Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d983597b-c0f0-4e74-b312-a7ef90938590/

SDG

Sanderson Design Group plc
Chart
0.77 GBp
Latest Week 2026-07-24
Consumer CyclicalFurnishings, Fixtures & AppliancesNANO
Snapshot 2026-07-26 · 0.7w · Fresh
0.27
OS Score
33.0%
Value
34.0%
Quality
34.0%
Momentum
7/9
F-Score
0.335
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 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
12-1 39%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
33.0%ile
P/B
0.0×
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
67.00000000
/100 — 1=cheapest
VC2 (Trending Value)
68.00000000
/100
VC3 (Buyback)
67.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
34.0%ile
ROE
0.031
ROA
0.022
Net Margin
0.022
Op Margin
0.025
GPA
0.710
Current
3.50
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.009
Accruals
-0.065
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
34.0%ile
6M Return
64.9%
12M Return
49.2%
12-1 Mom
38.6%
Risk-Adj
0.94
Vol 252d
40.9%
Vol 60d
99.6%
↑ Expanding
Max DD 12M
-21.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 39% is very strong — a clear uptrend. Near-term vol (100%) is expanding vs long-term (41%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.27
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 116 peers
Sector Value %ile
31.6%
Sector Quality %ile
43.6%
P/B z-score
-0.16
Sector Avg OS
53.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CFX Colefax Group PLC 99.0% 95.0% 96.0% 97.0%
G4M Gear4music (Holdings) plc 97.0% 97.0% 82.0% 90.0%
FRAS Frasers Group Plc 96.0% 94.0% 85.0% 83.0%
BOWL Hollywood Bowl Group plc 95.0% 80.0% 94.0% 85.0%
MOON Moonpig Group PLC 95.0% 83.0% 88.0% 86.0%
WRKS TheWorks.co.uk plc 93.0% 78.0% 79.0% 79.0%
MOTR Motorpoint Group Plc 93.0% 79.0% 80.0% 80.0%
MTC Mothercare plc 93.0% 79.0% 80.0% 80.0%
Factor Interactions
Volatility Expanding
60-day vol (100%) significantly exceeds 252-day (41%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (1 factors)
Quality
C
50.2% avg (7 factors)
Momentum
A
80.3% avg (4 factors)
Risk
C
48.5% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.270—2—
Value %ile0.330—0—
Quality %ile0.340—0—
Momentum %ile0.340—0—
F-Score7.000—8—
Confidence0.734—8—
Volatility0.409—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.01
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.1%
Return on Assets
2.2%
Net Margin
2.2%
Operating Margin
2.5%
Gross Profit / Assets
Novy-Marx GPA
71.0%
Current Ratio
3.50
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.065
MomentumPrice trend strength over different horizons
6M Return
64.9%
12M Return
49.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
38.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.94
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
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
67
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
68
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
67
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