Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ae37b6a2-4a1e-4169-92dc-1d0d42361475/
NEM
Newmont Goldcorp CorpSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.907
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.0
◇
VC2 Cheapest
✗
📐
EBITDA/EV
17.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
F9
🔬
Quality Compounders
ROE 24%
📈
Consistent Earners
✗
🌱
GARP
Rev +31%
🔄
Shareholder Yield
4.9%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 68%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.50
V
Value Analysis
Cheapness relative to fundamentals
84.0%ile
P/E
12.0×
P/S
4.2×
P/B
2.9×
E/P
0.1428
FCF Yield
0.166
EBITDA/EV
0.171
SH Yield
0.049
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
27.00000000
/100 — 1=cheapest
VC2 (Trending Value)
24.00000000
/100
VC3 (Buyback)
24.00000000
/100
FCF yield of 16.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.242
ROA
0.147
Net Margin
0.346
Op Margin
0.577
GPA
0.233
D/E
0.65
Current
2.44
F-Score
9/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.309
Earn Growth
0.522
Stability
0.438
lower=better
Accruals
-0.063
lower=better
5yr Consist
No
ROE of 24% is exceptional. F-Score of 9/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
-12.2%
12M Return
60.2%
12-1 Mom
68.5%
Risk-Adj
1.50
Vol 252d
45.6%
Vol 60d
105.6%
↑ Expanding
Max DD 12M
-26.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 68% is very strong — a clear uptrend. Risk-adjusted momentum of 1.50 is excellent — strong returns relative to volatility. Near-term vol (106%) is expanding vs long-term (46%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 223 peers
Sector Value %ile
82.1%
Sector Quality %ile
98.7%
P/E z-score
-0.32
P/B z-score
-0.12
Sector Avg OS
53.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (84th) and quality (98th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (84th value) with strong momentum (82th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 9/9 with good value (84th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 31% with P/E of 12×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 4.9% backed by 16.6% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (82th) but high volatility (46%). Momentum could reverse sharply.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.7% avg (7 factors)
Quality
A
79.5% avg (8 factors)
Momentum
B
71.2% avg (4 factors)
Risk
D
40.6% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —6 | — | |
| Value %ile | 0.840 | —6 | — | |
| Quality %ile | 0.980 | —6 | — | |
| Momentum %ile | 0.820 | —6 | — | |
| F-Score | 9.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.456 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.03
Earnings Yield (E/P)
0.1428
Price / Sales
4.17
Price / Book
2.91
Price / Cash Flow
8.42
FCF Yield
16.6%
EBITDA / EV
17.1%
Sales Yield (1/P·S)
0.2474
Shareholder Yield
Div + net buyback / mktcap
4.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.2%
Return on Assets
14.7%
Net Margin
34.6%
Operating Margin
57.7%
Gross Profit / Assets
Novy-Marx GPA
23.3%
Debt / Equity
0.65
Current Ratio
2.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.063
MomentumPrice trend strength over different horizons
6M Return
-12.2%
12M Return
60.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
68.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.50
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
30.9%
Earnings Growth (YoY)
52.2%
Earnings Stability (CV)
Lower = more stable
0.438
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
9
Dividend Yield
1.1%
Buyback Yield
3.8%
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
27
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
24
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
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