Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/bb0c6c6f-eccf-42b7-985a-083a5667ac99/
VGN
Virgin Australia Holdings LtdSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
#45
◆
Quality × Value
QV 0.924
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3
📐
EBITDA/EV
25.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.7%
💰
High Yield
Div 4.7%
🚀
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
97.0%ile
P/E
4.9×
P/S
0.4×
E/P
0.1127
FCF Yield
0.180
EBITDA/EV
0.250
SH Yield
0.047
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 4.9x places this firmly in deep value territory. FCF yield of 18.0% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
-0.587
ROA
0.098
Net Margin
0.083
Op Margin
0.070
GPA
1.187
Current
0.45
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.026
Earn Growth
-0.122
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
13.0%ile
6M Return
-10.5%
12M Return
-4.2%
12-1 Mom
-17.7%
Risk-Adj
-0.42
Vol 252d
42.0%
Vol 60d
99.3%
↑ Expanding
Max DD 12M
-41.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -18% signals a downtrend — price is moving against you. Near-term vol (99%) is expanding vs long-term (42%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 129 peers
Sector Value %ile
95.4%
Sector Quality %ile
76.9%
P/E z-score
-0.48
Sector Avg OS
53.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (13th) despite looking cheap (97th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 4.7% backed by 18.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (99%) significantly exceeds 252-day (42%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
89.5% avg (6 factors)
Quality
D
37.9% avg (6 factors)
Momentum
F
19.4% avg (4 factors)
Risk
C
46.7% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.850 | —1 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.880 | —1 | — | |
| Momentum %ile | 0.130 | —1 | — | |
| F-Score | 1.000 | —6 | — | |
| Confidence | 0.437 | —0 | — | |
| Volatility | 0.420 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.88
Earnings Yield (E/P)
0.1127
Price / Sales
0.40
FCF Yield
18.0%
EBITDA / EV
25.0%
Sales Yield (1/P·S)
1.6072
Shareholder Yield
Div + net buyback / mktcap
4.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-58.7%
Return on Assets
9.8%
Net Margin
8.3%
Operating Margin
7.0%
Gross Profit / Assets
Novy-Marx GPA
118.7%
Current Ratio
0.45
MomentumPrice trend strength over different horizons
6M Return
-10.5%
12M Return
-4.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-17.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.42
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.6%
Earnings Growth (YoY)
-12.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
45
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