Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/19aeca42-01d0-4ff3-a9fc-ab5d414451a6/
ILU
Iluka Resources LimitedSnapshot 2026-07-19 · 0.6w · 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
17.0%ile
P/S
2.6×
P/B
1.3×
E/P
0.0419
SH Yield
0.008
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
83.00000000
/100
VC2 score of 83.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
6.0%ile
ROE
-0.139
ROA
-0.068
Net Margin
-0.284
Op Margin
0.150
GPA
0.144
Current
3.51
F-Score
0/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.132
5yr Consist
No
F-Score of 0/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
-12.7%
12M Return
17.1%
12-1 Mom
49.8%
Risk-Adj
0.87
Vol 252d
57.3%
Vol 60d
129.8%
↑ Expanding
Max DD 12M
-39.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 50% is very strong — a clear uptrend. Near-term vol (130%) is expanding vs long-term (57%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.27
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 500 peers
Sector Value %ile
4.0%
Sector Quality %ile
1.2%
P/B z-score
-0.39
Sector Avg OS
63.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Hot but Volatile
Strong momentum (90th) but high volatility (57%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (130%) significantly exceeds 252-day (57%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
55.6% avg (4 factors)
Quality
D
31.0% avg (6 factors)
Momentum
C
55.1% avg (4 factors)
Risk
F
21.1% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.270 | —7 | — | |
| Value %ile | 0.170 | —7 | — | |
| Quality %ile | 0.060 | —7 | — | |
| Momentum %ile | 0.900 | —7 | — | |
| F-Score | 0.000 | —7 | — | |
| Confidence | 0.628 | —0 | — | |
| Volatility | 0.573 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0419
Price / Sales
2.59
Price / Book
1.27
Sales Yield (1/P·S)
0.2793
Shareholder Yield
Div + net buyback / mktcap
0.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-13.9%
Return on Assets
-6.8%
Net Margin
-28.4%
Operating Margin
15.0%
Gross Profit / Assets
Novy-Marx GPA
14.4%
Current Ratio
3.51
MomentumPrice trend strength over different horizons
6M Return
-12.7%
12M Return
17.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
49.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.87
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-13.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
0
Dividend Yield
0.8%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
83
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
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