Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9d72ce16-e1f8-4e81-adaf-1b5ceb738388/

RND

Rand Mining Limited
Chart
2.50 AUD
Latest Week 2026-06-05
Basic MaterialsGoldMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.95
OS Score
86.0%
Value
88.0%
Quality
91.0%
Momentum
3/9
F-Score
0.870
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.870
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +15%
🔄
Shareholder Yield
4.1%
💰
High Yield
Div 4.1%
🚀
Momentum Leaders
12-1 33%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
20.9×
P/S
4.0×
P/B
1.4×
E/P
0.0759
FCF Yield
0.049
EBITDA/EV
0.098
SH Yield
0.041
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
84.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
83.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.068
ROA
0.063
Net Margin
0.192
Op Margin
0.297
GPA
0.330
Current
24.41
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.153
Earn Growth
-0.190
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
2.5%
12M Return
33.7%
12-1 Mom
33.2%
Risk-Adj
0.73
Vol 252d
45.4%
Vol 60d
87.4%
↑ Expanding
Max DD 12M
-24.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 33% is very strong — a clear uptrend. Near-term vol (87%) is expanding vs long-term (45%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 500 peers
Sector Value %ile
95.4%
Sector Quality %ile
94.2%
P/E z-score
-0.18
P/B z-score
-0.24
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
WAF West African Resources Limited 99.0% 96.0% 98.0% 90.0%
FML Focus Minerals Limited 99.0% 97.0% 99.0% 99.0%
PRN Perenti Limited 98.0% 96.0% 89.0% 91.0%
TBR Tribune Resources Limited 98.0% 96.0% 92.0% 87.0%
MGX MGX Resources Limited 98.0% 97.0% 91.0% 90.0%
MLX Metals X Limited 98.0% 90.0% 98.0% 98.0%
MLG MLG Oz Limited 98.0% 98.0% 91.0% 84.0%
CAA Capral Limited 98.0% 99.0% 89.0% 84.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (86th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (86th value) with strong momentum (91th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (91th) but high volatility (45%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (87%) significantly exceeds 252-day (45%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.8% avg (7 factors)
Quality
B
66.1% avg (6 factors)
Momentum
C
58.1% avg (4 factors)
Risk
D
41.0% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.950—1—
Value %ile0.860—1—
Quality %ile0.880—1—
Momentum %ile0.910—1—
F-Score3.000—1—
Confidence0.245—1—
Volatility0.454—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.92
Earnings Yield (E/P)
0.0759
Price / Sales
4.01
Price / Book
1.41
FCF Yield
4.9%
EBITDA / EV
9.8%
Sales Yield (1/P·S)
0.2553
Shareholder Yield
Div + net buyback / mktcap
4.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.8%
Return on Assets
6.3%
Net Margin
19.2%
Operating Margin
29.7%
Gross Profit / Assets
Novy-Marx GPA
33.0%
Current Ratio
24.41
MomentumPrice trend strength over different horizons
6M Return
2.5%
12M Return
33.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
33.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.73
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.3%
Earnings Growth (YoY)
-19.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
4.1%
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
84
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
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