Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b0c17bae-b660-49e5-83df-e627427f057a/
TCL
Transurban GroupSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
2 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
4.7%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 15%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
1.0%ile
P/E
340.9×
P/S
12.0×
P/B
4.9×
E/P
0.0144
FCF Yield
0.009
EBITDA/EV
0.033
SH Yield
0.047
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
99.00000000
/100 — 1=cheapest
VC2 (Trending Value)
97.00000000
/100
VC3 (Buyback)
98.00000000
/100
P/E of 340.9x is premium-priced — the market is paying up for expected growth. VC2 score of 97.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
7.0%ile
ROE
0.015
ROA
0.004
Net Margin
0.035
Op Margin
0.248
GPA
0.072
Current
0.59
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.085
Earn Growth
-0.594
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
87.0%ile
6M Return
5.2%
12M Return
9.0%
12-1 Mom
12.8%
Risk-Adj
0.86
Vol 252d
15.0%
Vol 60d
28.9%
↑ Expanding
Max DD 12M
-7.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (29%) is expanding vs long-term (15%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.12
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 129 peers
Sector Value %ile
3.1%
Sector Quality %ile
8.5%
P/E z-score
4.74
P/B z-score
-0.13
Sector Avg OS
52.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (29%) significantly exceeds 252-day (15%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
24.6% avg (7 factors)
Quality
F
22.9% avg (6 factors)
Momentum
C
46.1% avg (4 factors)
Risk
A
91.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.120 | —8 | — | |
| Value %ile | 0.010 | —8 | — | |
| Quality %ile | 0.070 | —8 | — | |
| Momentum %ile | 0.870 | —8 | — | |
| F-Score | 2.000 | —8 | — | |
| Confidence | 0.451 | —0 | — | |
| Volatility | 0.150 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
340.87
Earnings Yield (E/P)
0.0144
Price / Sales
12.03
Price / Book
4.94
FCF Yield
0.9%
EBITDA / EV
3.3%
Sales Yield (1/P·S)
0.0580
Shareholder Yield
Div + net buyback / mktcap
4.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
1.5%
Return on Assets
0.4%
Net Margin
3.5%
Operating Margin
24.8%
Gross Profit / Assets
Novy-Marx GPA
7.2%
Current Ratio
0.59
MomentumPrice trend strength over different horizons
6M Return
5.2%
12M Return
9.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
12.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.86
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-8.5%
Earnings Growth (YoY)
-59.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
4.7%
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
99
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
97
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
98
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity