Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6348d1d5-531c-42f5-9842-602db5dcb492/
WHC
Whitehaven Coal LimitedSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#29
◆
Quality × Value
QV 0.944
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 5
📐
EBITDA/EV
30.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +53%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 47%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.11
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
9.4×
P/S
1.0×
P/B
1.1×
E/P
0.2029
FCF Yield
0.106
EBITDA/EV
0.306
SH Yield
0.017
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 9.4x places this firmly in deep value territory. FCF yield of 10.6% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.114
ROA
0.055
Net Margin
0.111
Op Margin
0.241
GPA
0.172
Current
1.12
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.525
Earn Growth
0.837
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
-4.8%
12M Return
22.6%
12-1 Mom
46.7%
Risk-Adj
1.11
Vol 252d
42.1%
Vol 60d
89.7%
↑ Expanding
Max DD 12M
-20.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 47% is very strong — a clear uptrend. Near-term vol (90%) is expanding vs long-term (42%) — 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
Energy
· 99 peers
Sector Value %ile
99.0%
Sector Quality %ile
93.0%
P/E z-score
-0.57
P/B z-score
-0.28
Sector Avg OS
50.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (91th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (98th value) with strong momentum (91th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 53% with P/E of 9×. Growth isn't fully priced in.
Hot but Volatile
Strong momentum (91th) but high volatility (42%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (90%) significantly exceeds 252-day (42%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.4% avg (7 factors)
Quality
D
42.7% avg (6 factors)
Momentum
C
59.6% avg (4 factors)
Risk
C
46.6% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ 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 | 0.980 | —6 | — | |
| Quality %ile | 0.910 | —6 | — | |
| Momentum %ile | 0.910 | —6 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.470 | —0 | — | |
| Volatility | 0.421 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.40
Earnings Yield (E/P)
0.2029
Price / Sales
1.05
Price / Book
1.07
FCF Yield
10.6%
EBITDA / EV
30.6%
Sales Yield (1/P·S)
0.8417
Shareholder Yield
Div + net buyback / mktcap
1.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.4%
Return on Assets
5.5%
Net Margin
11.1%
Operating Margin
24.1%
Gross Profit / Assets
Novy-Marx GPA
17.2%
Current Ratio
1.12
MomentumPrice trend strength over different horizons
6M Return
-4.8%
12M Return
22.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
46.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.11
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
52.5%
Earnings Growth (YoY)
83.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
1.3%
Buyback Yield
0.4%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
29
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