Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/cd07995c-f709-4ecb-963b-aae5ad334cc1/
AFG
Australian Finance Group LimitedSnapshot 2026-06-07 · 0.0w · 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
Rev +16%
🔄
Shareholder Yield
4.9%
💰
High Yield
✗
🚀
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
15.0%ile
P/E
12.5×
P/S
3.7×
P/B
2.0×
FCF Yield
0.005
SH Yield
0.049
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
17.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
15.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.158
ROA
0.005
Net Margin
0.299
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.164
Earn Growth
0.208
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
9.0%ile
6M Return
-26.6%
12M Return
-23.4%
12-1 Mom
-3.5%
Risk-Adj
-0.09
Vol 252d
40.1%
Vol 60d
90.2%
↑ Expanding
Max DD 12M
-42.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (90%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.25
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 158 peers
Sector Value %ile
14.5%
Sector Quality %ile
73.0%
P/E z-score
-0.26
P/B z-score
-0.09
Sector Avg OS
58.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 16% with P/E of 12×. Growth isn't fully priced in.
Quality at a Premium
High quality (85th) but expensive (15th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (90%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.9% avg (5 factors)
Quality
C
49.2% avg (3 factors)
Momentum
F
15.8% avg (4 factors)
Risk
C
49.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.250 | —1 | — | |
| Value %ile | 0.150 | —1 | — | |
| Quality %ile | 0.850 | —1 | — | |
| Momentum %ile | 0.090 | —1 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.387 | —1 | — | |
| Volatility | 0.401 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.46
Price / Sales
3.73
Price / Book
1.96
FCF Yield
0.5%
Sales Yield (1/P·S)
0.0201
Shareholder Yield
Div + net buyback / mktcap
4.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.8%
Return on Assets
0.5%
Net Margin
29.9%
MomentumPrice trend strength over different horizons
6M Return
-26.6%
12M Return
-23.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-3.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.09
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
16.4%
Earnings Growth (YoY)
20.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
4.9%
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
17
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity