Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8ab9781d-6265-42d1-a1bb-fb8715c75cba/
RIO
Rio Tinto GroupSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
Div 0.0%
🌿
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 77%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.34
V
Value Analysis
Cheapness relative to fundamentals
31.0%ile
P/E
1239.7×
P/S
214.4×
P/B
198.6×
E/P
0.0008
FCF Yield
0.000
EBITDA/EV
0.002
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
68.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
65.00000000
/100
P/E of 1239.7x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
77.0%ile
ROE
0.160
ROA
0.078
Net Margin
0.173
Op Margin
0.268
GPA
0.258
Current
1.44
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.074
Earn Growth
-0.138
Accruals
-0.054
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
92.0%ile
6M Return
38.3%
12M Return
74.7%
12-1 Mom
76.8%
Risk-Adj
3.34
Vol 252d
23.0%
Vol 60d
53.3%
↑ Expanding
Max DD 12M
-14.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 77% is very strong — a clear uptrend. Risk-adjusted momentum of 3.34 is excellent — strong returns relative to volatility. Near-term vol (53%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.68
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 170 peers
Sector Value %ile
19.3%
Sector Quality %ile
87.7%
P/E z-score
-0.39
P/B z-score
-0.17
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (77th) and momentum (92th) but expensive (31th value). Premium priced — watch for mean reversion.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
3.9% avg (7 factors)
Quality
B
60.1% avg (7 factors)
Momentum
A
96.3% avg (4 factors)
Risk
A
78.4% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.680 | —0 | — | |
| Value %ile | 0.310 | —0 | — | |
| Quality %ile | 0.770 | —1 | — | |
| Momentum %ile | 0.920 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.813 | —1 | — | |
| Volatility | 0.230 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1239.70
Earnings Yield (E/P)
0.0008
Price / Sales
214.35
Price / Book
198.62
Price / Cash Flow
734.01
FCF Yield
0.0%
EBITDA / EV
0.2%
Sales Yield (1/P·S)
0.0047
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.0%
Return on Assets
7.8%
Net Margin
17.3%
Operating Margin
26.8%
Gross Profit / Assets
Novy-Marx GPA
25.8%
Current Ratio
1.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.054
MomentumPrice trend strength over different horizons
6M Return
38.3%
12M Return
74.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
76.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.34
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.4%
Earnings Growth (YoY)
-13.8%
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
68
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
65
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
Yes
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