Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f40abd78-c128-47df-89c3-79b5bdcb66f8/

SXE

Southern Cross Electrical Engineering Limited
Chart
4.17 AUD
Latest Week 2026-06-05
IndustrialsEngineering & ConstructionSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.49
OS Score
8.0%
Value
84.0%
Quality
97.0%
Momentum
4/9
F-Score
0.259
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
12-1 153%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.90
V
Value Analysis
Cheapness relative to fundamentals
8.0%ile
P/E
34.8×
P/S
1.4×
P/B
5.4×
E/P
0.0432
FCF Yield
0.059
EBITDA/EV
0.056
SH Yield
0.017
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
93.00000000
/100 — 1=cheapest
VC2 (Trending Value)
92.00000000
/100
VC3 (Buyback)
92.00000000
/100
P/E of 34.8x is premium-priced — the market is paying up for expected growth. VC2 score of 92.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.155
ROA
0.075
Net Margin
0.040
Op Margin
0.055
GPA
0.252
Current
1.15
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.452
Earn Growth
0.439
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
97.0%ile
6M Return
78.2%
12M Return
157.9%
12-1 Mom
153.0%
Risk-Adj
3.90
Vol 252d
39.3%
Vol 60d
95.5%
↑ Expanding
Max DD 12M
-17.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 153% is very strong — a clear uptrend. Risk-adjusted momentum of 3.90 is excellent — strong returns relative to volatility. Near-term vol (96%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.49
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 129 peers
Sector Value %ile
16.9%
Sector Quality %ile
72.3%
P/E z-score
-0.09
P/B z-score
-0.09
Sector Avg OS
52.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BOL Boom Logistics Limited 99.0% 99.0% 97.0% 91.0%
EHL Emeco Holdings Limited 99.0% 98.0% 94.0% 91.0%
ASH Ashley Services Group Limited 98.0% 97.0% 91.0% 89.0%
VRS Veris Limited 98.0% 95.0% 90.0% 91.0%
WWG Wiseway Group Limited 98.0% 93.0% 86.0% 95.0%
LBL LaserBond Limited 97.0% 91.0% 87.0% 93.0%
CUP Count Limited 97.0% 89.0% 95.0% 89.0%
AHL Adrad Holdings Limited 97.0% 94.0% 81.0% 97.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (84th) and momentum (97th) but expensive (8th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (84th) but expensive (8th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (96%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
43.5% avg (7 factors)
Quality
D
36.3% avg (6 factors)
Momentum
A
100.0% avg (4 factors)
Risk
C
51.2% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.490—0—
Value %ile0.080—1—
Quality %ile0.840—1—
Momentum %ile0.970—1—
F-Score4.000—1—
Confidence0.516—0—
Volatility0.393—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
34.81
Earnings Yield (E/P)
0.0432
Price / Sales
1.38
Price / Book
5.39
FCF Yield
5.9%
EBITDA / EV
5.6%
Sales Yield (1/P·S)
0.7840
Shareholder Yield
Div + net buyback / mktcap
1.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.5%
Return on Assets
7.5%
Net Margin
4.0%
Operating Margin
5.5%
Gross Profit / Assets
Novy-Marx GPA
25.2%
Current Ratio
1.15
MomentumPrice trend strength over different horizons
6M Return
78.2%
12M Return
157.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
153.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.90
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
45.2%
Earnings Growth (YoY)
43.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
1.7%
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
93
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
92
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
92
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity