Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2f4d54ee-e782-4a96-9b18-650bb119ac75/

RIO1

Rio Tinto Group
Chart
78.96 EUR
Latest Week 2026-07-17
Basic MaterialsOther Industrial Metals & MiningLARGE
Snapshot 2026-07-19 · 0.7w · Fresh
0.89
OS Score
70.0%
Value
59.0%
Quality
86.0%
Momentum
2/9
F-Score
0.643
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.643
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
15.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 73%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.28
V
Value Analysis
Cheapness relative to fundamentals
70.0%ile
P/E
12.9×
P/S
2.2×
P/B
2.1×
E/P
0.1031
FCF Yield
0.030
EBITDA/EV
0.153
SH Yield
0.045
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
35.00000000
/100 — 1=cheapest
VC2 (Trending Value)
31.00000000
/100
VC3 (Buyback)
35.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
59.0%ile
ROE
0.160
ROA
0.078
Net Margin
0.173
Op Margin
0.268
GPA
0.258
Current
1.44
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.074
Earn Growth
-0.138
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
86.0%ile
6M Return
10.3%
12M Return
59.2%
12-1 Mom
72.7%
Risk-Adj
3.28
Vol 252d
22.2%
Vol 60d
52.8%
↑ Expanding
Max DD 12M
-14.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 73% is very strong — a clear uptrend. Risk-adjusted momentum of 3.28 is excellent — strong returns relative to volatility. Near-term vol (53%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 43 peers
Sector Value %ile
63.6%
Sector Quality %ile
61.4%
P/E z-score
-0.59
P/B z-score
-0.10
Sector Avg OS
59.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ABR0 Barrick Mining Corporation 99.0% 86.0% 96.0% 91.0%
NMM Newmont Corporation 98.0% 81.0% 97.0% 87.0%
KIN2 Kinross Gold Corporation 98.0% 84.0% 98.0% 86.0%
KWS KWS SAAT SE & Co. KGaA 96.0% 88.0% 81.0% 63.0%
MZX Masterflex SE 95.0% 77.0% 91.0% 66.0%
FMV First Majestic Silver Corp. 94.0% 63.0% 87.0% 93.0%
CDM1 Coeur Mining, Inc. 90.0% 68.0% 66.0% 88.0%
VAS Voestalpine AG 86.0% 82.0% 25.0% 89.0%
Factor Interactions
Trending Value Signal
Cheap (70th value) with strong momentum (86th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.1% avg (7 factors)
Quality
C
56.6% avg (6 factors)
Momentum
A
87.4% avg (4 factors)
Risk
A
79.7% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.890—7—
Value %ile0.700—2—
Quality %ile0.590—0—
Momentum %ile0.860—7—
F-Score2.000—7—
Confidence0.703—7—
Volatility0.222—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.88
Earnings Yield (E/P)
0.1031
Price / Sales
2.23
Price / Book
2.06
FCF Yield
3.0%
EBITDA / EV
15.3%
Sales Yield (1/P·S)
0.3847
Shareholder Yield
Div + net buyback / mktcap
4.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.0%
Return on Assets
7.8%
Net Margin
17.3%
Operating Margin
26.8%
Gross Profit / Assets
Novy-Marx GPA
25.8%
Current Ratio
1.44
MomentumPrice trend strength over different horizons
6M Return
10.3%
12M Return
59.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
72.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.28
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.4%
Earnings Growth (YoY)
-13.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
4.5%
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
35
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
31
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
35
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