Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/08a5021a-21d4-4dca-802d-87c6e95dbefa/
KAU
Kaiser Reef LimitedSnapshot 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
8.0%ile
P/S
6.0×
P/B
5.9×
FCF Yield
-0.034
SH Yield
-0.023
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
91.00000000
/100 — 1=cheapest
VC2 (Trending Value)
93.00000000
/100
VC3 (Buyback)
92.00000000
/100
Negative FCF yield (-3.4%) — the business is currently cash-consumptive. VC2 score of 93.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
4.0%ile
ROE
-0.230
ROA
-0.183
Net Margin
-0.233
Op Margin
-0.236
GPA
0.785
Current
1.17
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.227
5yr Consist
No
F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
-14.3%
12M Return
18.4%
12-1 Mom
36.8%
Risk-Adj
0.65
Vol 252d
57.1%
Vol 60d
129.2%
↑ Expanding
Max DD 12M
-43.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 37% is very strong — a clear uptrend. Near-term vol (129%) is expanding vs long-term (57%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.16
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 500 peers
Sector Value %ile
2.6%
Sector Quality %ile
1.0%
P/B z-score
-0.06
Sector Avg OS
63.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Hot but Volatile
Strong momentum (88th) but high volatility (57%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (129%) significantly exceeds 252-day (57%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
22.3% avg (4 factors)
Quality
F
21.2% avg (6 factors)
Momentum
C
49.2% avg (4 factors)
Risk
F
21.6% avg (1 factors)
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 | 0.160 | —1 | — | |
| Value %ile | 0.080 | —1 | — | |
| Quality %ile | 0.040 | —1 | — | |
| Momentum %ile | 0.880 | —1 | — | |
| F-Score | 1.000 | —1 | — | |
| Confidence | 0.227 | —1 | — | |
| Volatility | 0.571 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
5.99
Price / Book
5.90
FCF Yield
-3.4%
Sales Yield (1/P·S)
0.1675
Shareholder Yield
Div + net buyback / mktcap
-2.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-23.0%
Return on Assets
-18.3%
Net Margin
-23.3%
Operating Margin
-23.6%
Gross Profit / Assets
Novy-Marx GPA
78.5%
Current Ratio
1.17
External Financing
Net issuance — lower=better
0.123
MomentumPrice trend strength over different horizons
6M Return
-14.3%
12M Return
18.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
36.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.65
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-22.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Dividend Yield
0.0%
Buyback Yield
-2.3%
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
91
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
93
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity