Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/44e27247-40aa-4d83-ab5a-193848dba8d1/

AAI

Alcoa Corporation
Chart
64.24 AUD
Latest Week 2026-07-24
Basic MaterialsAluminumLARGE
Snapshot 2026-07-19 · 1.1w · Fresh
0.54
OS Score
14.0%
Value
82.0%
Quality
95.0%
Momentum
6/9
F-Score
0.339
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 83%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.65
V
Value Analysis
Cheapness relative to fundamentals
14.0%ile
P/E
15.3×
P/S
1.4×
P/B
2.6×
E/P
0.0403
FCF Yield
0.030
EBITDA/EV
0.098
SH Yield
0.009
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
83.00000000
/100
VC2 score of 83.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
0.169
ROA
0.070
Net Margin
0.090
Op Margin
0.059
GPA
0.131
Current
1.48
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.516
lower=better
Accruals
-0.002
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
95.0%ile
6M Return
-29.5%
12M Return
47.1%
12-1 Mom
82.5%
Risk-Adj
1.65
Vol 252d
49.9%
Vol 60d
121.0%
↑ Expanding
Max DD 12M
-38.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 83% is very strong — a clear uptrend. Risk-adjusted momentum of 1.65 is excellent — strong returns relative to volatility. Near-term vol (121%) is expanding vs long-term (50%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.54
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 500 peers
Sector Value %ile
3.4%
Sector Quality %ile
92.0%
P/E z-score
-0.19
P/B z-score
-0.27
Sector Avg OS
63.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MLX Metals X Limited 99.0% 93.0% 98.0% 97.0%
WAF West African Resources Limited 99.0% 97.0% 98.0% 90.0%
FML Focus Minerals Limited 99.0% 98.0% 99.0% 99.0%
RRL Regis Resources Limited 98.0% 91.0% 96.0% 92.0%
RSG Resolute Mining Limited 98.0% 92.0% 95.0% 94.0%
NEM Newmont Corporation 98.0% 87.0% 99.0% 94.0%
CAA Capral Limited 98.0% 99.0% 89.0% 83.0%
MMI Metro Mining Limited 98.0% 96.0% 96.0% 82.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (82th) and momentum (95th) but expensive (14th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (95th) but high volatility (50%). Momentum could reverse sharply.
Quality at a Premium
High quality (82th) but expensive (14th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (121%) significantly exceeds 252-day (50%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.5% avg (7 factors)
Quality
D
41.0% avg (7 factors)
Momentum
B
63.1% avg (4 factors)
Risk
D
33.5% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.540—0—
Value %ile0.140—7—
Quality %ile0.820—1—
Momentum %ile0.950—7—
F-Score6.000—0—
Confidence0.879—7—
Volatility0.499—7—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.28
Earnings Yield (E/P)
0.0403
Price / Sales
1.38
Price / Book
2.59
Price / Cash Flow
14.92
FCF Yield
3.0%
EBITDA / EV
9.8%
Sales Yield (1/P·S)
0.6814
Shareholder Yield
Div + net buyback / mktcap
0.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.9%
Return on Assets
7.0%
Net Margin
9.0%
Operating Margin
5.9%
Gross Profit / Assets
Novy-Marx GPA
13.1%
Current Ratio
1.48
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.002
MomentumPrice trend strength over different horizons
6M Return
-29.5%
12M Return
47.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
82.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.65
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.516
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.9%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
83
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity