Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2a05b882-e4d4-4890-a72c-f676744826e7/
AAL
Anglo American plcSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
Div 0.0%
🌿
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 74%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.19
V
Value Analysis
Cheapness relative to fundamentals
20.0%ile
P/S
222.8×
P/B
229.9×
FCF Yield
0.001
EBITDA/EV
0.001
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
80.00000000
/100 — 1=cheapest
VC2 (Trending Value)
79.00000000
/100
VC3 (Buyback)
72.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
-0.208
ROA
-0.067
Net Margin
-0.202
Op Margin
0.215
GPA
0.171
Current
2.19
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.045
Accruals
-0.165
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
93.0%ile
6M Return
29.4%
12M Return
73.9%
12-1 Mom
73.6%
Risk-Adj
2.19
Vol 252d
33.7%
Vol 60d
71.2%
↑ Expanding
Max DD 12M
-22.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 74% is very strong — a clear uptrend. Risk-adjusted momentum of 2.19 is excellent — strong returns relative to volatility. Near-term vol (71%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.56
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 170 peers
Sector Value %ile
11.7%
Sector Quality %ile
84.8%
P/B z-score
-0.16
Sector Avg OS
54.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (73th) and momentum (93th) but expensive (20th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (73th) but expensive (20th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (71%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
5.3% avg (5 factors)
Quality
D
39.7% avg (7 factors)
Momentum
A
88.5% avg (4 factors)
Risk
B
60.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.560 | —0 | — | |
| Value %ile | 0.200 | —1 | — | |
| Quality %ile | 0.730 | —1 | — | |
| Momentum %ile | 0.930 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.731 | —1 | — | |
| Volatility | 0.337 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
222.78
Price / Book
229.86
Price / Cash Flow
749.71
FCF Yield
0.1%
EBITDA / EV
0.1%
Sales Yield (1/P·S)
0.0045
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-20.8%
Return on Assets
-6.7%
Net Margin
-20.2%
Operating Margin
21.5%
Gross Profit / Assets
Novy-Marx GPA
17.1%
Current Ratio
2.19
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.165
MomentumPrice trend strength over different horizons
6M Return
29.4%
12M Return
73.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
73.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.19
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
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
80
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
79
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
72
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
Yes
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