Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/90a54495-a1a1-43d6-bdcc-6cd060ccbdbb/

S32

South32 Limited
Chart
3.90 AUD
Latest Week 2026-07-17
Basic MaterialsOther Industrial Metals & MiningLARGE
Snapshot 2026-07-19 · 0.6w · Fresh
0.55
OS Score
13.0%
Value
88.0%
Quality
93.0%
Momentum
8/9
F-Score
0.338
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 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
2.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 47%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.75
⚡
Risk-Adj Momentum
RAM 1.30
V
Value Analysis
Cheapness relative to fundamentals
13.0%ile
P/E
82.1×
P/S
3.0×
P/B
1.9×
E/P
0.0538
FCF Yield
0.019
EBITDA/EV
0.076
SH Yield
0.027
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
90.00000000
/100 — 1=cheapest
VC2 (Trending Value)
89.00000000
/100
VC3 (Buyback)
89.00000000
/100
P/E of 82.1x is premium-priced — the market is paying up for expected growth. VC2 score of 89.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.023
ROA
0.015
Net Margin
0.037
Op Margin
0.163
GPA
0.183
Current
2.71
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.174
Accruals
-0.081
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
93.0%ile
6M Return
-5.1%
12M Return
38.7%
12-1 Mom
46.9%
Risk-Adj
1.30
Vol 252d
36.0%
Vol 60d
81.6%
↑ Expanding
Max DD 12M
-18.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 47% is very strong — a clear uptrend. Near-term vol (82%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.55
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 500 peers
Sector Value %ile
3.0%
Sector Quality %ile
94.0%
P/E z-score
0.04
P/B z-score
-0.34
Sector Avg OS
63.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MLX Metals X Limited 99.0% 93.0% 98.0% 97.0%
FML Focus Minerals Limited 99.0% 98.0% 99.0% 99.0%
WAF West African Resources Limited 99.0% 97.0% 98.0% 90.0%
CAA Capral Limited 98.0% 99.0% 89.0% 83.0%
RRL Regis Resources Limited 98.0% 91.0% 96.0% 92.0%
MMI Metro Mining Limited 98.0% 96.0% 96.0% 82.0%
TBR Tribune Resources Limited 98.0% 97.0% 92.0% 85.0%
RSG Resolute Mining Limited 98.0% 92.0% 95.0% 94.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (88th) and momentum (93th) but expensive (13th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (88th) but expensive (13th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (82%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
43.8% avg (7 factors)
Quality
C
46.0% avg (7 factors)
Momentum
B
65.2% avg (4 factors)
Risk
C
56.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.550—0—
Value %ile0.130—7—
Quality %ile0.880—7—
Momentum %ile0.930—7—
F-Score8.000—7—
Confidence0.729—7—
Volatility0.360—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
82.05
Earnings Yield (E/P)
0.0538
Price / Sales
3.02
Price / Book
1.89
Price / Cash Flow
13.09
FCF Yield
1.9%
EBITDA / EV
7.6%
Sales Yield (1/P·S)
0.3300
Shareholder Yield
Div + net buyback / mktcap
2.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.3%
Return on Assets
1.5%
Net Margin
3.7%
Operating Margin
16.3%
Gross Profit / Assets
Novy-Marx GPA
18.3%
Current Ratio
2.71
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.081
MomentumPrice trend strength over different horizons
6M Return
-5.1%
12M Return
38.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
46.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.30
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
17.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
2.4%
Buyback Yield
0.3%
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
90
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
89
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
89
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