Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5c20e836-3136-4155-8029-a10994f5bf72/
CHC
Charter Hall GroupSnapshot 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
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.6%
💰
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
3.0%ile
P/E
29.4×
P/S
21.8×
P/B
3.6×
E/P
0.0214
FCF Yield
0.036
EBITDA/EV
0.046
SH Yield
0.026
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
98.00000000
/100 — 1=cheapest
VC2 (Trending Value)
95.00000000
/100
VC3 (Buyback)
96.00000000
/100
VC2 score of 95.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.121
ROA
0.092
Net Margin
0.741
Op Margin
0.477
GPA
0.125
Current
2.76
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.111
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
-16.0%
12M Return
7.8%
12-1 Mom
4.5%
Risk-Adj
0.17
Vol 252d
26.8%
Vol 60d
59.1%
↑ Expanding
Max DD 12M
-27.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (59%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.44
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 52 peers
Sector Value %ile
5.7%
Sector Quality %ile
98.1%
P/E z-score
0.60
P/B z-score
-0.05
Sector Avg OS
56.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (97th) and momentum (83th) but expensive (3th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (97th) but expensive (3th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (59%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
31.7% avg (7 factors)
Quality
B
66.0% avg (6 factors)
Momentum
D
32.0% avg (4 factors)
Risk
B
72.0% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.440 | —0 | — | |
| Value %ile | 0.030 | —1 | — | |
| Quality %ile | 0.970 | —1 | — | |
| Momentum %ile | 0.830 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.497 | —0 | — | |
| Volatility | 0.268 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
29.43
Earnings Yield (E/P)
0.0214
Price / Sales
21.81
Price / Book
3.56
FCF Yield
3.6%
EBITDA / EV
4.6%
Sales Yield (1/P·S)
0.0449
Shareholder Yield
Div + net buyback / mktcap
2.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.1%
Return on Assets
9.2%
Net Margin
74.1%
Operating Margin
47.7%
Gross Profit / Assets
Novy-Marx GPA
12.5%
Current Ratio
2.76
MomentumPrice trend strength over different horizons
6M Return
-16.0%
12M Return
7.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-11.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
2.3%
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
98
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
95
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
96
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