Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/bc956a5a-c0f3-46bd-91ba-baf73946fbad/
AHL
Adrad Holdings LimitedSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
#2
◆
Quality × Value
QV 0.873
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 10
📐
EBITDA/EV
11.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 115%
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.57
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
20.0×
P/S
0.7×
P/B
0.9×
E/P
0.0802
FCF Yield
0.072
EBITDA/EV
0.115
SH Yield
0.025
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
9.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
10.00000000
/100
FCF yield of 7.2% is strong — the business generates significant free cash relative to price. VC2 score of 10.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%ile
ROE
0.045
ROA
0.030
Net Margin
0.037
Op Margin
0.071
GPA
0.424
Current
3.74
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.072
Earn Growth
-0.054
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
97.0%ile
6M Return
36.8%
12M Return
110.1%
12-1 Mom
114.7%
Risk-Adj
2.57
Vol 252d
44.5%
Vol 60d
84.5%
↑ Expanding
Max DD 12M
-12.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 115% is very strong — a clear uptrend. Risk-adjusted momentum of 2.57 is excellent — strong returns relative to volatility. Near-term vol (85%) is expanding vs long-term (45%) — 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
Industrials
· 129 peers
Sector Value %ile
90.0%
Sector Quality %ile
66.2%
P/E z-score
-0.29
P/B z-score
-0.23
Sector Avg OS
50.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (94th) and quality (81th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (94th value) with strong momentum (97th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (97th) but high volatility (45%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (85%) significantly exceeds 252-day (45%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.8% avg (7 factors)
Quality
C
46.0% avg (6 factors)
Momentum
A
93.2% avg (4 factors)
Risk
D
42.4% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. 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 | 0.970 | —7 | — | |
| Value %ile | 0.940 | —7 | — | |
| Quality %ile | 0.810 | —2 | — | |
| Momentum %ile | 0.970 | —7 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 0.460 | —0 | — | |
| Volatility | 0.445 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.99
Earnings Yield (E/P)
0.0802
Price / Sales
0.74
Price / Book
0.90
FCF Yield
7.2%
EBITDA / EV
11.5%
Sales Yield (1/P·S)
1.1313
Shareholder Yield
Div + net buyback / mktcap
2.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.5%
Return on Assets
3.0%
Net Margin
3.7%
Operating Margin
7.1%
Gross Profit / Assets
Novy-Marx GPA
42.4%
Current Ratio
3.74
MomentumPrice trend strength over different horizons
6M Return
36.8%
12M Return
110.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
114.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.57
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.2%
Earnings Growth (YoY)
-5.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
2.5%
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
9
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
2
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
Yes
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity