Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a47b32c6-53ef-4f68-993f-1169a894c452/

SHM

Shriro Holdings Limited
Chart
0.70 AUD
Latest Week 2026-07-10
Consumer CyclicalSpecialty RetailNANO
Snapshot 2026-07-12 · 0.7w · Fresh
0.98
OS Score
98.0%
Value
96.0%
Quality
86.0%
Momentum
#43.00000000
TV Rank
6/9
F-Score
0.970
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#43
◆
Quality × Value
QV 0.970
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 6.0
◇
VC2 Cheapest
VC2 1
📐
EBITDA/EV
34.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
40.7%
💰
High Yield
Div 7.1%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
6.0×
P/S
0.4×
P/B
1.2×
E/P
0.1810
FCF Yield
0.258
EBITDA/EV
0.346
SH Yield
0.407
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
1.00000000
/100
VC3 (Buyback)
1.00000000
/100
P/E of 6.0x places this firmly in deep value territory. FCF yield of 25.8% is strong — the business generates significant free cash relative to price. VC2 score of 1.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.202
ROA
0.118
Net Margin
0.073
Op Margin
0.077
GPA
0.730
Current
2.96
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.134
Earn Growth
0.348
5yr Consist
No
ROE of 20% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
86.0%ile
6M Return
-9.6%
12M Return
10.9%
12-1 Mom
14.8%
Risk-Adj
0.58
Vol 252d
25.6%
Vol 60d
51.2%
↑ Expanding
Max DD 12M
-11.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (51%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 90 peers
Sector Value %ile
96.7%
Sector Quality %ile
95.6%
P/E z-score
-0.75
P/B z-score
-0.12
Sector Avg OS
56.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CCV Cash Converters International Limited 98.0% 98.0% 94.0% 84.0%
SHJ Shine Justice Ltd 98.0% 99.0% 92.0% 83.0%
JYC Joyce Corporation Ltd 97.0% 90.0% 95.0% 92.0%
VVA Viva Leisure Limited 96.0% 91.0% 86.0% 89.0%
HLO Helloworld Travel Limited 94.0% 85.0% 85.0% 83.0%
APE Eagers Automotive Limited 94.0% 84.0% 86.0% 87.0%
AFL AF Legal Group Limited 94.0% 82.0% 81.0% 82.0%
CMA CARMA LTD FPO [CMA] 93.0% 81.0% 80.0% 81.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (96th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (98th value) with strong momentum (86th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 40.7% backed by 25.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
98.2% avg (7 factors)
Quality
B
65.4% avg (6 factors)
Momentum
D
40.9% avg (4 factors)
Risk
B
74.0% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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
FactorCurrentStreakTrendSpark
OS Composite0.980—6—
Value %ile0.980—6—
Quality %ile0.960—6—
Momentum %ile0.860—6—
F-Score6.000—0—
Confidence0.470—0—
Volatility0.256—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.99
Earnings Yield (E/P)
0.1810
Price / Sales
0.44
Price / Book
1.21
FCF Yield
25.8%
EBITDA / EV
34.6%
Sales Yield (1/P·S)
2.3456
Shareholder Yield
Div + net buyback / mktcap
40.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.2%
Return on Assets
11.8%
Net Margin
7.3%
Operating Margin
7.7%
Gross Profit / Assets
Novy-Marx GPA
73.0%
Current Ratio
2.96
MomentumPrice trend strength over different horizons
6M Return
-9.6%
12M Return
10.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
14.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.58
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-13.4%
Earnings Growth (YoY)
34.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
7.1%
Buyback Yield
33.7%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
1
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
1
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
43
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