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FMG

Fortescue Ltd
Chart
20.53 AUD
Latest Week 2026-06-05
Basic MaterialsOther Industrial Metals & MiningLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.95
OS Score
83.0%
Value
89.0%
Quality
92.0%
Momentum
2/9
F-Score
0.859
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.859
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.8%
💰
High Yield
Div 4.5%
🚀
Momentum Leaders
12-1 45%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.43
V
Value Analysis
Cheapness relative to fundamentals
83.0%ile
P/E
18.7×
P/S
4.1×
P/B
3.2×
E/P
0.0779
FCF Yield
0.050
EBITDA/EV
0.118
SH Yield
0.048
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
86.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
84.00000000
/100
VC2 score of 83.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.169
ROA
0.111
Net Margin
0.219
Op Margin
0.325
GPA
0.287
Current
2.43
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.148
Earn Growth
-0.406
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
92.0%ile
6M Return
-4.3%
12M Return
39.5%
12-1 Mom
44.5%
Risk-Adj
1.43
Vol 252d
31.1%
Vol 60d
69.6%
↑ Expanding
Max DD 12M
-15.0%
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 (70%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 500 peers
Sector Value %ile
93.8%
Sector Quality %ile
95.0%
P/E z-score
-0.19
P/B z-score
-0.17
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%
MLX Metals X Limited 98.0% 90.0% 98.0% 98.0%
MGX MGX Resources Limited 98.0% 97.0% 91.0% 90.0%
PRN Perenti Limited 98.0% 96.0% 89.0% 91.0%
TBR Tribune Resources Limited 98.0% 96.0% 92.0% 87.0%
MLG MLG Oz Limited 98.0% 98.0% 91.0% 84.0%
CAA Capral Limited 98.0% 99.0% 89.0% 84.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (83th) and quality (89th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (83th value) with strong momentum (92th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 4.8% backed by 5.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (70%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.9% avg (7 factors)
Quality
B
71.2% avg (6 factors)
Momentum
B
65.7% avg (4 factors)
Risk
B
64.8% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.950—1—
Value %ile0.830—1—
Quality %ile0.890—1—
Momentum %ile0.920—1—
F-Score2.000—1—
Confidence0.516—0—
Volatility0.311—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.74
Earnings Yield (E/P)
0.0779
Price / Sales
4.10
Price / Book
3.16
FCF Yield
5.0%
EBITDA / EV
11.8%
Sales Yield (1/P·S)
0.2397
Shareholder Yield
Div + net buyback / mktcap
4.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.9%
Return on Assets
11.1%
Net Margin
21.9%
Operating Margin
32.5%
Gross Profit / Assets
Novy-Marx GPA
28.7%
Current Ratio
2.43
MomentumPrice trend strength over different horizons
6M Return
-4.3%
12M Return
39.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
44.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.43
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-14.8%
Earnings Growth (YoY)
-40.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
4.5%
Buyback Yield
0.3%
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
83
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
84
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
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity