Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/92a83b41-ab60-433a-8d21-4f50ba293de6/
AG
First Majestic Silver CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.5%
◐
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
RAM 2.04
V
Value Analysis
Cheapness relative to fundamentals
25.0%ile
P/E
29.0×
P/S
5.7×
P/B
2.9×
E/P
0.0345
FCF Yield
0.121
EBITDA/EV
0.105
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
78.00000000
/100 — 1=cheapest
VC2 (Trending Value)
77.00000000
/100
VC3 (Buyback)
77.00000000
/100
FCF yield of 12.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.101
ROA
0.061
Net Margin
0.197
Op Margin
0.375
GPA
0.134
D/E
0.52
Current
2.73
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.126
Stability
2.237
lower=better
Accruals
-0.093
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
94.0%ile
6M Return
12.9%
12M Return
105.9%
12-1 Mom
164.7%
Risk-Adj
2.04
Vol 252d
80.6%
Vol 60d
195.7%
↑ Expanding
Max DD 12M
-46.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 165% is very strong — a clear uptrend. Risk-adjusted momentum of 2.04 is excellent — strong returns relative to volatility. Near-term vol (196%) is expanding vs long-term (81%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.71
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 224 peers
Sector Value %ile
24.0%
Sector Quality %ile
92.0%
P/E z-score
-0.04
P/B z-score
-0.08
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (94th) and momentum (94th) but expensive (25th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (94th) but high volatility (81%). Momentum could reverse sharply.
Quality at a Premium
High quality (94th) but expensive (25th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (196%) significantly exceeds 252-day (81%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
52.2% avg (7 factors)
Quality
B
67.7% avg (8 factors)
Momentum
A
82.4% avg (4 factors)
Risk
F
0.0% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.710 | —1 | — | |
| Value %ile | 0.250 | —1 | — | |
| Quality %ile | 0.940 | —1 | — | |
| Momentum %ile | 0.940 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.806 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
28.97
Earnings Yield (E/P)
0.0345
Price / Sales
5.71
Price / Book
2.93
Price / Cash Flow
11.47
FCF Yield
12.1%
EBITDA / EV
10.5%
Sales Yield (1/P·S)
0.1903
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.1%
Return on Assets
6.1%
Net Margin
19.7%
Operating Margin
37.5%
Gross Profit / Assets
Novy-Marx GPA
13.4%
Debt / Equity
0.52
Current Ratio
2.73
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.093
MomentumPrice trend strength over different horizons
6M Return
12.9%
12M Return
105.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
164.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.04
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
112.6%
Earnings Stability (CV)
Lower = more stable
2.237
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.1%
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
78
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
77
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
77
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity