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CGF

Challenger Limited
Chart
10.44 AUD
Latest Week 2026-07-24
Financial ServicesInsurance - LifeMID
Snapshot 2026-07-19 · 1.1w · Fresh
0.27
OS Score
13.0%
Value
12.0%
Quality
91.0%
Momentum
5/9
F-Score
0.125
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 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
3.6%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
13.0%ile
P/E
37.8×
P/S
3.2×
P/B
1.9×
FCF Yield
0.027
EBITDA/EV
0.075
SH Yield
0.036
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
90.00000000
/100 — 1=cheapest
VC2 (Trending Value)
88.00000000
/100
VC3 (Buyback)
89.00000000
/100
P/E of 37.8x is premium-priced — the market is paying up for expected growth. VC2 score of 88.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
12.0%ile
ROE
0.050
ROA
0.006
Net Margin
0.084
Op Margin
-0.536
GPA
0.021
Current
2.54
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.160
Earn Growth
0.476
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
18.7%
12M Return
32.1%
12-1 Mom
21.7%
Risk-Adj
0.87
Vol 252d
25.1%
Vol 60d
62.4%
↑ Expanding
Max DD 12M
-21.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Near-term vol (62%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.27
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 159 peers
Sector Value %ile
11.9%
Sector Quality %ile
11.2%
P/E z-score
0.17
P/B z-score
-0.09
Sector Avg OS
53.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HLI Helia Group Limited 99.0% 96.0% 96.0% 92.0%
TWR Tower Limited 99.0% 98.0% 95.0% 88.0%
SVR Solvar Limited 98.0% 96.0% 96.0% 85.0%
ACQ Acorn Capital Investment Fund Limited 97.0% 92.0% 88.0% 89.0%
KSL Kina Securities Limited 97.0% 96.0% 85.0% 83.0%
PNC Pioneer Credit Limited 97.0% 88.0% 91.0% 93.0%
BFL BSP Financial Group Limited 97.0% 95.0% 89.0% 83.0%
MFF MFF Capital Investments Limited 96.0% 90.0% 85.0% 89.0%
Factor Interactions
Volatility Expanding
60-day vol (62%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
51.9% avg (6 factors)
Quality
F
24.6% avg (6 factors)
Momentum
C
59.7% avg (4 factors)
Risk
B
74.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.270—7—
Value %ile0.130—7—
Quality %ile0.120—7—
Momentum %ile0.910—7—
F-Score5.000—0—
Confidence0.444—0—
Volatility0.251—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
37.82
Price / Sales
3.16
Price / Book
1.88
FCF Yield
2.7%
EBITDA / EV
7.5%
Sales Yield (1/P·S)
0.1546
Shareholder Yield
Div + net buyback / mktcap
3.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.0%
Return on Assets
0.6%
Net Margin
8.4%
Operating Margin
-53.6%
Gross Profit / Assets
Novy-Marx GPA
2.1%
Current Ratio
2.54
MomentumPrice trend strength over different horizons
6M Return
18.7%
12M Return
32.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
21.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.87
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
16.0%
Earnings Growth (YoY)
47.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
2.9%
Buyback Yield
0.8%
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
90
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
88
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
89
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