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AAI

Alcoa Corporation
Chart
109.31 AUD
Latest Week 2026-06-05
Basic MaterialsAluminumLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.19
OS Score
1.0%
Value
13.0%
Quality
97.0%
Momentum
6/9
F-Score
0.036
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
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
12-1 104%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.36
V
Value Analysis
Cheapness relative to fundamentals
1.0%ile
P/E
27.8×
P/S
2.3×
P/B
4.2×
E/P
0.0162
FCF Yield
0.010
EBITDA/EV
0.056
SH Yield
0.004
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
98.00000000
/100 — 1=cheapest
VC2 (Trending Value)
97.00000000
/100
VC3 (Buyback)
97.00000000
/100
VC2 score of 97.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
13.0%ile
ROE
0.151
ROA
0.062
Net Margin
0.082
Op Margin
0.038
GPA
0.116
Current
1.48
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.079
Stability
0.516
lower=better
Accruals
0.006
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
97.0%ile
6M Return
64.9%
12M Return
155.8%
12-1 Mom
104.0%
Risk-Adj
2.36
Vol 252d
44.1%
Vol 60d
105.9%
↑ Expanding
Max DD 12M
-16.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 104% is very strong — a clear uptrend. Risk-adjusted momentum of 2.36 is excellent — strong returns relative to volatility. Near-term vol (106%) is expanding vs long-term (44%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.19
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 500 peers
Sector Value %ile
0.6%
Sector Quality %ile
2.0%
P/E z-score
-0.15
P/B z-score
-0.13
Sector Avg OS
63.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
WAF West African Resources Limited 99.0% 96.0% 98.0% 90.0%
FML Focus Minerals Limited 99.0% 97.0% 99.0% 99.0%
MLG MLG Oz Limited 98.0% 98.0% 91.0% 84.0%
CAA Capral Limited 98.0% 99.0% 89.0% 84.0%
TBR Tribune Resources Limited 98.0% 96.0% 92.0% 87.0%
MGX MGX Resources Limited 98.0% 97.0% 91.0% 90.0%
PRN Perenti Limited 98.0% 96.0% 89.0% 91.0%
MLX Metals X Limited 98.0% 90.0% 98.0% 98.0%
Factor Interactions
Hot but Volatile
Strong momentum (97th) but high volatility (44%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (106%) significantly exceeds 252-day (44%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
37.4% avg (7 factors)
Quality
D
37.6% avg (7 factors)
Momentum
A
96.0% avg (4 factors)
Risk
D
43.2% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.190—1—
Value %ile0.010—1—
Quality %ile0.130—1—
Momentum %ile0.970—1—
F-Score6.000—0—
Confidence0.939—1—
Volatility0.441—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
27.81
Earnings Yield (E/P)
0.0162
Price / Sales
2.27
Price / Book
4.21
Price / Cash Flow
30.89
FCF Yield
1.0%
EBITDA / EV
5.6%
Sales Yield (1/P·S)
0.4240
Shareholder Yield
Div + net buyback / mktcap
0.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.1%
Return on Assets
6.2%
Net Margin
8.2%
Operating Margin
3.8%
Gross Profit / Assets
Novy-Marx GPA
11.6%
Current Ratio
1.48
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.006
MomentumPrice trend strength over different horizons
6M Return
64.9%
12M Return
155.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
104.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.36
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.9%
Earnings Stability (CV)
Lower = more stable
0.516
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.4%
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
98
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
97
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
97
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