Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0921e925-46d5-4580-a815-e809fb01db58/

C79

Chrysos Corporation Limited
Chart
5.96 AUD
Latest Week 2026-06-05
TechnologySoftware - ApplicationSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.11
OS Score
1.0%
Value
6.0%
Quality
88.0%
Momentum
2/9
F-Score
0.024
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
1.0%ile
P/S
10.5×
P/B
3.5×
E/P
0.0013
FCF Yield
-0.086
EBITDA/EV
0.025
SH Yield
-0.004
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
96.00000000
/100 — 1=cheapest
VC2 (Trending Value)
97.00000000
/100
VC3 (Buyback)
97.00000000
/100
Negative FCF yield (-8.6%) — the business is currently cash-consumptive. VC2 score of 97.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
6.0%ile
ROE
-0.041
ROA
-0.031
Net Margin
-0.124
Op Margin
0.013
GPA
0.250
Current
1.48
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.457
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
-20.1%
12M Return
16.4%
12-1 Mom
33.4%
Risk-Adj
0.61
Vol 252d
54.8%
Vol 60d
112.0%
↑ Expanding
Max DD 12M
-40.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 33% is very strong — a clear uptrend. Near-term vol (112%) is expanding vs long-term (55%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.11
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 133 peers
Sector Value %ile
4.5%
Sector Quality %ile
12.7%
P/B z-score
-0.43
Sector Avg OS
43.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
T3D 333D Limited 93.0% 82.0% 80.0% 82.0%
CYB AUCYBER FPO [CYB] 92.0% 80.0% 79.0% 80.0%
UBN Urbanise.com Limited 92.0% 81.0% 79.0% 81.0%
AD1 AdNeo Limited 91.0% 79.0% 77.0% 79.0%
ATV ActivePort Group Ltd 91.0% 79.0% 78.0% 79.0%
AER Aeeris Limited 90.0% 78.0% 76.0% 78.0%
AI1 Adisyn Ltd 90.0% 78.0% 77.0% 78.0%
ADS Adslot Limited 90.0% 79.0% 77.0% 78.0%
Factor Interactions
Hot but Volatile
Strong momentum (88th) but high volatility (55%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (112%) significantly exceeds 252-day (55%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
18.5% avg (6 factors)
Quality
F
17.9% avg (6 factors)
Momentum
C
45.5% avg (4 factors)
Risk
F
25.4% 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
FactorCurrentStreakTrendSpark
OS Composite0.110—1—
Value %ile0.010—1—
Quality %ile0.060—1—
Momentum %ile0.880—1—
F-Score2.000—1—
Confidence0.479—0—
Volatility0.548—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0013
Price / Sales
10.49
Price / Book
3.50
FCF Yield
-8.6%
EBITDA / EV
2.5%
Sales Yield (1/P·S)
0.0948
Shareholder Yield
Div + net buyback / mktcap
-0.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-4.1%
Return on Assets
-3.1%
Net Margin
-12.4%
Operating Margin
1.3%
Gross Profit / Assets
Novy-Marx GPA
25.0%
Current Ratio
1.48
External Financing
Net issuance — lower=better
0.010
MomentumPrice trend strength over different horizons
6M Return
-20.1%
12M Return
16.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
33.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.61
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
45.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
0.0%
Buyback Yield
-0.4%
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
96
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
97
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
97
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