Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9fabc8df-31d2-45cb-a079-eb9773cd239e/
WTM
Waratah Minerals LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.760
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
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
✗
V
Value Analysis
Cheapness relative to fundamentals
77.0%ile
P/B
5.9×
FCF Yield
-0.072
SH Yield
-0.183
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
23.00000000
/100
Negative FCF yield (-7.2%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
75.0%ile
ROE
-0.501
ROA
-0.476
Current
15.91
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
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
77.0%ile
6M Return
19.1%
12M Return
70.1%
12-1 Mom
79.2%
Risk-Adj
0.57
Vol 252d
140.1%
Vol 60d
186.1%
↑ Expanding
Max DD 12M
-43.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 79% is very strong — a clear uptrend. Near-term vol (186%) is expanding vs long-term (140%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 500 peers
Sector Value %ile
85.0%
Sector Quality %ile
83.0%
P/B z-score
-0.06
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (77th) and quality (75th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (77th value) with strong momentum (77th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (186%) significantly exceeds 252-day (140%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
9.1% avg (3 factors)
Quality
D
33.3% avg (3 factors)
Momentum
A
75.1% 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 | 0.880 | —1 | — | |
| Value %ile | 0.770 | —1 | — | |
| Quality %ile | 0.750 | —1 | — | |
| Momentum %ile | 0.770 | —1 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.487 | —0 | — | |
| Volatility | 1.401 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
5.95
FCF Yield
-7.2%
Shareholder Yield
Div + net buyback / mktcap
-18.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-50.1%
Return on Assets
-47.6%
Current Ratio
15.91
External Financing
Net issuance — lower=better
1.158
MomentumPrice trend strength over different horizons
6M Return
19.1%
12M Return
70.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
79.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.57
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
0.0%
Buyback Yield
-18.3%
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
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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