Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/67922643-f54b-4121-9d54-a1eb5c7ad565/
VALT
Valterra Platinum LimitedSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
✗
◆
Quality × Value
QV 0.933
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 1
📐
EBITDA/EV
1295.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.1%
💰
High Yield
Div 4.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.92
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
99.0%ile
P/E
0.8×
P/S
0.1×
P/B
0.1×
FCF Yield
4.721
EBITDA/EV
12.959
SH Yield
0.071
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
1.00000000
/100 — 1=cheapest
VC2 (Trending Value)
1.00000000
/100
VC3 (Buyback)
1.00000000
/100
P/E of 0.8x places this firmly in deep value territory. FCF yield of 472.1% is strong — the business generates significant free cash relative to price. VC2 score of 1.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.156
ROA
0.090
Net Margin
0.133
Op Margin
0.226
GPA
0.167
Current
1.17
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.067
Earn Growth
1.186
Accruals
-0.079
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
92.0%ile
6M Return
-26.7%
12M Return
33.0%
12-1 Mom
45.4%
Risk-Adj
0.69
Vol 252d
65.4%
Vol 60d
143.8%
↑ Expanding
Max DD 12M
-43.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 45% is very strong — a clear uptrend. Near-term vol (144%) is expanding vs long-term (65%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 170 peers
Sector Value %ile
100.0%
Sector Quality %ile
94.2%
P/E z-score
-0.65
P/B z-score
-0.37
Sector Avg OS
56.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (99th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (99th value) with strong momentum (92th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 7.1% backed by 472.1% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (92th) but high volatility (65%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (144%) significantly exceeds 252-day (65%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
98.3% avg (6 factors)
Quality
C
54.5% avg (7 factors)
Momentum
C
52.6% avg (4 factors)
Risk
F
7.6% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.990 | —7 | — | |
| Value %ile | 0.990 | —7 | — | |
| Quality %ile | 0.880 | —7 | — | |
| Momentum %ile | 0.920 | —7 | — | |
| F-Score | 7.000 | —7 | — | |
| Confidence | 0.754 | —7 | — | |
| Volatility | 0.654 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.84
Price / Sales
0.11
Price / Book
0.13
Price / Cash Flow
0.45
FCF Yield
472.1%
EBITDA / EV
1295.9%
Sales Yield (1/P·S)
47.6103
Shareholder Yield
Div + net buyback / mktcap
7.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.6%
Return on Assets
9.0%
Net Margin
13.3%
Operating Margin
22.6%
Gross Profit / Assets
Novy-Marx GPA
16.7%
Current Ratio
1.17
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.079
MomentumPrice trend strength over different horizons
6M Return
-26.7%
12M Return
33.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
45.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.69
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.7%
Earnings Growth (YoY)
118.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
4.2%
Buyback Yield
2.8%
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
1
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
1
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
1
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
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