Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e86b8a41-82c2-48c4-8ff9-3de30456dc12/
SDM
Smart Digital Group Limited Ordinary SharesSnapshot 2026-06-07 · 0.0w · Fresh
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
25.0%ile
P/S
1.6×
P/B
6.6×
FCF Yield
-0.094
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
72.00000000
/100 — 1=cheapest
VC2 (Trending Value)
76.00000000
/100
VC3 (Buyback)
76.00000000
/100
Negative FCF yield (-9.4%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
4.0%ile
ROE
-4.224
ROA
-2.599
Net Margin
-1.017
Op Margin
-1.020
GPA
0.257
D/E
0.63
Current
2.14
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.729
Accruals
-2.217
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
0.0%ile
6M Return
0.0%
12M Return
-73.6%
12-1 Mom
-73.6%
Risk-Adj
-0.54
Vol 252d
135.6%
Vol 60d
248.4%
↑ Expanding
Max DD 12M
-91.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -74% signals a downtrend — price is moving against you. Near-term vol (248%) is expanding vs long-term (136%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.01
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 264 peers
Sector Value %ile
17.0%
Sector Quality %ile
3.4%
P/B z-score
-0.07
Sector Avg OS
55.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (248%) significantly exceeds 252-day (136%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
30.4% avg (4 factors)
Quality
D
37.7% avg (8 factors)
Momentum
F
12.2% 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 | 0.010 | —1 | — | |
| Value %ile | 0.250 | —1 | — | |
| Quality %ile | 0.040 | —1 | — | |
| Momentum %ile | 0.000 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.758 | —1 | — | |
| Volatility | 1.356 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
1.58
Price / Book
6.55
FCF Yield
-9.4%
Sales Yield (1/P·S)
0.6358
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-422.4%
Return on Assets
-259.9%
Net Margin
-101.7%
Operating Margin
-102.0%
Gross Profit / Assets
Novy-Marx GPA
25.7%
Debt / Equity
0.63
Current Ratio
2.14
Accruals Ratio
(NI-OCF)/Assets — lower=better
-2.217
MomentumPrice trend strength over different horizons
6M Return
0.0%
12M Return
-73.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-73.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.54
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
72.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
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
72
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
76
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
76
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
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity