Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5004ca4a-6348-4b99-b84b-a156b9043a3a/

CMA

CARMA LTD FPO [CMA]
Chart
0.70 AUD
Latest Week 2026-06-05
Consumer CyclicalAuto & Truck DealershipsMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.67
OS Score
62.0%
Value
61.0%
Quality
62.0%
Momentum
2/9
F-Score
0.615
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.615
🏛
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
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
62.0%ile
P/S
1.4×
P/B
1.1×
FCF Yield
-0.539
SH Yield
-0.302
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
37.00000000
/100 — 1=cheapest
VC2 (Trending Value)
37.00000000
/100
VC3 (Buyback)
37.00000000
/100
Negative FCF yield (-53.9%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
61.0%ile
ROE
-0.412
ROA
-0.343
Net Margin
-0.503
Op Margin
-0.450
GPA
0.050
Current
9.24
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.036
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
62.0%ile
6M Return
-59.4%
Vol 252d
62.8%
Vol 60d
138.2%
↑ Expanding
Max DD 12M
-72.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (138%) is expanding vs long-term (63%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.67
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 90 peers
Sector Value %ile
45.1%
Sector Quality %ile
56.0%
P/B z-score
-0.34
Sector Avg OS
51.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CCV Cash Converters International Limited 99.0% 99.0% 94.0% 85.0%
SHM Shriro Holdings Limited 98.0% 97.0% 95.0% 87.0%
SHJ Shine Justice Ltd 97.0% 98.0% 88.0% 82.0%
JYC Joyce Corporation Ltd 97.0% 90.0% 93.0% 93.0%
VVA Viva Leisure Limited 96.0% 88.0% 93.0% 87.0%
TAH Tabcorp Holdings Limited 95.0% 89.0% 85.0% 85.0%
APE Eagers Automotive Limited 94.0% 83.0% 83.0% 89.0%
AFL AF Legal Group Limited 93.0% 82.0% 80.0% 82.0%
Factor Interactions
Volatility Expanding
60-day vol (138%) significantly exceeds 252-day (63%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
46.0% avg (4 factors)
Quality
F
18.3% avg (6 factors)
Momentum
F
0.0% avg (1 factors)
Risk
F
12.0% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. 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 Composite0.670—0—
Value %ile0.620—0—
Quality %ile0.610—0—
Momentum %ile0.620—0—
F-Score2.000—1—
Confidence0.406—0—
Volatility0.628—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
1.39
Price / Book
1.14
FCF Yield
-53.9%
Sales Yield (1/P·S)
1.7569
Shareholder Yield
Div + net buyback / mktcap
-30.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-41.2%
Return on Assets
-34.3%
Net Margin
-50.3%
Operating Margin
-45.0%
Gross Profit / Assets
Novy-Marx GPA
5.0%
Current Ratio
9.24
MomentumPrice trend strength over different horizons
6M Return
-59.4%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
0.0%
Buyback Yield
-30.2%
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
37
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
37
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
37
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity