Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4ff36c03-658f-4d5c-8207-195ff67579bc/
YAL
Yancoal Australia LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
#4.00000000
◆
Quality × Value
QV 0.899
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 6.00000000
📐
EBITDA/EV
20.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
8.4%
💰
High Yield
Div 8.4%
🚀
Momentum Leaders
12-1 29%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/E
20.9×
P/S
1.6×
P/B
1.0×
E/P
0.1445
FCF Yield
0.071
EBITDA/EV
0.201
SH Yield
0.084
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
9.00000000
/100 — 1=cheapest
VC2 (Trending Value)
6.00000000
/100
VC3 (Buyback)
7.00000000
/100
FCF yield of 7.1% is strong — the business generates significant free cash relative to price. VC2 score of 6.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.049
ROA
0.036
Net Margin
0.077
Op Margin
0.181
GPA
0.357
Current
2.32
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.153
Earn Growth
-0.638
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
23.4%
12M Return
35.2%
12-1 Mom
29.2%
Risk-Adj
0.61
Vol 252d
48.1%
Vol 60d
106.4%
↑ Expanding
Max DD 12M
-25.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 29% is very strong — a clear uptrend. Near-term vol (106%) is expanding vs long-term (48%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 99 peers
Sector Value %ile
96.0%
Sector Quality %ile
91.0%
P/E z-score
-0.12
P/B z-score
-0.44
Sector Avg OS
52.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (95th) and quality (85th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (95th value) with strong momentum (91th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 8.4% backed by 7.1% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (91th) but high volatility (48%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (106%) significantly exceeds 252-day (48%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.1% avg (7 factors)
Quality
C
47.4% avg (6 factors)
Momentum
B
63.0% avg (4 factors)
Risk
D
36.6% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —1 | — | |
| Value %ile | 0.950 | —1 | — | |
| Quality %ile | 0.850 | —1 | — | |
| Momentum %ile | 0.910 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.758 | —1 | — | |
| Volatility | 0.481 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.92
Earnings Yield (E/P)
0.1445
Price / Sales
1.61
Price / Book
1.02
FCF Yield
7.1%
EBITDA / EV
20.1%
Sales Yield (1/P·S)
0.7999
Shareholder Yield
Div + net buyback / mktcap
8.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.9%
Return on Assets
3.6%
Net Margin
7.7%
Operating Margin
18.1%
Gross Profit / Assets
Novy-Marx GPA
35.7%
Current Ratio
2.32
MomentumPrice trend strength over different horizons
6M Return
23.4%
12M Return
35.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
29.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.61
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-15.3%
Earnings Growth (YoY)
-63.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
8.4%
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
9
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
6
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
4
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