Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a45f6cbe-bd22-44e2-95a5-05489dde3e8a/
THX
Thor Explorations Ltd.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#43.00000000
◆
Quality × Value
QV 0.955
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 5.00000000
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.67
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
204.6×
P/S
127.1×
P/B
102.8×
E/P
0.0049
FCF Yield
0.005
EBITDA/EV
0.006
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
6.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 204.6x is premium-priced — the market is paying up for expected growth. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.502
ROA
0.469
Net Margin
0.621
Op Margin
0.627
GPA
0.515
Current
9.15
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.685
Earn Growth
1.125
Stability
0.248
lower=better
Accruals
0.007
lower=better
5yr Consist
Yes
ROE of 50% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
93.0%ile
6M Return
-3.0%
12M Return
68.5%
12-1 Mom
94.8%
Risk-Adj
1.67
Vol 252d
56.8%
Vol 60d
117.3%
↑ Expanding
Max DD 12M
-29.7%
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 1.67 is excellent — strong returns relative to volatility. Near-term vol (117%) is expanding vs long-term (57%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 170 peers
Sector Value %ile
99.4%
Sector Quality %ile
95.3%
P/E z-score
-1.23
P/B z-score
-0.22
Sector Avg OS
54.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (94th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (97th value) with strong momentum (93th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (93th) but high volatility (57%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (117%) significantly exceeds 252-day (57%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
5.1% avg (7 factors)
Quality
A
93.9% avg (7 factors)
Momentum
A
75.1% avg (4 factors)
Risk
F
22.0% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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 | 0.990 | —1 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.940 | —1 | — | |
| Momentum %ile | 0.930 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.568 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
204.61
Earnings Yield (E/P)
0.0049
Price / Sales
127.07
Price / Book
102.78
Price / Cash Flow
207.56
FCF Yield
0.5%
EBITDA / EV
0.6%
Sales Yield (1/P·S)
0.0079
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
50.2%
Return on Assets
46.9%
Net Margin
62.1%
Operating Margin
62.7%
Gross Profit / Assets
Novy-Marx GPA
51.5%
Current Ratio
9.15
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.007
MomentumPrice trend strength over different horizons
6M Return
-3.0%
12M Return
68.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
94.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.67
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
68.5%
Earnings Growth (YoY)
112.5%
Earnings Stability (CV)
Lower = more stable
0.248
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
0.1%
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
6
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
43
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