Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c26c2ccc-c3c1-4d9a-a335-bb1f110af292/

COL

Coles Group Limited
Chart
23.43 AUD
Latest Week 2026-07-24
Consumer DefensiveGrocery StoresLARGE
Snapshot 2026-07-19 · 1.3w · Fresh
0.48
OS Score
10.0%
Value
87.0%
Quality
88.0%
Momentum
4/9
F-Score
0.295
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 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
3.3%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 19%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
10.0%ile
P/E
28.9×
P/S
0.7×
P/B
8.2×
E/P
0.0446
FCF Yield
0.036
EBITDA/EV
0.079
SH Yield
0.033
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
88.00000000
/100 — 1=cheapest
VC2 (Trending Value)
87.00000000
/100
VC3 (Buyback)
87.00000000
/100
VC2 score of 87.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
87.0%ile
ROE
0.283
ROA
0.053
Net Margin
0.024
Op Margin
0.041
GPA
0.577
Current
0.61
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.018
Earn Growth
-0.040
5yr Consist
No
ROE of 28% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
12.3%
12M Return
16.5%
12-1 Mom
18.8%
Risk-Adj
0.82
Vol 252d
23.0%
Vol 60d
44.1%
↑ Expanding
Max DD 12M
-14.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (44%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.48
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 59 peers
Sector Value %ile
6.7%
Sector Quality %ile
85.0%
P/E z-score
0.15
P/B z-score
0.99
Sector Avg OS
51.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
EDU EDU Holdings Limited 99.0% 94.0% 95.0% 98.0%
SGLLV Ricegrowers Limited 98.0% 95.0% 88.0% 90.0%
CLV Clover Corporation Limited 96.0% 85.0% 88.0% 95.0%
SHV Select Harvests Limited 95.0% 89.0% 81.0% 85.0%
AKG Academies Australasia Group Limited 94.0% 82.0% 81.0% 82.0%
AAP Australian Agricultural Projects Ltd 93.0% 82.0% 80.0% 81.0%
PFT Pure Foods Tasmania Limited 89.0% 77.0% 76.0% 77.0%
SPG SPC Global Holdings Ltd 88.0% 77.0% 75.0% 76.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (87th) and momentum (88th) but expensive (10th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (87th) but expensive (10th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (44%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
43.0% avg (7 factors)
Quality
D
43.8% avg (6 factors)
Momentum
C
52.1% avg (4 factors)
Risk
A
78.4% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.480—0—
Value %ile0.100—7—
Quality %ile0.870—7—
Momentum %ile0.880—7—
F-Score4.000—7—
Confidence0.460—0—
Volatility0.230—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
28.89
Earnings Yield (E/P)
0.0446
Price / Sales
0.70
Price / Book
8.19
FCF Yield
3.6%
EBITDA / EV
7.9%
Sales Yield (1/P·S)
1.0872
Shareholder Yield
Div + net buyback / mktcap
3.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
28.3%
Return on Assets
5.3%
Net Margin
2.4%
Operating Margin
4.1%
Gross Profit / Assets
Novy-Marx GPA
57.7%
Current Ratio
0.61
MomentumPrice trend strength over different horizons
6M Return
12.3%
12M Return
16.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.82
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.8%
Earnings Growth (YoY)
-4.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
3.1%
Buyback Yield
0.1%
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
88
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
87
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
87
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