Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/279cbb0f-72e2-4acc-8fe4-b73c18951278/

DNL

Dyno Nobel Limited
Chart
3.85 AUD
Latest Week 2026-06-05
Basic MaterialsSpecialty ChemicalsMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.31
OS Score
17.0%
Value
14.0%
Quality
92.0%
Momentum
4/9
F-Score
0.154
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 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
6.6%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 31%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.24
V
Value Analysis
Cheapness relative to fundamentals
17.0%ile
P/S
1.9×
P/B
1.6×
E/P
0.0584
FCF Yield
0.012
EBITDA/EV
0.076
SH Yield
0.066
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
44.00000000
/100 — 1=cheapest
VC2 (Trending Value)
13.00000000
/100
VC3 (Buyback)
14.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
14.0%ile
ROE
-0.012
ROA
-0.007
Net Margin
-0.014
Op Margin
0.130
GPA
0.317
Current
1.33
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.297
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
92.0%ile
6M Return
18.1%
12M Return
51.9%
12-1 Mom
31.0%
Risk-Adj
1.24
Vol 252d
25.0%
Vol 60d
61.2%
↑ Expanding
Max DD 12M
-14.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 31% is very strong — a clear uptrend. Near-term vol (61%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.31
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 500 peers
Sector Value %ile
3.6%
Sector Quality %ile
2.0%
P/B z-score
-0.23
Sector Avg OS
63.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
WAF West African Resources Limited 99.0% 96.0% 98.0% 90.0%
FML Focus Minerals Limited 99.0% 97.0% 99.0% 99.0%
TBR Tribune Resources Limited 98.0% 96.0% 92.0% 87.0%
PRN Perenti Limited 98.0% 96.0% 89.0% 91.0%
MLG MLG Oz Limited 98.0% 98.0% 91.0% 84.0%
MLX Metals X Limited 98.0% 90.0% 98.0% 98.0%
MGX MGX Resources Limited 98.0% 97.0% 91.0% 90.0%
CAA Capral Limited 98.0% 99.0% 89.0% 84.0%
Factor Interactions
Volatility Expanding
60-day vol (61%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.9% avg (6 factors)
Quality
F
26.7% avg (6 factors)
Momentum
B
70.5% avg (4 factors)
Risk
A
75.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.310—0—
Value %ile0.170—1—
Quality %ile0.140—1—
Momentum %ile0.920—1—
F-Score4.000—1—
Confidence0.592—0—
Volatility0.250—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0584
Price / Sales
1.86
Price / Book
1.56
FCF Yield
1.2%
EBITDA / EV
7.6%
Sales Yield (1/P·S)
0.4480
Shareholder Yield
Div + net buyback / mktcap
6.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-1.2%
Return on Assets
-0.7%
Net Margin
-1.4%
Operating Margin
13.0%
Gross Profit / Assets
Novy-Marx GPA
31.7%
Current Ratio
1.33
MomentumPrice trend strength over different horizons
6M Return
18.1%
12M Return
51.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
31.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.24
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-29.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
2.3%
Buyback Yield
4.2%
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
44
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
13
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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