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CMW

Cromwell Property Group
Chart
0.42 AUD
Latest Week 2026-06-05
Real EstateReit - OfficeSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.96
OS Score
88.0%
Value
90.0%
Quality
89.0%
Momentum
5/9
F-Score
0.890
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.890
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.0%
💰
High Yield
Div 7.0%
🚀
Momentum Leaders
12-1 25%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 88th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/S
6.3×
P/B
0.8×
E/P
0.0576
FCF Yield
0.060
SH Yield
0.070
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
11.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
-0.016
ROA
-0.010
Net Margin
-0.128
Op Margin
0.557
GPA
0.064
Current
1.36
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.059
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
89.0%ile
6M Return
-8.3%
12M Return
27.0%
12-1 Mom
25.5%
Risk-Adj
0.94
Vol 252d
27.0%
Vol 60d
56.3%
↑ Expanding
Max DD 12M
-19.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (56%) is expanding vs long-term (27%) — 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 · 52 peers
Sector Value %ile
81.1%
Sector Quality %ile
75.5%
P/B z-score
-0.16
Sector Avg OS
55.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
UOS United Overseas Australia Ltd 98.0% 98.0% 88.0% 87.0%
CWP Cedar Woods Properties Limited 96.0% 94.0% 86.0% 84.0%
CDP Carindale Property Trust 96.0% 88.0% 92.0% 87.0%
FRI Finbar Group Limited 96.0% 96.0% 85.0% 83.0%
BWP BWP Trust 94.0% 84.0% 94.0% 84.0%
ACU Acumentis Group Limited 91.0% 79.0% 77.0% 79.0%
APW Aims Property Securities Fund 89.0% 78.0% 76.0% 77.0%
LED LDR Capital Property Fund 88.0% 90.0% 84.0% 41.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (88th) and quality (90th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (88th value) with strong momentum (89th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 7.0% backed by 6.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.1% avg (5 factors)
Quality
F
24.5% avg (6 factors)
Momentum
C
51.6% avg (4 factors)
Risk
B
71.6% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.960—1—
Value %ile0.880—1—
Quality %ile0.900—1—
Momentum %ile0.890—1—
F-Score5.000—0—
Confidence0.461—0—
Volatility0.270—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0576
Price / Sales
6.30
Price / Book
0.77
FCF Yield
6.0%
Sales Yield (1/P·S)
0.1033
Shareholder Yield
Div + net buyback / mktcap
7.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-1.6%
Return on Assets
-1.0%
Net Margin
-12.8%
Operating Margin
55.7%
Gross Profit / Assets
Novy-Marx GPA
6.4%
Current Ratio
1.36
MomentumPrice trend strength over different horizons
6M Return
-8.3%
12M Return
27.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
25.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.94
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
7.0%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
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