Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a8d0739a-cd5c-409e-993b-47bf90e43e86/
RIO
Rio Tinto GroupSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 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
2.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 70%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.89
V
Value Analysis
Cheapness relative to fundamentals
4.0%ile
P/E
30.1×
P/S
5.2×
P/B
4.8×
E/P
0.0488
FCF Yield
0.014
EBITDA/EV
0.073
SH Yield
0.020
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
97.00000000
/100 — 1=cheapest
VC2 (Trending Value)
95.00000000
/100
VC3 (Buyback)
95.00000000
/100
P/E of 30.1x is premium-priced — the market is paying up for expected growth. VC2 score of 95.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.160
ROA
0.078
Net Margin
0.173
Op Margin
0.268
GPA
0.258
Current
1.44
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.074
Earn Growth
-0.138
Accruals
-0.054
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
95.0%ile
6M Return
36.4%
12M Return
75.6%
12-1 Mom
70.0%
Risk-Adj
2.89
Vol 252d
24.2%
Vol 60d
52.3%
↑ Expanding
Max DD 12M
-11.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 70% is very strong — a clear uptrend. Risk-adjusted momentum of 2.89 is excellent — strong returns relative to volatility. Near-term vol (52%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.48
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 500 peers
Sector Value %ile
1.2%
Sector Quality %ile
96.2%
P/E z-score
-0.14
P/B z-score
-0.10
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (91th) and momentum (95th) but expensive (4th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (91th) but expensive (4th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (52%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
40.0% avg (7 factors)
Quality
B
60.1% avg (7 factors)
Momentum
A
95.0% avg (4 factors)
Risk
A
76.3% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.480 | —0 | — | |
| Value %ile | 0.040 | —1 | — | |
| Quality %ile | 0.910 | —1 | — | |
| Momentum %ile | 0.950 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.813 | —1 | — | |
| Volatility | 0.242 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
30.09
Earnings Yield (E/P)
0.0488
Price / Sales
5.20
Price / Book
4.82
Price / Cash Flow
17.82
FCF Yield
1.4%
EBITDA / EV
7.3%
Sales Yield (1/P·S)
0.1821
Shareholder Yield
Div + net buyback / mktcap
2.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.0%
Return on Assets
7.8%
Net Margin
17.3%
Operating Margin
26.8%
Gross Profit / Assets
Novy-Marx GPA
25.8%
Current Ratio
1.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.054
MomentumPrice trend strength over different horizons
6M Return
36.4%
12M Return
75.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
70.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.89
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.4%
Earnings Growth (YoY)
-13.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
2.0%
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
97
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
95
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
95
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