Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9780bf55-2e66-44f0-92eb-0603b0971a2c/
STO
Santos LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.1%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 20%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
11.0%ile
P/E
31.0×
P/S
5.1×
P/B
1.6×
E/P
0.0378
FCF Yield
0.024
EBITDA/EV
0.105
SH Yield
0.031
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
88.00000000
/100 — 1=cheapest
VC2 (Trending Value)
87.00000000
/100
VC3 (Buyback)
87.00000000
/100
P/E of 31.0x is premium-priced — the market is paying up for expected growth. VC2 score of 87.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
0.052
ROA
0.027
Net Margin
0.165
Op Margin
0.238
GPA
0.113
Current
1.53
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.084
Earn Growth
-0.332
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
22.5%
12M Return
24.6%
12-1 Mom
19.8%
Risk-Adj
0.69
Vol 252d
28.7%
Vol 60d
66.3%
↑ Expanding
Max DD 12M
-23.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (66%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.47
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 99 peers
Sector Value %ile
7.0%
Sector Quality %ile
90.0%
P/E z-score
0.35
P/B z-score
-0.23
Sector Avg OS
52.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (83th) and momentum (88th) but expensive (11th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (83th) but expensive (11th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (66%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
49.9% avg (7 factors)
Quality
D
41.0% avg (6 factors)
Momentum
C
57.0% avg (4 factors)
Risk
B
68.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.470 | —0 | — | |
| Value %ile | 0.110 | —1 | — | |
| Quality %ile | 0.830 | —1 | — | |
| Momentum %ile | 0.880 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.758 | —1 | — | |
| Volatility | 0.287 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
31.05
Earnings Yield (E/P)
0.0378
Price / Sales
5.13
Price / Book
1.62
FCF Yield
2.4%
EBITDA / EV
10.5%
Sales Yield (1/P·S)
0.1586
Shareholder Yield
Div + net buyback / mktcap
3.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.2%
Return on Assets
2.7%
Net Margin
16.5%
Operating Margin
23.8%
Gross Profit / Assets
Novy-Marx GPA
11.3%
Current Ratio
1.53
MomentumPrice trend strength over different horizons
6M Return
22.5%
12M Return
24.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
19.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.69
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-8.4%
Earnings Growth (YoY)
-33.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
3.0%
Buyback Yield
0.1%
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
88
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
87
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
87
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