Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7d35ab66-2f94-45a3-8eca-521eefbdeade/
KGN
Kogan.com LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.8%
💰
High Yield
Div 3.1%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
16.0%ile
P/S
0.8×
P/B
6.7×
FCF Yield
0.085
SH Yield
0.058
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
84.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
16.00000000
/100
FCF yield of 8.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
5.0%ile
ROE
-0.652
ROA
-0.208
Net Margin
-0.081
Op Margin
-0.001
GPA
0.998
Current
1.08
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.071
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
24.6%
12M Return
5.0%
12-1 Mom
-7.4%
Risk-Adj
-0.14
Vol 252d
52.1%
Vol 60d
131.3%
↑ Expanding
Max DD 12M
-24.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (131%) is expanding vs long-term (52%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.03
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 90 peers
Sector Value %ile
23.1%
Sector Quality %ile
11.0%
P/B z-score
0.37
Sector Avg OS
51.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 5.8% backed by 8.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (131%) significantly exceeds 252-day (52%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.2% avg (4 factors)
Quality
F
22.8% avg (6 factors)
Momentum
D
38.0% avg (4 factors)
Risk
F
29.8% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.030 | —1 | — | |
| Value %ile | 0.160 | —1 | — | |
| Quality %ile | 0.050 | —1 | — | |
| Momentum %ile | 0.160 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.461 | —0 | — | |
| Volatility | 0.521 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.83
Price / Book
6.69
FCF Yield
8.5%
Sales Yield (1/P·S)
1.2850
Shareholder Yield
Div + net buyback / mktcap
5.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-65.2%
Return on Assets
-20.8%
Net Margin
-8.1%
Operating Margin
-0.1%
Gross Profit / Assets
Novy-Marx GPA
99.8%
Current Ratio
1.08
MomentumPrice trend strength over different horizons
6M Return
24.6%
12M Return
5.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-7.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.14
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
3.1%
Buyback Yield
2.7%
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
84
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity