Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c05d21df-a14b-480e-9572-05a62911a028/
SXL
Southern Cross Media Group LimitedSnapshot 2026-07-19 · 1.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
✗
◆
Quality × Value
QV 0.915
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8
📐
EBITDA/EV
11.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.4%
💰
High Yield
Div 7.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 92%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/E
28.1×
P/S
0.6×
P/B
1.2×
E/P
0.0605
FCF Yield
0.123
EBITDA/EV
0.119
SH Yield
0.074
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
11.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
8.00000000
/100
FCF yield of 12.3% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.043
ROA
0.013
Net Margin
0.022
Op Margin
0.065
GPA
0.487
Current
1.70
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.155
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-28.5%
12M Return
-7.0%
12-1 Mom
-2.7%
Risk-Adj
-0.08
Vol 252d
35.6%
Vol 60d
63.5%
↑ Expanding
Max DD 12M
-38.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (64%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 43 peers
Sector Value %ile
88.6%
Sector Quality %ile
88.6%
P/E z-score
-0.30
P/B z-score
-0.39
Sector Avg OS
42.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (92th) and quality (91th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (15th) despite looking cheap (92th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 7.4% backed by 12.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (64%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
75.8% avg (7 factors)
Quality
D
36.9% avg (6 factors)
Momentum
F
20.1% avg (4 factors)
Risk
C
57.3% 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. 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 Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.820 | —7 | — | |
| Value %ile | 0.920 | —7 | — | |
| Quality %ile | 0.910 | —7 | — | |
| Momentum %ile | 0.150 | —2 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.444 | —0 | — | |
| Volatility | 0.356 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
28.13
Earnings Yield (E/P)
0.0605
Price / Sales
0.61
Price / Book
1.22
FCF Yield
12.3%
EBITDA / EV
11.9%
Sales Yield (1/P·S)
0.9373
Shareholder Yield
Div + net buyback / mktcap
7.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.3%
Return on Assets
1.3%
Net Margin
2.2%
Operating Margin
6.5%
Gross Profit / Assets
Novy-Marx GPA
48.7%
Current Ratio
1.70
MomentumPrice trend strength over different horizons
6M Return
-28.5%
12M Return
-7.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-2.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.08
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-15.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
7.4%
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
11
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
69
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