Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/982aa6a5-ce1b-4bcb-afd8-7014158a66c5/
ERO
Ero Copper CorpSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
✗
◆
Quality × Value
QV 0.924
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.1
◇
VC2 Cheapest
✗
📐
EBITDA/EV
17.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
ROE 27%
📈
Consistent Earners
✗
🌱
GARP
Rev +89%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.66
V
Value Analysis
Cheapness relative to fundamentals
89.0%ile
P/E
9.1×
P/S
2.9×
P/B
2.4×
E/P
0.1219
FCF Yield
0.211
EBITDA/EV
0.170
SH Yield
-0.003
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
17.00000000
/100 — 1=cheapest
VC2 (Trending Value)
28.00000000
/100
VC3 (Buyback)
21.00000000
/100
P/E of 9.1x places this firmly in deep value territory. FCF yield of 21.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.265
ROA
0.142
Net Margin
0.316
Op Margin
0.420
GPA
0.191
D/E
0.87
Current
1.30
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.890
Stability
1.543
lower=better
Accruals
-0.051
lower=better
5yr Consist
No
ROE of 27% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
84.0%ile
6M Return
-12.6%
12M Return
69.4%
12-1 Mom
94.6%
Risk-Adj
1.66
Vol 252d
57.0%
Vol 60d
133.8%
↑ Expanding
Max DD 12M
-31.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 95% is very strong — a clear uptrend. Risk-adjusted momentum of 1.66 is excellent — strong returns relative to volatility. Near-term vol (134%) is expanding vs long-term (57%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 223 peers
Sector Value %ile
89.3%
Sector Quality %ile
93.8%
P/E z-score
-0.37
P/B z-score
-0.16
Sector Avg OS
53.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (89th) and quality (96th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (89th value) with strong momentum (84th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (89th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 89% with P/E of 9×. Growth isn't fully priced in.
Hot but Volatile
Strong momentum (84th) but high volatility (57%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (134%) significantly exceeds 252-day (57%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
74.5% avg (7 factors)
Quality
B
71.9% avg (8 factors)
Momentum
B
72.0% avg (4 factors)
Risk
F
21.7% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 | 0.980 | —6 | — | |
| Value %ile | 0.890 | —6 | — | |
| Quality %ile | 0.960 | —6 | — | |
| Momentum %ile | 0.840 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.570 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.14
Earnings Yield (E/P)
0.1219
Price / Sales
2.88
Price / Book
2.42
Price / Cash Flow
6.72
FCF Yield
21.1%
EBITDA / EV
17.0%
Sales Yield (1/P·S)
0.2905
Shareholder Yield
Div + net buyback / mktcap
-0.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
26.5%
Return on Assets
14.2%
Net Margin
31.6%
Operating Margin
42.0%
Gross Profit / Assets
Novy-Marx GPA
19.1%
Debt / Equity
0.87
Current Ratio
1.30
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.051
MomentumPrice trend strength over different horizons
6M Return
-12.6%
12M Return
69.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
94.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.66
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
89.0%
Earnings Stability (CV)
Lower = more stable
1.543
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.0%
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
17
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
28
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
21
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity