Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4d2d5e8a-8302-40d9-863b-2b65bd7850fd/

DOW

Downer EDI Limited
Chart
7.89 AUD
Latest Week 2026-06-05
IndustrialsEngineering & ConstructionMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.54
OS Score
15.0%
Value
85.0%
Quality
90.0%
Momentum
4/9
F-Score
0.357
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
10.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 30%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.19
V
Value Analysis
Cheapness relative to fundamentals
15.0%ile
P/E
38.8×
P/S
0.5×
P/B
2.6×
E/P
0.0424
FCF Yield
0.073
EBITDA/EV
0.103
SH Yield
0.030
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
83.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
14.00000000
/100
P/E of 38.8x is premium-priced — the market is paying up for expected growth. FCF yield of 7.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.066
ROA
0.021
Net Margin
0.013
Op Margin
0.024
GPA
1.394
Current
0.91
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.045
Earn Growth
0.978
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
1.6%
12M Return
33.1%
12-1 Mom
30.1%
Risk-Adj
1.19
Vol 252d
25.3%
Vol 60d
58.5%
↑ Expanding
Max DD 12M
-13.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 30% is very strong — a clear uptrend. Near-term vol (59%) is expanding vs long-term (25%) — 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
Industrials · 129 peers
Sector Value %ile
30.0%
Sector Quality %ile
74.6%
P/E z-score
-0.05
P/B z-score
-0.20
Sector Avg OS
51.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BOL Boom Logistics Limited 99.0% 99.0% 97.0% 91.0%
EHL Emeco Holdings Limited 99.0% 98.0% 94.0% 91.0%
ASH Ashley Services Group Limited 98.0% 97.0% 91.0% 89.0%
VRS Veris Limited 98.0% 95.0% 90.0% 91.0%
WWG Wiseway Group Limited 98.0% 93.0% 86.0% 95.0%
LBL LaserBond Limited 97.0% 91.0% 87.0% 93.0%
CUP Count Limited 97.0% 89.0% 95.0% 89.0%
AHL Adrad Holdings Limited 97.0% 94.0% 81.0% 97.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (85th) and momentum (90th) but expensive (15th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (85th) but expensive (15th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (59%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
55.2% avg (7 factors)
Quality
D
31.3% avg (6 factors)
Momentum
C
59.5% avg (4 factors)
Risk
B
74.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.540—0—
Value %ile0.150—1—
Quality %ile0.850—1—
Momentum %ile0.900—1—
F-Score4.000—1—
Confidence0.516—0—
Volatility0.253—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
38.76
Earnings Yield (E/P)
0.0424
Price / Sales
0.51
Price / Book
2.57
FCF Yield
7.3%
EBITDA / EV
10.3%
Sales Yield (1/P·S)
1.7444
Shareholder Yield
Div + net buyback / mktcap
3.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.6%
Return on Assets
2.1%
Net Margin
1.3%
Operating Margin
2.4%
Gross Profit / Assets
Novy-Marx GPA
139.4%
Current Ratio
0.91
MomentumPrice trend strength over different horizons
6M Return
1.6%
12M Return
33.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
30.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.19
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.5%
Earnings Growth (YoY)
97.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
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
83
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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