Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4403a372-d40b-4653-9507-2e868f658536/
CDP
Carindale Property TrustSnapshot 2026-07-19 · 1.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.895
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.4%
💰
High Yield
Div 5.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 88%
🛡
Low Volatility
Vol 15%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
11.6×
P/S
7.4×
P/B
0.8×
E/P
0.0580
FCF Yield
0.046
EBITDA/EV
0.074
SH Yield
0.054
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
12.00000000
/100
P/E of 11.6x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.070
ROA
0.049
Net Margin
0.636
Op Margin
0.624
GPA
0.049
Current
0.24
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.064
Earn Growth
3.920
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
-2.1%
12M Return
14.6%
12-1 Mom
13.6%
Risk-Adj
0.90
Vol 252d
15.1%
Vol 60d
27.6%
↑ Expanding
Max DD 12M
-6.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (28%) is expanding vs long-term (15%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 51 peers
Sector Value %ile
80.8%
Sector Quality %ile
75.0%
P/E z-score
-0.43
P/B z-score
-0.16
Sector Avg OS
56.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (88th) and quality (91th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (88th value) with strong momentum (87th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (28%) significantly exceeds 252-day (15%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.1% avg (7 factors)
Quality
D
42.4% avg (6 factors)
Momentum
C
45.8% avg (4 factors)
Risk
A
91.4% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.960 | —7 | — | |
| Value %ile | 0.880 | —7 | — | |
| Quality %ile | 0.910 | —7 | — | |
| Momentum %ile | 0.870 | —7 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.460 | —0 | — | |
| Volatility | 0.151 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.62
Earnings Yield (E/P)
0.0580
Price / Sales
7.39
Price / Book
0.81
FCF Yield
4.6%
EBITDA / EV
7.4%
Sales Yield (1/P·S)
0.0930
Shareholder Yield
Div + net buyback / mktcap
5.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.0%
Return on Assets
4.9%
Net Margin
63.6%
Operating Margin
62.4%
Gross Profit / Assets
Novy-Marx GPA
4.9%
Current Ratio
0.24
MomentumPrice trend strength over different horizons
6M Return
-2.1%
12M Return
14.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
13.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.90
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.4%
Earnings Growth (YoY)
392.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
5.4%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
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