Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/545f8466-14c5-4630-aa36-a6cab9f4807a/
MCA
Murray Cod Australia LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
32.3%
◐
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
35.0%ile
P/E
2.4×
P/B
0.2×
E/P
0.2242
FCF Yield
-0.451
EBITDA/EV
0.323
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
65.00000000
/100 — 1=cheapest
VC2 (Trending Value)
65.00000000
/100
VC3 (Buyback)
65.00000000
/100
P/E of 2.4x places this firmly in deep value territory. Negative FCF yield (-45.1%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
33.0%ile
ROE
0.085
ROA
0.052
GPA
0.210
Current
11.22
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
5yr Consist
No
F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
34.0%ile
6M Return
-85.2%
12M Return
-83.9%
12-1 Mom
-82.9%
Risk-Adj
-1.25
Vol 252d
66.4%
Vol 60d
153.2%
↑ Expanding
Max DD 12M
-86.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -83% signals a downtrend — price is moving against you. Near-term vol (153%) is expanding vs long-term (66%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.3
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 59 peers
Sector Value %ile
38.3%
Sector Quality %ile
48.3%
P/E z-score
-0.66
P/B z-score
-0.44
Sector Avg OS
48.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (153%) significantly exceeds 252-day (66%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.5% avg (6 factors)
Quality
C
48.1% avg (4 factors)
Momentum
F
0.0% avg (4 factors)
Risk
F
6.0% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.300 | —1 | — | |
| Value %ile | 0.350 | —0 | — | |
| Quality %ile | 0.330 | —0 | — | |
| Momentum %ile | 0.340 | —0 | — | |
| F-Score | 1.000 | —1 | — | |
| Confidence | 0.406 | —0 | — | |
| Volatility | 0.664 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.44
Earnings Yield (E/P)
0.2242
Price / Book
0.21
FCF Yield
-45.1%
EBITDA / EV
32.3%
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.5%
Return on Assets
5.2%
Gross Profit / Assets
Novy-Marx GPA
21.0%
Current Ratio
11.22
MomentumPrice trend strength over different horizons
6M Return
-85.2%
12M Return
-83.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-82.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.25
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
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
65
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
65
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
65
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