Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a51bb9aa-188d-4f16-957e-e7bbf8a9e51a/
XGL
Xamble Group LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
✗
◆
Quality × Value
QV 0.730
🏛
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
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/S
0.7×
FCF Yield
-0.768
SH Yield
-0.243
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
26.00000000
/100
Negative FCF yield (-76.8%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
72.0%ile
ROE
10.286
ROA
-0.661
Net Margin
-0.358
Op Margin
-0.483
GPA
0.718
Current
0.87
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.264
5yr Consist
No
ROE of 1029% is exceptional. F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
74.0%ile
6M Return
-23.1%
12M Return
-52.4%
12-1 Mom
-28.6%
Risk-Adj
-0.32
Vol 252d
89.6%
Vol 60d
195.8%
↑ Expanding
Max DD 12M
-64.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -29% signals a downtrend — price is moving against you. Near-term vol (196%) is expanding vs long-term (90%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 43 peers
Sector Value %ile
75.0%
Sector Quality %ile
61.4%
Sector Avg OS
38.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (74th) and quality (72th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (74th value) with strong momentum (74th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (196%) significantly exceeds 252-day (90%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
32.5% avg (3 factors)
Quality
D
35.8% avg (6 factors)
Momentum
F
6.4% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. 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 | 0.850 | —1 | — | |
| Value %ile | 0.740 | —1 | — | |
| Quality %ile | 0.720 | —1 | — | |
| Momentum %ile | 0.740 | —1 | — | |
| F-Score | 1.000 | —1 | — | |
| Confidence | 0.569 | —0 | — | |
| Volatility | 0.896 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.67
FCF Yield
-76.8%
Sales Yield (1/P·S)
1.8052
Shareholder Yield
Div + net buyback / mktcap
-24.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
1028.6%
Return on Assets
-66.1%
Net Margin
-35.8%
Operating Margin
-48.3%
Gross Profit / Assets
Novy-Marx GPA
71.8%
Current Ratio
0.87
External Financing
Net issuance — lower=better
0.401
MomentumPrice trend strength over different horizons
6M Return
-23.1%
12M Return
-52.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-28.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.32
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-26.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Dividend Yield
2.5%
Buyback Yield
-26.8%
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
26
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