Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8791d069-f9b0-4c02-9bce-c54c328d2bf6/

FZR

Fitzroy River Corporation Limited
Chart
0.20 AUD
Latest Week 2026-06-05
EnergyOil & Gas E&PNANO
Snapshot 2026-06-07 · 0.0w · Fresh
0.51
OS Score
51.0%
Value
49.0%
Quality
50.0%
Momentum
2/9
F-Score
0.500
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 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
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
51.0%ile
P/S
30.5×
P/B
3.9×
FCF Yield
0.022
EBITDA/EV
0.018
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
49.00000000
/100 — 1=cheapest
VC2 (Trending Value)
49.00000000
/100
VC3 (Buyback)
49.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
49.0%ile
ROE
-0.013
ROA
-0.013
Net Margin
-0.099
Op Margin
-0.078
GPA
0.127
Current
41.59
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.301
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
50.0%ile
6M Return
20.6%
12M Return
41.4%
12-1 Mom
13.8%
Risk-Adj
0.26
Vol 252d
53.4%
Vol 60d
108.7%
↑ Expanding
Max DD 12M
-17.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (109%) is expanding vs long-term (53%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.51
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy · 99 peers
Sector Value %ile
49.0%
Sector Quality %ile
47.0%
P/B z-score
0.14
Sector Avg OS
52.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BRK Brookside Energy Limited 99.0% 98.0% 93.0% 90.0%
CTP Central Petroleum Limited 98.0% 98.0% 94.0% 86.0%
WHC Whitehaven Coal Limited 98.0% 96.0% 92.0% 93.0%
CUE Cue Energy Resources Limited 98.0% 95.0% 93.0% 89.0%
NHC New Hope Corporation Limited 97.0% 90.0% 92.0% 94.0%
YAL Yancoal Australia Ltd 97.0% 95.0% 86.0% 91.0%
KAR Karoon Energy Ltd 95.0% 92.0% 82.0% 85.0%
WDS Woodside Energy Group Ltd 94.0% 85.0% 81.0% 92.0%
Factor Interactions
Volatility Expanding
60-day vol (109%) significantly exceeds 252-day (53%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
21.0% avg (5 factors)
Quality
F
20.9% avg (6 factors)
Momentum
C
56.4% avg (4 factors)
Risk
F
27.6% 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 Composite0.510—0—
Value %ile0.510—0—
Quality %ile0.490—0—
Momentum %ile0.500—0—
F-Score2.000—1—
Confidence0.227—1—
Volatility0.534—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
30.51
Price / Book
3.91
FCF Yield
2.2%
EBITDA / EV
1.8%
Sales Yield (1/P·S)
0.0367
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-1.3%
Return on Assets
-1.3%
Net Margin
-9.9%
Operating Margin
-7.8%
Gross Profit / Assets
Novy-Marx GPA
12.7%
Current Ratio
41.59
MomentumPrice trend strength over different horizons
6M Return
20.6%
12M Return
41.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
13.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-30.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
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
49
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
49
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
49
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