Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9245f5ef-fcf2-4ad1-8594-7c6b2f865866/
MAH
Macmahon Holdings LimitedSnapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.870
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
17.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.2%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 4.29
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
26.4×
P/S
0.8×
P/B
2.8×
E/P
0.0723
FCF Yield
0.074
EBITDA/EV
0.170
SH Yield
0.022
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
15.00000000
/100
FCF yield of 7.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.107
ROA
0.042
Net Margin
0.030
Op Margin
0.063
GPA
1.025
Current
1.16
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.195
Earn Growth
0.375
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
98.0%ile
6M Return
26.7%
12M Return
223.9%
12-1 Mom
229.2%
Risk-Adj
4.29
Vol 252d
53.4%
Vol 60d
120.5%
↑ Expanding
Max DD 12M
-17.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 229% is very strong — a clear uptrend. Risk-adjusted momentum of 4.29 is excellent — strong returns relative to volatility. Near-term vol (121%) is expanding vs long-term (53%) — 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
· 500 peers
Sector Value %ile
95.6%
Sector Quality %ile
93.0%
P/E z-score
-0.19
P/B z-score
-0.17
Sector Avg OS
63.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (88th) and quality (86th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (88th value) with strong momentum (98th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (98th) but high volatility (53%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (121%) significantly exceeds 252-day (53%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.9% avg (7 factors)
Quality
D
39.5% avg (6 factors)
Momentum
A
92.7% avg (4 factors)
Risk
F
27.6% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. 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 | 0.880 | —6 | — | |
| Quality %ile | 0.860 | —6 | — | |
| Momentum %ile | 0.980 | —6 | — | |
| F-Score | 2.000 | —6 | — | |
| Confidence | 0.470 | —0 | — | |
| Volatility | 0.534 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
26.37
Earnings Yield (E/P)
0.0723
Price / Sales
0.80
Price / Book
2.82
FCF Yield
7.4%
EBITDA / EV
17.0%
Sales Yield (1/P·S)
1.1490
Shareholder Yield
Div + net buyback / mktcap
2.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.7%
Return on Assets
4.2%
Net Margin
3.0%
Operating Margin
6.3%
Gross Profit / Assets
Novy-Marx GPA
102.5%
Current Ratio
1.16
MomentumPrice trend strength over different horizons
6M Return
26.7%
12M Return
223.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
229.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
4.29
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
19.5%
Earnings Growth (YoY)
37.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
2.1%
Buyback Yield
0.1%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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