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RIO1

Rio Tinto Group
Chart
€88.06
Latest Week 2026-06-05
Basic MaterialsOther Industrial Metals & MiningLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.89
OS Score
63.0%
Value
68.0%
Quality
90.0%
Momentum
4/9
F-Score
0.655
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.655
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
14.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.3%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 80%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.79
V
Value Analysis
Cheapness relative to fundamentals
63.0%ile
P/E
14.4×
P/S
2.5×
P/B
2.3×
E/P
0.0697
FCF Yield
0.028
EBITDA/EV
0.144
SH Yield
0.043
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
37.00000000
/100 — 1=cheapest
VC2 (Trending Value)
34.00000000
/100
VC3 (Buyback)
37.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.160
ROA
0.078
Net Margin
0.173
Op Margin
0.268
GPA
0.258
Current
1.44
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.074
Earn Growth
-0.138
Accruals
-0.054
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
42.9%
12M Return
77.7%
12-1 Mom
79.9%
Risk-Adj
3.79
Vol 252d
21.1%
Vol 60d
48.5%
↑ Expanding
Max DD 12M
-11.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 80% is very strong — a clear uptrend. Risk-adjusted momentum of 3.79 is excellent — strong returns relative to volatility. Near-term vol (48%) is expanding vs long-term (21%) — 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
61.4%
Sector Quality %ile
70.5%
P/E z-score
-0.42
P/B z-score
-0.04
Sector Avg OS
59.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ABR0 Barrick Mining Corporation 98.0% 81.0% 97.0% 92.0%
KIN2 Kinross Gold Corporation 98.0% 76.0% 99.0% 90.0%
NMM Newmont Corporation 97.0% 73.0% 98.0% 92.0%
KWS KWS SAAT SE & Co. KGaA 96.0% 89.0% 76.0% 75.0%
MZX Masterflex SE 93.0% 76.0% 84.0% 70.0%
DLX Delignit AG 89.0% 91.0% 33.0% 71.0%
VAS Voestalpine AG 87.0% 77.0% 29.0% 93.0%
CDM1 Coeur Mining, Inc. 84.0% 52.0% 74.0% 90.0%
Factor Interactions
Volatility Expanding
60-day vol (48%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.6% avg (7 factors)
Quality
B
60.1% avg (7 factors)
Momentum
A
97.8% avg (4 factors)
Risk
A
81.6% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.890—1—
Value %ile0.630—0—
Quality %ile0.680—0—
Momentum %ile0.900—1—
F-Score4.000—1—
Confidence0.813—1—
Volatility0.211—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.36
Earnings Yield (E/P)
0.0697
Price / Sales
2.48
Price / Book
2.30
Price / Cash Flow
8.50
FCF Yield
2.8%
EBITDA / EV
14.4%
Sales Yield (1/P·S)
0.3609
Shareholder Yield
Div + net buyback / mktcap
4.3%
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
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.054
MomentumPrice trend strength over different horizons
6M Return
42.9%
12M Return
77.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
79.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.79
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
4
Dividend Yield
4.3%
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
37
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
34
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
37
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