Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/54bcabdf-d95c-42c2-8fdd-e56342c46e1a/
BSL
BlueScope Steel LimitedSnapshot 2026-07-19 · 1.0w · Fresh
Strategy Eligibility
3 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
6.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 46%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.32
V
Value Analysis
Cheapness relative to fundamentals
8.0%ile
P/E
165.8×
P/S
0.9×
P/B
1.3×
E/P
0.0076
FCF Yield
0.012
EBITDA/EV
0.068
SH Yield
0.064
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
86.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
83.00000000
/100
P/E of 165.8x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
5.0%ile
ROE
0.008
ROA
0.005
Net Margin
0.005
Op Margin
0.007
GPA
0.381
Current
1.96
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.044
Earn Growth
-0.896
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
93.0%ile
6M Return
8.0%
12M Return
39.2%
12-1 Mom
45.9%
Risk-Adj
1.32
Vol 252d
34.9%
Vol 60d
81.8%
↑ Expanding
Max DD 12M
-14.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 46% is very strong — a clear uptrend. Near-term vol (82%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.19
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 500 peers
Sector Value %ile
1.8%
Sector Quality %ile
1.2%
P/E z-score
0.33
P/B z-score
-0.39
Sector Avg OS
63.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (82%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
47.1% avg (7 factors)
Quality
F
29.0% avg (6 factors)
Momentum
B
69.2% avg (4 factors)
Risk
C
58.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.190 | —7 | — | |
| Value %ile | 0.080 | —7 | — | |
| Quality %ile | 0.050 | —7 | — | |
| Momentum %ile | 0.930 | —7 | — | |
| F-Score | 2.000 | —7 | — | |
| Confidence | 0.460 | —0 | — | |
| Volatility | 0.349 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
165.77
Earnings Yield (E/P)
0.0076
Price / Sales
0.85
Price / Book
1.30
FCF Yield
1.2%
EBITDA / EV
6.8%
Sales Yield (1/P·S)
1.1189
Shareholder Yield
Div + net buyback / mktcap
6.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
0.8%
Return on Assets
0.5%
Net Margin
0.5%
Operating Margin
0.7%
Gross Profit / Assets
Novy-Marx GPA
38.1%
Current Ratio
1.96
MomentumPrice trend strength over different horizons
6M Return
8.0%
12M Return
39.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
45.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.32
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.4%
Earnings Growth (YoY)
-89.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
6.1%
Buyback Yield
0.2%
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
86
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
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