Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ba01e772-45e0-4dc6-86f7-11a2188b3b55/
AFL
AF Legal Group LimitedSnapshot 2026-07-19 · 1.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.740
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
16.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.8%
💰
High Yield
Div 7.8%
🚀
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
75.0%ile
P/E
118.2×
P/S
0.4×
P/B
1.3×
E/P
0.0766
FCF Yield
0.118
EBITDA/EV
0.163
SH Yield
0.078
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
25.00000000
/100
VC3 (Buyback)
25.00000000
/100
P/E of 118.2x is premium-priced — the market is paying up for expected growth. FCF yield of 11.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
0.011
ROA
0.004
Net Margin
0.004
Op Margin
0.056
GPA
0.989
Current
2.10
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.274
Earn Growth
-0.894
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
75.0%ile
6M Return
-27.8%
12M Return
4.0%
12-1 Mom
8.0%
Risk-Adj
0.16
Vol 252d
49.8%
Vol 60d
103.8%
↑ Expanding
Max DD 12M
-27.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (104%) is expanding vs long-term (50%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 90 peers
Sector Value %ile
45.1%
Sector Quality %ile
57.1%
P/E z-score
3.94
P/B z-score
-0.12
Sector Avg OS
53.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (75th) and quality (73th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (75th value) with strong momentum (75th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 7.8% backed by 11.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (104%) significantly exceeds 252-day (50%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.9% avg (7 factors)
Quality
D
36.1% avg (6 factors)
Momentum
F
28.4% avg (4 factors)
Risk
D
33.6% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.860 | —2 | — | |
| Value %ile | 0.750 | —2 | — | |
| Quality %ile | 0.730 | —2 | — | |
| Momentum %ile | 0.750 | —2 | — | |
| F-Score | 2.000 | —7 | — | |
| Confidence | 0.460 | —0 | — | |
| Volatility | 0.498 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
118.19
Earnings Yield (E/P)
0.0766
Price / Sales
0.44
Price / Book
1.30
FCF Yield
11.8%
EBITDA / EV
16.3%
Sales Yield (1/P·S)
1.3764
Shareholder Yield
Div + net buyback / mktcap
7.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
1.1%
Return on Assets
0.4%
Net Margin
0.4%
Operating Margin
5.6%
Gross Profit / Assets
Novy-Marx GPA
98.9%
Current Ratio
2.10
MomentumPrice trend strength over different horizons
6M Return
-27.8%
12M Return
4.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.16
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
27.4%
Earnings Growth (YoY)
-89.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
7.8%
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
25
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
25
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