Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6318b50c-31c4-4883-84d1-4821da93cfb2/
NMG
New Murchison Gold LimitedSnapshot 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
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.93
V
Value Analysis
Cheapness relative to fundamentals
0.0%ile
P/E
101.3×
P/S
27.0×
P/B
8.3×
E/P
0.0109
FCF Yield
-0.047
EBITDA/EV
0.011
SH Yield
-0.079
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
100.00000000
/100 — 1=cheapest
VC2 (Trending Value)
100.00000000
/100
VC3 (Buyback)
100.00000000
/100
P/E of 101.3x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-4.7%) — the business is currently cash-consumptive. VC2 score of 100.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
9.0%ile
ROE
0.082
ROA
0.062
Net Margin
0.267
Op Margin
0.284
GPA
0.137
Current
2.97
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
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
98.0%ile
6M Return
9.8%
12M Return
181.2%
12-1 Mom
193.8%
Risk-Adj
2.93
Vol 252d
66.0%
Vol 60d
143.5%
↑ Expanding
Max DD 12M
-42.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 194% is very strong — a clear uptrend. Risk-adjusted momentum of 2.93 is excellent — strong returns relative to volatility. Near-term vol (144%) is expanding vs long-term (66%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.16
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
2.0%
P/E z-score
0.16
P/B z-score
0.03
Sector Avg OS
63.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Hot but Volatile
Strong momentum (98th) but high volatility (66%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (144%) significantly exceeds 252-day (66%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
1.8% avg (7 factors)
Quality
B
62.7% avg (6 factors)
Momentum
A
87.0% avg (4 factors)
Risk
F
6.6% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.160 | —1 | — | |
| Value %ile | 0.000 | —1 | — | |
| Quality %ile | 0.090 | —1 | — | |
| Momentum %ile | 0.980 | —1 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.592 | —0 | — | |
| Volatility | 0.660 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
101.34
Earnings Yield (E/P)
0.0109
Price / Sales
27.04
Price / Book
8.34
FCF Yield
-4.7%
EBITDA / EV
1.1%
Sales Yield (1/P·S)
0.0385
Shareholder Yield
Div + net buyback / mktcap
-7.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.2%
Return on Assets
6.2%
Net Margin
26.7%
Operating Margin
28.4%
Gross Profit / Assets
Novy-Marx GPA
13.7%
Current Ratio
2.97
External Financing
Net issuance — lower=better
0.547
MomentumPrice trend strength over different horizons
6M Return
9.8%
12M Return
181.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
193.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.93
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
0.0%
Buyback Yield
-7.9%
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
100
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
100
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
100
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