Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/81d3b4d8-aca6-4d48-afa1-784d0952ceac/
AU
AngloGold Ashanti plcSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.901
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.9
◇
VC2 Cheapest
✗
📐
EBITDA/EV
16.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
ROE 41%
📈
Consistent Earners
✗
🌱
GARP
Rev +75%
🔄
Shareholder Yield
5.6%
💰
High Yield
Div 5.6%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.54
V
Value Analysis
Cheapness relative to fundamentals
82.0%ile
P/E
11.9×
P/S
3.7×
P/B
4.9×
E/P
0.1311
FCF Yield
0.176
EBITDA/EV
0.166
SH Yield
0.056
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
29.00000000
/100 — 1=cheapest
VC2 (Trending Value)
24.00000000
/100
VC3 (Buyback)
27.00000000
/100
P/E of 11.9x places this firmly in deep value territory. FCF yield of 17.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
99.0%ile
ROE
0.407
ROA
0.221
Net Margin
0.311
Op Margin
0.498
GPA
0.371
D/E
0.62
Current
2.71
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.752
Earn Growth
1.910
Stability
0.652
lower=better
Accruals
-0.145
lower=better
5yr Consist
No
ROE of 41% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
86.0%ile
6M Return
-8.3%
12M Return
84.1%
12-1 Mom
93.6%
Risk-Adj
1.54
Vol 252d
60.6%
Vol 60d
143.3%
↑ Expanding
Max DD 12M
-36.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 94% is very strong — a clear uptrend. Risk-adjusted momentum of 1.54 is excellent — strong returns relative to volatility. Near-term vol (143%) is expanding vs long-term (61%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 223 peers
Sector Value %ile
78.6%
Sector Quality %ile
100.0%
P/E z-score
-0.33
P/B z-score
0.04
Sector Avg OS
53.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (82th) and quality (99th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (82th value) with strong momentum (86th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (82th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 75% with P/E of 12×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 5.6% backed by 17.6% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (86th) but high volatility (61%). Momentum could reverse sharply.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.2% avg (7 factors)
Quality
A
93.4% avg (8 factors)
Momentum
B
72.7% avg (4 factors)
Risk
F
15.6% 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 | 0.970 | —6 | — | |
| Value %ile | 0.820 | —6 | — | |
| Quality %ile | 0.990 | —6 | — | |
| Momentum %ile | 0.860 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.606 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.95
Earnings Yield (E/P)
0.1311
Price / Sales
3.72
Price / Book
4.86
Price / Cash Flow
7.22
FCF Yield
17.6%
EBITDA / EV
16.6%
Sales Yield (1/P·S)
0.2630
Shareholder Yield
Div + net buyback / mktcap
5.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
40.7%
Return on Assets
22.1%
Net Margin
31.1%
Operating Margin
49.8%
Gross Profit / Assets
Novy-Marx GPA
37.1%
Debt / Equity
0.62
Current Ratio
2.71
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.145
MomentumPrice trend strength over different horizons
6M Return
-8.3%
12M Return
84.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
93.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.54
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
75.2%
Earnings Growth (YoY)
191.0%
Earnings Stability (CV)
Lower = more stable
0.652
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
5.6%
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
29
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
24
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
27
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity