Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f2e62926-19ff-49c0-a8a3-044eb7a53390/

SIG

Sigma Healthcare Limited
Chart
2.92 AUD
Latest Week 2026-06-05
HealthcareMedical DistributionMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.58
OS Score
96.0%
Value
13.0%
Quality
12.0%
Momentum
#16.00000000
TV Rank
4/9
F-Score
0.353
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
#16.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 4.00000000
📐
EBITDA/EV
17.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
24.9%
💰
High Yield
Div 24.9%
🚀
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
96.0%ile
P/E
9.0×
P/S
0.8×
E/P
0.1365
FCF Yield
0.111
EBITDA/EV
0.171
SH Yield
0.249
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
6.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 9.0x places this firmly in deep value territory. FCF yield of 11.1% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
13.0%ile
ROE
-373.705
ROA
0.289
Net Margin
0.088
Op Margin
0.111
GPA
0.787
Current
1.59
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.237
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
12.0%ile
6M Return
3.2%
12M Return
-5.3%
12-1 Mom
-7.6%
Risk-Adj
-0.35
Vol 252d
21.5%
Vol 60d
42.8%
↑ Expanding
Max DD 12M
-18.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (43%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.58
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 145 peers
Sector Value %ile
99.3%
Sector Quality %ile
17.8%
P/E z-score
-0.48
Sector Avg OS
45.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
VLS Vita Life Sciences Limited 98.0% 93.0% 98.0% 91.0%
SDI SDI Limited 95.0% 86.0% 87.0% 94.0%
TRU TruScreen Group Limited 94.0% 82.0% 80.0% 82.0%
TRI TrivarX Limited 94.0% 82.0% 81.0% 82.0%
VBS Vectus Biosystems Limited 92.0% 80.0% 79.0% 80.0%
VFX VISIONFLEX FPO [VFX] 92.0% 81.0% 79.0% 81.0%
ACR Acrux Limited 91.0% 79.0% 78.0% 79.0%
ACW Actinogen Medical Limited 91.0% 79.0% 78.0% 79.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (96th value) but weak quality (13th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 24% with P/E of 9×. Growth isn't fully priced in.
Falling Knife
Weak momentum (12th) despite looking cheap (96th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 24.9% backed by 11.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (43%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
92.9% avg (6 factors)
Quality
C
56.0% avg (6 factors)
Momentum
F
27.1% avg (4 factors)
Risk
A
80.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.580—0—
Value %ile0.960—1—
Quality %ile0.130—1—
Momentum %ile0.120—1—
F-Score4.000—1—
Confidence0.461—0—
Volatility0.215—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.99
Earnings Yield (E/P)
0.1365
Price / Sales
0.79
FCF Yield
11.1%
EBITDA / EV
17.1%
Sales Yield (1/P·S)
1.2292
Shareholder Yield
Div + net buyback / mktcap
24.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-37370.5%
Return on Assets
28.9%
Net Margin
8.8%
Operating Margin
11.1%
Gross Profit / Assets
Novy-Marx GPA
78.7%
Current Ratio
1.59
External Financing
Net issuance — lower=better
0.007
MomentumPrice trend strength over different horizons
6M Return
3.2%
12M Return
-5.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-7.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.35
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
23.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
24.9%
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
6
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
16
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
Show all
Op Income
OCF
CapEx
Equity