Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9f050daf-c788-442a-b306-766f3cf293b8/
SNEX
Stonex Group IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 115%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.65
V
Value Analysis
Cheapness relative to fundamentals
72.0%ile
P/E
20.4×
P/S
0.1×
P/B
3.5×
E/P
0.0491
FCF Yield
0.176
EBITDA/EV
0.055
SH Yield
0.019
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
22.00000000
/100
VC3 (Buyback)
22.00000000
/100
FCF yield of 17.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
20.0%ile
ROE
0.171
ROA
0.009
Net Margin
0.003
Op Margin
0.016
GPA
0.066
D/E
18.87
Current
0.88
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.238
Earn Growth
0.565
Stability
0.426
lower=better
Accruals
-0.140
lower=better
5yr Consist
No
Highly leveraged with D/E of 18.87 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
93.0%ile
6M Return
85.6%
12M Return
103.5%
12-1 Mom
114.7%
Risk-Adj
2.65
Vol 252d
43.3%
Vol 60d
102.7%
↑ Expanding
Max DD 12M
-19.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 115% is very strong — a clear uptrend. Risk-adjusted momentum of 2.65 is excellent — strong returns relative to volatility. Near-term vol (103%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
26.3%
Sector Quality %ile
4.0%
P/E z-score
0.31
P/B z-score
0.03
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (72th value) with strong momentum (93th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (72th value) but weak quality (20th). Classic value trap risk.
Hot but Volatile
Strong momentum (93th) but high volatility (43%). Momentum could reverse sharply.
Leveraged Returns
Strong ROE (17%) boosted by high leverage (D/E 18.9). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (103%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.8% avg (7 factors)
Quality
F
27.2% avg (8 factors)
Momentum
A
97.8% avg (4 factors)
Risk
D
44.6% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.790 | —1 | — | |
| Value %ile | 0.720 | —1 | — | |
| Quality %ile | 0.200 | —1 | — | |
| Momentum %ile | 0.930 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.433 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.35
Earnings Yield (E/P)
0.0491
Price / Sales
0.06
Price / Book
3.49
Price / Cash Flow
1.18
FCF Yield
17.6%
EBITDA / EV
5.5%
Sales Yield (1/P·S)
3.3327
Shareholder Yield
Div + net buyback / mktcap
1.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.1%
Return on Assets
0.9%
Net Margin
0.3%
Operating Margin
1.6%
Gross Profit / Assets
Novy-Marx GPA
6.6%
Debt / Equity
18.87
Current Ratio
0.88
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.140
MomentumPrice trend strength over different horizons
6M Return
85.6%
12M Return
103.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
114.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.65
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
23.8%
Earnings Growth (YoY)
56.5%
Earnings Stability (CV)
Lower = more stable
0.426
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
1.9%
Buyback Yield
0.0%
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
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
22
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
22
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