Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/61fb3bcc-b519-46ff-a662-b0b1e49a5955/
KIN2
Kinross Gold CorporationSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
✗
◆
Quality × Value
QV 0.896
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 8.7
◇
VC2 Cheapest
✗
📐
EBITDA/EV
21.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F9
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
Rev +37%
🔄
Shareholder Yield
4.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.28
V
Value Analysis
Cheapness relative to fundamentals
82.0%ile
P/E
8.7×
P/S
3.1×
P/B
2.7×
E/P
0.1691
FCF Yield
0.128
EBITDA/EV
0.218
SH Yield
0.040
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
27.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
24.00000000
/100
P/E of 8.7x places this firmly in deep value territory. FCF yield of 12.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.315
ROA
0.222
Net Margin
0.360
Op Margin
0.502
GPA
0.349
Current
2.84
F-Score
9/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.369
Earn Growth
1.581
Stability
0.347
lower=better
Accruals
-0.112
lower=better
5yr Consist
Yes
ROE of 31% is exceptional. F-Score of 9/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
86.0%ile
6M Return
-22.5%
12M Return
58.2%
12-1 Mom
65.7%
Risk-Adj
1.28
Vol 252d
51.4%
Vol 60d
119.6%
↑ Expanding
Max DD 12M
-33.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 66% is very strong — a clear uptrend. Near-term vol (120%) is expanding vs long-term (51%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 43 peers
Sector Value %ile
77.3%
Sector Quality %ile
100.0%
P/E z-score
-0.97
P/B z-score
0.22
Sector Avg OS
57.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (82th) and quality (98th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (82th value) with strong momentum (86th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 9/9 with good value (82th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 37% with P/E of 9×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 4.0% backed by 12.8% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (86th) but high volatility (51%). Momentum could reverse sharply.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.5% avg (7 factors)
Quality
A
93.4% avg (7 factors)
Momentum
B
66.1% avg (4 factors)
Risk
D
31.0% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —6 | — | |
| Value %ile | 0.820 | —6 | — | |
| Quality %ile | 0.980 | —6 | — | |
| Momentum %ile | 0.860 | —6 | — | |
| F-Score | 9.000 | —6 | — | |
| Confidence | 0.920 | —6 | — | |
| Volatility | 0.514 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.71
Earnings Yield (E/P)
0.1691
Price / Sales
3.13
Price / Book
2.74
Price / Cash Flow
5.80
FCF Yield
12.8%
EBITDA / EV
21.8%
Sales Yield (1/P·S)
0.3369
Shareholder Yield
Div + net buyback / mktcap
4.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
31.5%
Return on Assets
22.2%
Net Margin
36.0%
Operating Margin
50.2%
Gross Profit / Assets
Novy-Marx GPA
34.9%
Current Ratio
2.84
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.112
MomentumPrice trend strength over different horizons
6M Return
-22.5%
12M Return
58.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
65.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.28
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
36.9%
Earnings Growth (YoY)
158.1%
Earnings Stability (CV)
Lower = more stable
0.347
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
9
Dividend Yield
0.6%
Buyback Yield
3.4%
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
27
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity