Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/68dfd4b9-47f9-45dc-863e-3c24d0c700b6/

ANZ

ANZ Group Holdings Limited
Chart
36.05 AUD
Latest Week 2026-07-10
Financial ServicesBanks - DiversifiedLARGE
Snapshot 2026-07-12 · 0.7w · Fresh
0.96
OS Score
90.0%
Value
85.0%
Quality
89.0%
Momentum
#15.00000000
TV Rank
4/9
F-Score
0.875
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
#15
◆
Quality × Value
QV 0.875
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 10
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.0%
💰
High Yield
Div 4.6%
🚀
Momentum Leaders
12-1 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
18.4×
P/S
4.9×
P/B
1.5×
FCF Yield
0.187
SH Yield
0.050
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
11.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
11.00000000
/100
FCF yield of 18.7% is strong — the business generates significant free cash relative to price. VC2 score of 10.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.083
ROA
0.004
Net Margin
0.264
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.096
Earn Growth
-0.101
Accruals
-0.015
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
89.0%ile
6M Return
4.0%
12M Return
24.3%
12-1 Mom
17.8%
Risk-Adj
0.84
Vol 252d
21.2%
Vol 60d
47.2%
↑ Expanding
Max DD 12M
-14.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (47%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 159 peers
Sector Value %ile
86.2%
Sector Quality %ile
74.4%
P/E z-score
-0.17
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HLI Helia Group Limited 99.0% 96.0% 95.0% 91.0%
TWR Tower Limited 99.0% 98.0% 96.0% 88.0%
SVR Solvar Limited 98.0% 96.0% 97.0% 84.0%
PNC Pioneer Credit Limited 97.0% 88.0% 93.0% 90.0%
FSA FSA Group Limited 97.0% 85.0% 97.0% 94.0%
KSL Kina Securities Limited 97.0% 96.0% 86.0% 85.0%
ACQ Acorn Capital Investment Fund Limited 97.0% 92.0% 86.0% 90.0%
HGH Heartland Group Holdings Limited 96.0% 90.0% 83.0% 92.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (85th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (90th value) with strong momentum (89th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 5.0% backed by 18.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (47%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.4% avg (5 factors)
Quality
C
48.0% avg (4 factors)
Momentum
C
51.5% avg (4 factors)
Risk
A
81.3% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.960—6—
Value %ile0.900—6—
Quality %ile0.850—6—
Momentum %ile0.890—6—
F-Score4.000—6—
Confidence0.683—0—
Volatility0.212—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.43
Price / Sales
4.87
Price / Book
1.53
Price / Cash Flow
4.16
FCF Yield
18.7%
Sales Yield (1/P·S)
0.1601
Shareholder Yield
Div + net buyback / mktcap
5.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.3%
Return on Assets
0.4%
Net Margin
26.4%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.015
External Financing
Net issuance — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
4.0%
12M Return
24.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
17.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.84
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.6%
Earnings Growth (YoY)
-10.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
4.6%
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
11
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
15
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