Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3894c07e-06df-4db4-8cb8-a411b36c17e8/
CSL
CSL LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.0%
💰
High Yield
Div 3.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
14.0%ile
P/E
15.8×
P/S
3.1×
P/B
2.6×
E/P
0.0512
FCF Yield
0.044
EBITDA/EV
0.089
SH Yield
0.030
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
85.00000000
/100 — 1=cheapest
VC2 (Trending Value)
84.00000000
/100
VC3 (Buyback)
83.00000000
/100
VC2 score of 84.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.162
ROA
0.078
Net Margin
0.195
Op Margin
0.192
GPA
0.207
Current
1.86
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.050
Earn Growth
0.134
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
1.0%ile
6M Return
-46.1%
12M Return
-58.5%
12-1 Mom
-49.2%
Risk-Adj
-1.23
Vol 252d
40.1%
Vol 60d
84.4%
↑ Expanding
Max DD 12M
-63.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -49% signals a downtrend — price is moving against you. Near-term vol (84%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.25
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 145 peers
Sector Value %ile
19.2%
Sector Quality %ile
93.2%
P/E z-score
-0.41
P/B z-score
-0.34
Sector Avg OS
45.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (94th) but expensive (14th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (84%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
56.9% avg (7 factors)
Quality
C
55.3% avg (6 factors)
Momentum
F
0.0% avg (4 factors)
Risk
C
49.8% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.250 | —1 | — | |
| Value %ile | 0.140 | —1 | — | |
| Quality %ile | 0.940 | —1 | — | |
| Momentum %ile | 0.010 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.516 | —0 | — | |
| Volatility | 0.401 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.79
Earnings Yield (E/P)
0.0512
Price / Sales
3.07
Price / Book
2.55
FCF Yield
4.4%
EBITDA / EV
8.9%
Sales Yield (1/P·S)
0.2667
Shareholder Yield
Div + net buyback / mktcap
3.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.2%
Return on Assets
7.8%
Net Margin
19.5%
Operating Margin
19.2%
Gross Profit / Assets
Novy-Marx GPA
20.7%
Current Ratio
1.86
MomentumPrice trend strength over different horizons
6M Return
-46.1%
12M Return
-58.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-49.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.23
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.0%
Earnings Growth (YoY)
13.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
3.0%
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
85
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
84
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
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