Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7f694a5c-0804-41d7-b525-583662beb466/

FM

First Quantum Minerals Ltd.
Chart
40.02 CAD
Latest Week 2026-06-05
Basic MaterialsCopperLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.15
OS Score
11.0%
Value
21.0%
Quality
81.0%
Momentum
4/9
F-Score
0.152
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
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 62%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.30
V
Value Analysis
Cheapness relative to fundamentals
11.0%ile
P/S
6.3×
P/B
3.0×
E/P
0.0282
FCF Yield
0.024
EBITDA/EV
0.046
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
87.00000000
/100 — 1=cheapest
VC2 (Trending Value)
87.00000000
/100
VC3 (Buyback)
85.00000000
/100
VC2 score of 87.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
21.0%ile
ROE
-0.003
ROA
-0.001
Net Margin
-0.005
Op Margin
0.209
GPA
0.058
Current
1.76
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.091
Stability
7.151
lower=better
Accruals
-0.084
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
20.1%
12M Return
85.4%
12-1 Mom
62.2%
Risk-Adj
1.30
Vol 252d
47.8%
Vol 60d
112.8%
↑ Expanding
Max DD 12M
-28.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 62% is very strong — a clear uptrend. Near-term vol (113%) is expanding vs long-term (48%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.15
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 194 peers
Sector Value %ile
12.3%
Sector Quality %ile
18.5%
P/B z-score
-0.35
Sector Avg OS
48.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
APM Andean Precious Metals Corp. 99.0% 93.0% 94.0% 89.0%
IMG IAMGOLD Corporation 98.0% 84.0% 97.0% 90.0%
SBI Serabi Gold plc 98.0% 91.0% 96.0% 87.0%
DC-A Dundee Corporation 98.0% 93.0% 85.0% 80.0%
CEMX CEMATRIX Corporation 97.0% 84.0% 91.0% 82.0%
MSA Mineros S.A. 97.0% 81.0% 89.0% 91.0%
OGC OceanaGold Corporation 97.0% 80.0% 97.0% 85.0%
GAU Galiano Gold Inc. 96.0% 88.0% 93.0% 72.0%
Factor Interactions
Hot but Volatile
Strong momentum (81th) but high volatility (48%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (113%) significantly exceeds 252-day (48%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
35.1% avg (6 factors)
Quality
D
34.9% avg (7 factors)
Momentum
A
80.0% avg (4 factors)
Risk
D
36.9% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.150—1—
Value %ile0.110—1—
Quality %ile0.210—1—
Momentum %ile0.810—1—
F-Score4.000—1—
Confidence0.909—1—
Volatility0.478—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0282
Price / Sales
6.33
Price / Book
2.99
Price / Cash Flow
15.92
FCF Yield
2.4%
EBITDA / EV
4.6%
Sales Yield (1/P·S)
0.1351
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-0.3%
Return on Assets
-0.1%
Net Margin
-0.5%
Operating Margin
20.9%
Gross Profit / Assets
Novy-Marx GPA
5.8%
Current Ratio
1.76
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.084
MomentumPrice trend strength over different horizons
6M Return
20.1%
12M Return
85.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
62.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.30
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.1%
Earnings Stability (CV)
Lower = more stable
7.151
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
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
87
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
87
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
85
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
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