Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7a6fc8da-8831-48f7-99d9-377a06b40c5f/
FRES
Fresnillo plcSnapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.832
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.0
◇
VC2 Cheapest
✗
📐
EBITDA/EV
14.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +30%
🔄
Shareholder Yield
3.6%
💰
High Yield
Div 3.6%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.87
V
Value Analysis
Cheapness relative to fundamentals
70.0%ile
P/E
14.0×
P/S
4.3×
P/B
4.2×
E/P
0.1269
FCF Yield
0.105
EBITDA/EV
0.146
SH Yield
0.036
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
81.00000000
/100 — 1=cheapest
VC2 (Trending Value)
80.00000000
/100
VC3 (Buyback)
82.00000000
/100
FCF yield of 10.5% is strong — the business generates significant free cash relative to price. VC2 score of 80.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
99.0%ile
ROE
0.299
ROA
0.190
Net Margin
0.303
Op Margin
0.502
GPA
0.366
Current
4.35
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.305
Earn Growth
8.821
Accruals
-0.124
lower=better
5yr Consist
No
ROE of 30% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
96.0%ile
6M Return
-24.8%
12M Return
73.9%
12-1 Mom
98.1%
Risk-Adj
1.87
Vol 252d
52.4%
Vol 60d
115.0%
↑ Expanding
Max DD 12M
-37.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 98% is very strong — a clear uptrend. Risk-adjusted momentum of 1.87 is excellent — strong returns relative to volatility. Near-term vol (115%) is expanding vs long-term (52%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 170 peers
Sector Value %ile
79.5%
Sector Quality %ile
100.0%
P/E z-score
-0.38
P/B z-score
0.30
Sector Avg OS
54.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (70th) and quality (99th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (70th value) with strong momentum (96th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (70th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 30% with P/E of 14×. Growth isn't fully priced in.
Hot but Volatile
Strong momentum (96th) but high volatility (52%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (115%) significantly exceeds 252-day (52%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.7% avg (7 factors)
Quality
A
93.4% avg (7 factors)
Momentum
B
69.6% avg (4 factors)
Risk
F
29.3% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —1 | — | |
| Value %ile | 0.700 | —1 | — | |
| Quality %ile | 0.990 | —6 | — | |
| Momentum %ile | 0.960 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.764 | —6 | — | |
| Volatility | 0.524 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.04
Earnings Yield (E/P)
0.1269
Price / Sales
4.26
Price / Book
4.19
Price / Cash Flow
8.48
FCF Yield
10.5%
EBITDA / EV
14.6%
Sales Yield (1/P·S)
0.2527
Shareholder Yield
Div + net buyback / mktcap
3.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
29.9%
Return on Assets
19.0%
Net Margin
30.3%
Operating Margin
50.2%
Gross Profit / Assets
Novy-Marx GPA
36.6%
Current Ratio
4.35
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.124
MomentumPrice trend strength over different horizons
6M Return
-24.8%
12M Return
73.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
98.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.87
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
30.5%
Earnings Growth (YoY)
882.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
3.6%
Buyback Yield
-0.0%
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
81
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
80
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
82
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