Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a03cb98b-c207-4242-bf36-0ac3a34ef890/
AUB
AUB Group LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.920
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
17.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +10%
🔄
Shareholder Yield
4.5%
💰
High Yield
Div 5.3%
🚀
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
90.0%ile
P/E
16.5×
P/S
2.9×
P/B
1.8×
E/P
0.0672
FCF Yield
0.148
EBITDA/EV
0.175
SH Yield
0.045
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
13.00000000
/100
FCF yield of 14.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.106
ROA
0.038
Net Margin
0.174
Op Margin
0.168
GPA
0.218
Current
1.13
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.103
Earn Growth
0.303
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
5.0%ile
6M Return
-18.9%
12M Return
-25.8%
12-1 Mom
-29.9%
Risk-Adj
-0.91
Vol 252d
33.0%
Vol 60d
80.6%
↑ Expanding
Max DD 12M
-41.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -30% signals a downtrend — price is moving against you. Near-term vol (81%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 158 peers
Sector Value %ile
84.3%
Sector Quality %ile
92.5%
P/E z-score
-0.16
P/B z-score
-0.09
Sector Avg OS
58.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (94th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (5th) despite looking cheap (90th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 4.5% backed by 14.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (81%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
76.2% avg (7 factors)
Quality
D
42.5% avg (6 factors)
Momentum
F
5.2% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.790 | —1 | — | |
| Value %ile | 0.900 | —1 | — | |
| Quality %ile | 0.940 | —1 | — | |
| Momentum %ile | 0.050 | —1 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.516 | —0 | — | |
| Volatility | 0.330 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.48
Earnings Yield (E/P)
0.0672
Price / Sales
2.87
Price / Book
1.75
FCF Yield
14.8%
EBITDA / EV
17.5%
Sales Yield (1/P·S)
0.4004
Shareholder Yield
Div + net buyback / mktcap
4.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.6%
Return on Assets
3.8%
Net Margin
17.4%
Operating Margin
16.8%
Gross Profit / Assets
Novy-Marx GPA
21.8%
Current Ratio
1.13
MomentumPrice trend strength over different horizons
6M Return
-18.9%
12M Return
-25.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-29.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.91
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.3%
Earnings Growth (YoY)
30.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
5.3%
Buyback Yield
-0.8%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity