Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5190f64b-43cd-4a16-a2cc-72dd8ee3b94e/

CMM

Capricorn Metals Ltd
Chart
12.76 AUD
Latest Week 2026-06-05
Basic MaterialsGoldMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.47
OS Score
1.0%
Value
97.0%
Quality
92.0%
Momentum
4/9
F-Score
0.098
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 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
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
1.0%ile
P/E
74.0×
P/S
17.9×
P/B
20.8×
E/P
0.0246
FCF Yield
0.014
EBITDA/EV
0.027
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
100.00000000
/100 — 1=cheapest
VC2 (Trending Value)
100.00000000
/100
VC3 (Buyback)
100.00000000
/100
P/E of 74.0x is premium-priced — the market is paying up for expected growth. VC2 score of 100.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.282
ROA
0.145
Net Margin
0.242
Op Margin
0.441
GPA
0.337
Current
0.91
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.122
5yr Consist
No
ROE of 28% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
92.0%ile
6M Return
-7.7%
12M Return
35.9%
12-1 Mom
45.1%
Risk-Adj
0.89
Vol 252d
50.7%
Vol 60d
116.7%
↑ Expanding
Max DD 12M
-33.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 45% is very strong — a clear uptrend. Near-term vol (117%) is expanding vs long-term (51%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.47
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 500 peers
Sector Value %ile
0.4%
Sector Quality %ile
98.6%
P/E z-score
0.04
P/B z-score
0.52
Sector Avg OS
63.3%
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%
PRN Perenti Limited 98.0% 96.0% 89.0% 91.0%
MGX MGX Resources Limited 98.0% 97.0% 91.0% 90.0%
TBR Tribune Resources Limited 98.0% 96.0% 92.0% 87.0%
MLX Metals X Limited 98.0% 90.0% 98.0% 98.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (97th) and momentum (92th) but expensive (1th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (92th) but high volatility (51%). Momentum could reverse sharply.
Quality at a Premium
High quality (97th) but expensive (1th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (117%) significantly exceeds 252-day (51%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
9.3% avg (7 factors)
Quality
B
72.3% avg (6 factors)
Momentum
B
60.5% avg (4 factors)
Risk
D
32.2% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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 Composite0.470—0—
Value %ile0.010—1—
Quality %ile0.970—1—
Momentum %ile0.920—1—
F-Score4.000—1—
Confidence0.254—1—
Volatility0.507—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
73.96
Earnings Yield (E/P)
0.0246
Price / Sales
17.92
Price / Book
20.84
FCF Yield
1.4%
EBITDA / EV
2.7%
Sales Yield (1/P·S)
0.0557
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
28.2%
Return on Assets
14.5%
Net Margin
24.2%
Operating Margin
44.1%
Gross Profit / Assets
Novy-Marx GPA
33.7%
Current Ratio
0.91
MomentumPrice trend strength over different horizons
6M Return
-7.7%
12M Return
35.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
45.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.89
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
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
100
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
100
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
100
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