Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ba467c3b-63af-4c93-88e9-2a67a0604251/
SDRC
SCOR SESnapshot 2026-08-02 · 0.3w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
#14
◆
Quality × Value
QV 0.742
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 5
📐
EBITDA/EV
19.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.3%
💰
High Yield
Div 5.5%
🚀
Momentum Leaders
12-1 20%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/E
7.2×
P/S
0.4×
P/B
1.4×
E/P
0.1661
FCF Yield
0.144
EBITDA/EV
0.198
SH Yield
0.063
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
8.00000000
/100
P/E of 7.2x places this firmly in deep value territory. FCF yield of 14.4% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
58.0%ile
ROE
0.192
ROA
0.024
Net Margin
0.058
Op Margin
0.088
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.054
Accruals
-0.009
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
72.0%ile
6M Return
32.0%
12M Return
31.0%
12-1 Mom
19.6%
Risk-Adj
0.85
Vol 252d
23.1%
Vol 60d
42.9%
↑ Expanding
Max DD 12M
-15.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (43%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 94 peers
Sector Value %ile
98.9%
Sector Quality %ile
72.6%
P/E z-score
-0.40
P/B z-score
-0.21
Sector Avg OS
51.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (95th value) with strong momentum (72th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 6.3% backed by 14.4% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (43%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
94.7% avg (7 factors)
Quality
D
41.1% avg (5 factors)
Momentum
B
62.7% avg (4 factors)
Risk
A
78.1% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends9 snapshots
Factor Persistence9 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.960 | —9 | — | |
| Value %ile | 0.950 | —9 | — | |
| Quality %ile | 0.580 | —0 | — | |
| Momentum %ile | 0.720 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.775 | —9 | — | |
| Volatility | 0.231 | —0 | — |
Value Lens2021-08-03 → 2026-08-02
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.19
Earnings Yield (E/P)
0.1661
Price / Sales
0.41
Price / Book
1.38
Price / Cash Flow
5.23
FCF Yield
14.4%
EBITDA / EV
19.8%
Sales Yield (1/P·S)
1.8864
Shareholder Yield
Div + net buyback / mktcap
6.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
19.2%
Return on Assets
2.4%
Net Margin
5.8%
Operating Margin
8.8%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.009
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
32.0%
12M Return
31.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
19.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.85
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
5.5%
Buyback Yield
0.8%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
14
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