Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/441c5f3a-a594-4072-b20c-8a297dac3422/
ADX
ADX Energy LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
✗
◆
Quality × Value
QV 0.810
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
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
82.0%ile
P/S
1.7×
P/B
2.5×
FCF Yield
-0.394
SH Yield
-0.175
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
18.00000000
/100 — 1=cheapest
VC2 (Trending Value)
18.00000000
/100
VC3 (Buyback)
18.00000000
/100
Negative FCF yield (-39.4%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
80.0%ile
ROE
-1.568
ROA
-0.269
Net Margin
-1.093
Op Margin
-1.217
GPA
-0.056
Current
1.69
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.025
5yr Consist
No
F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
13.0%
12M Return
-24.6%
12-1 Mom
-1.4%
Risk-Adj
-0.02
Vol 252d
76.3%
Vol 60d
182.1%
↑ Expanding
Max DD 12M
-37.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (182%) is expanding vs long-term (76%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 99 peers
Sector Value %ile
87.0%
Sector Quality %ile
87.0%
P/B z-score
0.07
Sector Avg OS
52.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (82th) and quality (80th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (82th value) with strong momentum (81th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (81th) but high volatility (76%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (182%) significantly exceeds 252-day (76%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
40.9% avg (4 factors)
Quality
F
7.9% avg (6 factors)
Momentum
F
28.9% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.930 | —1 | — | |
| Value %ile | 0.820 | —1 | — | |
| Quality %ile | 0.800 | —1 | — | |
| Momentum %ile | 0.810 | —1 | — | |
| F-Score | 1.000 | —1 | — | |
| Confidence | 0.650 | —0 | — | |
| Volatility | 0.763 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
1.74
Price / Book
2.49
FCF Yield
-39.4%
Sales Yield (1/P·S)
0.6444
Shareholder Yield
Div + net buyback / mktcap
-17.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-156.8%
Return on Assets
-26.9%
Net Margin
-109.3%
Operating Margin
-121.7%
Gross Profit / Assets
Novy-Marx GPA
-5.6%
Current Ratio
1.69
External Financing
Net issuance — lower=better
0.085
MomentumPrice trend strength over different horizons
6M Return
13.0%
12M Return
-24.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-1.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.02
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Dividend Yield
0.0%
Buyback Yield
-17.5%
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
18
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
18
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
18
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
Show all
Op Income
OCF
CapEx
Equity