Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/54041809-02ff-481f-91bb-c49cc23c7072/
CNU
Chorus LimitedSnapshot 2026-07-19 · 1.3w · Fresh
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
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.4%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
3.0%ile
P/E
874.3×
P/S
3.7×
P/B
6.2×
E/P
0.0268
FCF Yield
0.024
EBITDA/EV
0.103
SH Yield
0.054
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
94.00000000
/100 — 1=cheapest
VC2 (Trending Value)
90.00000000
/100
VC3 (Buyback)
91.00000000
/100
P/E of 874.3x is premium-priced — the market is paying up for expected growth. VC2 score of 90.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.007
ROA
0.001
Net Margin
0.004
Op Margin
0.189
GPA
0.156
Current
0.46
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.059
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
0.7%
12M Return
6.2%
12-1 Mom
5.0%
Risk-Adj
0.26
Vol 252d
19.5%
Vol 60d
44.5%
↑ Expanding
Max DD 12M
-12.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (45%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.4
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 43 peers
Sector Value %ile
6.8%
Sector Quality %ile
79.5%
P/E z-score
18.19
P/B z-score
0.20
Sector Avg OS
43.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (85th) and momentum (85th) but expensive (3th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (85th) but expensive (3th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (45%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
39.1% avg (7 factors)
Quality
F
20.0% avg (6 factors)
Momentum
D
37.6% avg (4 factors)
Risk
A
84.2% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.400 | —0 | — | |
| Value %ile | 0.030 | —7 | — | |
| Quality %ile | 0.850 | —7 | — | |
| Momentum %ile | 0.850 | —7 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 0.444 | —0 | — | |
| Volatility | 0.195 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
874.28
Earnings Yield (E/P)
0.0268
Price / Sales
3.68
Price / Book
6.17
FCF Yield
2.4%
EBITDA / EV
10.3%
Sales Yield (1/P·S)
0.1415
Shareholder Yield
Div + net buyback / mktcap
5.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
0.7%
Return on Assets
0.1%
Net Margin
0.4%
Operating Margin
18.9%
Gross Profit / Assets
Novy-Marx GPA
15.6%
Current Ratio
0.46
MomentumPrice trend strength over different horizons
6M Return
0.7%
12M Return
6.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
5.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.26
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
4
Dividend Yield
5.4%
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
94
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
90
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
91
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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