Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9fabc8df-31d2-45cb-a079-eb9773cd239e/

WTM

Waratah Minerals Limited
Chart
0.44 AUD
Latest Week 2026-07-17
Basic MaterialsOther Industrial Metals & MiningMICRO
Snapshot 2026-07-12 · 1.6w · Fresh
0.05
OS Score
18.0%
Value
17.0%
Quality
18.0%
Momentum
2/9
F-Score
0.175
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
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
18.0%ile
P/B
5.2×
FCF Yield
-0.084
SH Yield
-0.208
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
82.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
81.00000000
/100
Negative FCF yield (-8.4%) — the business is currently cash-consumptive. VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
17.0%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
18.0%ile
6M Return
-15.6%
12M Return
64.3%
12-1 Mom
116.1%
Risk-Adj
0.83
Vol 252d
140.5%
Vol 60d
187.4%
↑ Expanding
Max DD 12M
-44.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 116% is very strong — a clear uptrend. Near-term vol (187%) is expanding vs long-term (140%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.05
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 500 peers
Sector Value %ile
3.6%
Sector Quality %ile
2.6%
P/B z-score
-0.08
Sector Avg OS
63.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
FML Focus Minerals Limited 99.0% 97.0% 99.0% 99.0%
WAF West African Resources Limited 99.0% 97.0% 98.0% 90.0%
MLX Metals X Limited 99.0% 92.0% 98.0% 97.0%
MGX MGX Resources Limited 98.0% 98.0% 92.0% 88.0%
CAA Capral Limited 98.0% 99.0% 89.0% 85.0%
PRN Perenti Limited 98.0% 96.0% 90.0% 90.0%
TBR Tribune Resources Limited 98.0% 97.0% 91.0% 85.0%
MMI Metro Mining Limited 98.0% 95.0% 96.0% 87.0%
Factor Interactions
Volatility Expanding
60-day vol (187%) significantly exceeds 252-day (140%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
12.3% avg (3 factors)
Quality
D
33.3% avg (3 factors)
Momentum
B
65.9% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.050—2—
Value %ile0.180—2—
Quality %ile0.170—2—
Momentum %ile0.180—2—
F-Score2.000—6—
Confidence0.433—0—
Volatility1.405—6—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
5.23
FCF Yield
-8.4%
Shareholder Yield
Div + net buyback / mktcap
-20.8%
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
-15.6%
12M Return
64.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
116.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.83
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Buyback Yield
-20.8%
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
82
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
81
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