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

DRR

Deterra Royalties Limited
Chart
4.27 AUD
Latest Week 2026-07-24
Basic MaterialsOther Industrial Metals & MiningMID
Snapshot 2026-07-19 · 1.1w · Fresh
0.59
OS Score
15.0%
Value
99.0%
Quality
87.0%
Momentum
2/9
F-Score
0.385
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
9.9%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.0%
💰
High Yield
Div 6.0%
🚀
Momentum Leaders
12-1 15%
◉
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
15.0%ile
P/E
14.4×
P/S
8.5×
P/B
17.9×
E/P
0.0973
FCF Yield
0.053
EBITDA/EV
0.099
SH Yield
0.060
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
91.00000000
/100 — 1=cheapest
VC2 (Trending Value)
87.00000000
/100
VC3 (Buyback)
88.00000000
/100
VC2 score of 87.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
99.0%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
87.0%ile
6M Return
-2.6%
12M Return
9.7%
12-1 Mom
15.2%
Risk-Adj
0.64
Vol 252d
23.8%
Vol 60d
55.8%
↑ Expanding
Max DD 12M
-15.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (56%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.59
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
100.0%
P/E z-score
-0.19
P/B z-score
1.14
Sector Avg OS
63.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
FML Focus Minerals Limited 99.0% 98.0% 99.0% 99.0%
WAF West African Resources Limited 99.0% 97.0% 98.0% 90.0%
MLX Metals X Limited 99.0% 93.0% 98.0% 97.0%
RRL Regis Resources Limited 98.0% 91.0% 96.0% 92.0%
RSG Resolute Mining Limited 98.0% 92.0% 95.0% 94.0%
NEM Newmont Corporation 98.0% 87.0% 99.0% 94.0%
PRN Perenti Limited 98.0% 96.0% 90.0% 91.0%
CAA Capral Limited 98.0% 99.0% 89.0% 83.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (99th) and momentum (87th) but expensive (15th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 6.0% backed by 5.3% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (99th) but expensive (15th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
52.6% avg (7 factors)
Quality
A
100.0% avg (6 factors)
Momentum
D
43.2% avg (4 factors)
Risk
A
77.0% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.590—0—
Value %ile0.150—7—
Quality %ile0.990—7—
Momentum %ile0.870—7—
F-Score2.000—7—
Confidence0.460—0—
Volatility0.238—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.35
Earnings Yield (E/P)
0.0973
Price / Sales
8.48
Price / Book
17.92
FCF Yield
5.3%
EBITDA / EV
9.9%
Sales Yield (1/P·S)
0.1051
Shareholder Yield
Div + net buyback / mktcap
6.0%
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
-2.6%
12M Return
9.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
15.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.64
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
6.0%
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
91
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
87
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
88
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity