoY)
56.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
2.5%
Buyback Yield
5.1%
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
73
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
26
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