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AMP

AMP Limited
Chart
2.11 AUD
Latest Week 2026-07-24
Financial ServicesFinancial ConglomeratesMID
Snapshot 2026-07-19 · 1.3w · Fresh
0.24
OS Score
11.0%
Value
10.0%
Quality
90.0%
Momentum
3/9
F-Score
0.105
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
2.2%
💰
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
11.0%ile
P/E
36.9×
P/S
5.7×
P/B
1.3×
FCF Yield
-0.044
EBITDA/EV
0.053
SH Yield
0.022
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
92.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
91.00000000
/100
P/E of 36.9x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-4.4%) — the business is currently cash-consumptive. VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
10.0%ile
ROE
0.036
ROA
0.004
Net Margin
0.153
Op Margin
-0.287
GPA
0.025
Current
0.32
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.015
Earn Growth
-0.113
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
12.7%
12M Return
35.1%
12-1 Mom
4.4%
Risk-Adj
0.11
Vol 252d
39.2%
Vol 60d
89.3%
↑ Expanding
Max DD 12M
-35.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (89%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.24
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 159 peers
Sector Value %ile
8.1%
Sector Quality %ile
8.1%
P/E z-score
0.15
P/B z-score
-0.09
Sector Avg OS
54.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HLI Helia Group Limited 99.0% 96.0% 96.0% 92.0%
TWR Tower Limited 99.0% 98.0% 95.0% 88.0%
SVR Solvar Limited 98.0% 96.0% 96.0% 85.0%
ACQ Acorn Capital Investment Fund Limited 97.0% 92.0% 88.0% 89.0%
BFL BSP Financial Group Limited 97.0% 95.0% 89.0% 83.0%
KSL Kina Securities Limited 97.0% 96.0% 85.0% 83.0%
PNC Pioneer Credit Limited 97.0% 88.0% 91.0% 93.0%
HGH Heartland Group Holdings Limited 96.0% 89.0% 84.0% 94.0%
Factor Interactions
Volatility Expanding
60-day vol (89%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
40.6% avg (6 factors)
Quality
F
14.1% avg (6 factors)
Momentum
C
48.2% avg (4 factors)
Risk
C
51.3% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.240—7—
Value %ile0.110—7—
Quality %ile0.100—7—
Momentum %ile0.900—7—
F-Score3.000—7—
Confidence0.678—0—
Volatility0.392—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
36.95
Price / Sales
5.66
Price / Book
1.31
FCF Yield
-4.4%
EBITDA / EV
5.3%
Sales Yield (1/P·S)
0.0261
Shareholder Yield
Div + net buyback / mktcap
2.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.6%
Return on Assets
0.4%
Net Margin
15.3%
Operating Margin
-28.7%
Gross Profit / Assets
Novy-Marx GPA
2.5%
Current Ratio
0.32
MomentumPrice trend strength over different horizons
6M Return
12.7%
12M Return
35.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.11
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.5%
Earnings Growth (YoY)
-11.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
2.0%
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
92
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
91
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
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