Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ac0ee62c-00f3-4469-aa08-88fd0207c4a4/

ACR

Acrux Limited
Chart
0.01 AUD
Latest Week 2026-06-05
HealthcareBiotechnologyNANO
Snapshot 2026-06-07 · 0.0w · Fresh
0.91
OS Score
79.0%
Value
78.0%
Quality
79.0%
Momentum
1/9
F-Score
0.785
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
OS 0.910
↗
Trending Value
✗
◆
Quality × Value
QV 0.785
🏛
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
79.0%ile
P/S
4.1×
P/B
4.8×
FCF Yield
-0.714
SH Yield
-0.690
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
20.00000000
/100 — 1=cheapest
VC2 (Trending Value)
20.00000000
/100
VC3 (Buyback)
20.00000000
/100
Negative FCF yield (-71.4%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
78.0%ile
ROE
-5.811
ROA
-0.823
Net Margin
-4.996
Op Margin
-7.539
GPA
0.165
Current
1.07
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.766
5yr Consist
No
F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
79.0%ile
6M Return
-25.0%
12M Return
-50.0%
12-1 Mom
-54.2%
Risk-Adj
-0.89
Vol 252d
60.5%
Vol 60d
134.3%
↑ Expanding
Max DD 12M
-59.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -54% signals a downtrend — price is moving against you. Near-term vol (134%) is expanding vs long-term (61%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.91
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 145 peers
Sector Value %ile
85.6%
Sector Quality %ile
84.2%
P/B z-score
-0.17
Sector Avg OS
44.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
VLS Vita Life Sciences Limited 98.0% 93.0% 98.0% 91.0%
SDI SDI Limited 95.0% 86.0% 87.0% 94.0%
TRI TrivarX Limited 94.0% 82.0% 81.0% 82.0%
TRU TruScreen Group Limited 94.0% 82.0% 80.0% 82.0%
VFX VISIONFLEX FPO [VFX] 92.0% 81.0% 79.0% 81.0%
VBS Vectus Biosystems Limited 92.0% 80.0% 79.0% 80.0%
AHE Adheris Health Limited 91.0% 79.0% 77.0% 79.0%
ACW Actinogen Medical Limited 91.0% 79.0% 78.0% 79.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (79th) and quality (78th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (79th value) with strong momentum (79th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (134%) significantly exceeds 252-day (61%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
29.2% avg (4 factors)
Quality
F
9.3% avg (6 factors)
Momentum
F
2.2% avg (4 factors)
Risk
F
15.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.910—1—
Value %ile0.790—1—
Quality %ile0.780—1—
Momentum %ile0.790—1—
F-Score1.000—1—
Confidence0.442—0—
Volatility0.605—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
4.11
Price / Book
4.78
FCF Yield
-71.4%
Sales Yield (1/P·S)
0.1552
Shareholder Yield
Div + net buyback / mktcap
-69.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-581.1%
Return on Assets
-82.3%
Net Margin
-499.6%
Operating Margin
-753.9%
Gross Profit / Assets
Novy-Marx GPA
16.5%
Current Ratio
1.07
MomentumPrice trend strength over different horizons
6M Return
-25.0%
12M Return
-50.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-54.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.89
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-76.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Dividend Yield
0.0%
Buyback Yield
-69.0%
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
20
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
20
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
20
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