Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/cd206c11-92f0-4a21-a700-cff927c80299/

CXO

Core Lithium Ltd
Chart
0.24 AUD
Latest Week 2026-07-17
Basic MaterialsOther Industrial Metals & MiningSMALL
Snapshot 2026-07-19 · 0.7w · Fresh
0.64
OS Score
60.0%
Value
58.0%
Quality
59.0%
Momentum
2/9
F-Score
0.590
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.92
V
Value Analysis
Cheapness relative to fundamentals
60.0%ile
P/B
3.3×
FCF Yield
-0.084
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
40.00000000
/100 — 1=cheapest
VC2 (Trending Value)
40.00000000
/100
VC3 (Buyback)
40.00000000
/100
Negative FCF yield (-8.4%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
58.0%ile
ROE
-0.100
ROA
-0.087
Net Margin
9.653
Op Margin
10.430
GPA
-0.019
Current
1.60
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
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
59.0%ile
6M Return
-14.3%
12M Return
118.2%
12-1 Mom
177.3%
Risk-Adj
1.92
Vol 252d
92.1%
Vol 60d
211.0%
↑ Expanding
Max DD 12M
-40.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 177% is very strong — a clear uptrend. Risk-adjusted momentum of 1.92 is excellent — strong returns relative to volatility. Near-term vol (211%) is expanding vs long-term (92%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.64
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 500 peers
Sector Value %ile
50.5%
Sector Quality %ile
48.5%
P/B z-score
-0.21
Sector Avg OS
63.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MLX Metals X Limited 99.0% 93.0% 98.0% 97.0%
WAF West African Resources Limited 99.0% 97.0% 98.0% 90.0%
FML Focus Minerals Limited 99.0% 98.0% 99.0% 99.0%
RSG Resolute Mining Limited 98.0% 92.0% 95.0% 94.0%
TBR Tribune Resources Limited 98.0% 97.0% 92.0% 85.0%
PRN Perenti Limited 98.0% 96.0% 90.0% 91.0%
RRL Regis Resources Limited 98.0% 91.0% 96.0% 92.0%
MMI Metro Mining Limited 98.0% 96.0% 96.0% 82.0%
Factor Interactions
Volatility Expanding
60-day vol (211%) significantly exceeds 252-day (92%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
24.5% avg (3 factors)
Quality
D
40.7% avg (6 factors)
Momentum
B
73.2% avg (4 factors)
Risk
F
0.0% avg (1 factors)
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
FactorCurrentStreakTrendSpark
OS Composite0.640—0—
Value %ile0.600—0—
Quality %ile0.580—0—
Momentum %ile0.590—0—
F-Score2.000—7—
Confidence0.378—3—
Volatility0.921—7—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
3.32
FCF Yield
-8.4%
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-10.0%
Return on Assets
-8.7%
Net Margin
965.3%
Operating Margin
1043.0%
Gross Profit / Assets
Novy-Marx GPA
-1.9%
Current Ratio
1.60
MomentumPrice trend strength over different horizons
6M Return
-14.3%
12M Return
118.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
177.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.92
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
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
40
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
40
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
40
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