Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2ed2ed3d-e452-4489-994c-ce7659237ecf/

DRR

Deterra Royalties Limited
Chart
4.40 AUD
Latest Week 2026-06-05
Basic MaterialsOther Industrial Metals & MiningMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.57
OS Score
13.0%
Value
98.0%
Quality
88.0%
Momentum
2/9
F-Score
0.357
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.5%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.3%
💰
High Yield
Div 5.3%
🚀
Momentum Leaders
12-1 21%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
13.0%ile
P/E
14.9×
P/S
8.8×
P/B
18.7×
E/P
0.0938
FCF Yield
0.051
EBITDA/EV
0.095
SH Yield
0.053
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
92.00000000
/100 — 1=cheapest
VC2 (Trending Value)
89.00000000
/100
VC3 (Buyback)
90.00000000
/100
VC2 score of 89.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
1.249
ROA
0.310
Net Margin
0.591
Op Margin
0.925
GPA
0.524
Current
30.20
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.095
Earn Growth
0.005
5yr Consist
No
ROE of 125% is exceptional. 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
9.6%
12M Return
21.2%
12-1 Mom
20.7%
Risk-Adj
0.88
Vol 252d
23.6%
Vol 60d
53.9%
↑ Expanding
Max DD 12M
-15.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 21% is very strong — a clear uptrend. Near-term vol (54%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.57
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 500 peers
Sector Value %ile
3.0%
Sector Quality %ile
99.6%
P/E z-score
-0.21
P/B z-score
0.44
Sector Avg OS
63.3%
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%
MLG MLG Oz Limited 98.0% 98.0% 91.0% 84.0%
CAA Capral Limited 98.0% 99.0% 89.0% 84.0%
PRN Perenti Limited 98.0% 96.0% 89.0% 91.0%
MGX MGX Resources Limited 98.0% 97.0% 91.0% 90.0%
TBR Tribune Resources Limited 98.0% 96.0% 92.0% 87.0%
MLX Metals X Limited 98.0% 90.0% 98.0% 98.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (98th) and momentum (88th) but expensive (13th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 5.3% backed by 5.1% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (98th) but expensive (13th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (54%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
50.1% avg (7 factors)
Quality
A
100.0% avg (6 factors)
Momentum
C
53.6% avg (4 factors)
Risk
A
77.4% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.570—0—
Value %ile0.130—1—
Quality %ile0.980—1—
Momentum %ile0.880—1—
F-Score2.000—1—
Confidence0.516—0—
Volatility0.236—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.95
Earnings Yield (E/P)
0.0938
Price / Sales
8.83
Price / Book
18.67
FCF Yield
5.1%
EBITDA / EV
9.5%
Sales Yield (1/P·S)
0.1014
Shareholder Yield
Div + net buyback / mktcap
5.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
124.9%
Return on Assets
31.0%
Net Margin
59.1%
Operating Margin
92.5%
Gross Profit / Assets
Novy-Marx GPA
52.4%
Current Ratio
30.20
MomentumPrice trend strength over different horizons
6M Return
9.6%
12M Return
21.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
20.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.88
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.5%
Earnings Growth (YoY)
0.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
5.3%
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
92
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
89
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
90
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity