Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a51bb9aa-188d-4f16-957e-e7bbf8a9e51a/

XGL

Xamble Group Limited
Chart
0.01 AUD
Latest Week 2026-07-31
Communication ServicesAdvertising AgenciesNANO
Snapshot 2026-07-26 · 0.9w · Fresh
0.06
OS Score
19.0%
Value
17.0%
Quality
18.0%
Momentum
1/9
F-Score
0.180
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 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
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
19.0%ile
P/S
0.7×
FCF Yield
-0.670
SH Yield
-0.238
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
81.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
81.00000000
/100
Negative FCF yield (-67.0%) — the business is currently cash-consumptive. VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
17.0%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
18.0%ile
6M Return
-40.0%
12M Return
-52.6%
12-1 Mom
-52.6%
Risk-Adj
-0.59
Vol 252d
89.0%
Vol 60d
172.1%
↑ Expanding
Max DD 12M
-67.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -53% signals a downtrend — price is moving against you. Near-term vol (172%) is expanding vs long-term (89%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.06
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 43 peers
Sector Value %ile
31.8%
Sector Quality %ile
34.1%
Sector Avg OS
44.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
RNT Rent.com.au Limited 89.0% 77.0% 76.0% 77.0%
SEG Sports Entertainment Group Limited 88.0% 77.0% 75.0% 77.0%
IGL IVE Group Limited 84.0% 94.0% 88.0% 17.0%
SXL Southern Cross Media Group Limited 83.0% 92.0% 91.0% 16.0%
ART Airtasker Limited 83.0% 73.0% 72.0% 73.0%
SKT SKY Network Television Limited 78.0% 94.0% 9.0% 84.0%
ASP Aspermont Limited 77.0% 70.0% 68.0% 70.0%
BBL Brisbane Broncos Limited 76.0% 84.0% 15.0% 92.0%
Factor Interactions
Volatility Expanding
60-day vol (172%) significantly exceeds 252-day (89%). 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
2.5% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.060—5—
Value %ile0.190—5—
Quality %ile0.170—5—
Momentum %ile0.180—5—
F-Score1.000—8—
Confidence0.520—0—
Volatility0.890—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.68
FCF Yield
-67.0%
Sales Yield (1/P·S)
1.5758
Shareholder Yield
Div + net buyback / mktcap
-23.8%
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
-40.0%
12M Return
-52.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-52.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.59
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
-26.3%
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
81
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
81
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