Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/93818de4-5c07-4d5e-b2e9-82c598ccb1e8/
WOR
Worley LimitedSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
✗
◆
Quality × Value
QV 0.903
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 13.2
◇
VC2 Cheapest
VC2 2
📐
EBITDA/EV
10.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.8%
💰
High Yield
Div 4.7%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.78
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
13.2×
P/S
0.5×
P/B
1.0×
E/P
0.0915
FCF Yield
0.094
EBITDA/EV
0.106
SH Yield
0.078
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
3.00000000
/100
FCF yield of 9.4% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.076
ROA
0.038
Net Margin
0.036
Op Margin
0.058
GPA
0.086
Current
1.02
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.048
Earn Growth
0.379
Accruals
-0.031
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
11.0%ile
6M Return
-16.4%
12M Return
-15.9%
12-1 Mom
-14.4%
Risk-Adj
-0.44
Vol 252d
33.0%
Vol 60d
73.5%
↑ Expanding
Max DD 12M
-31.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -14% signals a downtrend — price is moving against you. Near-term vol (74%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 98 peers
Sector Value %ile
96.0%
Sector Quality %ile
90.9%
P/E z-score
-0.41
P/B z-score
-0.31
Sector Avg OS
50.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (84th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (11th) despite looking cheap (97th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 7.8% backed by 9.4% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (74%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.0% avg (7 factors)
Quality
D
30.0% avg (7 factors)
Momentum
F
15.2% avg (4 factors)
Risk
B
61.7% 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 weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.820 | —8 | — | |
| Value %ile | 0.970 | —8 | — | |
| Quality %ile | 0.840 | —8 | — | |
| Momentum %ile | 0.110 | —8 | — | |
| F-Score | 7.000 | —3 | — | |
| Confidence | 0.744 | —8 | — | |
| Volatility | 0.330 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.17
Earnings Yield (E/P)
0.0915
Price / Sales
0.48
Price / Book
1.01
Price / Cash Flow
7.27
FCF Yield
9.4%
EBITDA / EV
10.6%
Sales Yield (1/P·S)
1.5870
Shareholder Yield
Div + net buyback / mktcap
7.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.6%
Return on Assets
3.8%
Net Margin
3.6%
Operating Margin
5.8%
Gross Profit / Assets
Novy-Marx GPA
8.6%
Current Ratio
1.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.031
MomentumPrice trend strength over different horizons
6M Return
-16.4%
12M Return
-15.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-14.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.44
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.8%
Earnings Growth (YoY)
37.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
4.7%
Buyback Yield
3.1%
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
53
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