Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d118c4ff-da63-4bea-805e-d97f6ada9f81/

HZN

Horizon Oil Limited
Chart
0.22 AUD
Latest Week 2026-07-24
EnergyOil & Gas E&PSMALL
Snapshot 2026-07-19 · 1.3w · Fresh
0.51
OS Score
10.0%
Value
91.0%
Quality
89.0%
Momentum
3/9
F-Score
0.302
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
14.0%
💰
High Yield
Div 14.0%
🚀
Momentum Leaders
12-1 19%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
10.0%ile
P/E
31.2×
P/S
3.7×
P/B
5.8×
E/P
0.0563
FCF Yield
0.057
EBITDA/EV
0.062
SH Yield
0.140
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
94.00000000
/100 — 1=cheapest
VC2 (Trending Value)
88.00000000
/100
VC3 (Buyback)
88.00000000
/100
P/E of 31.2x is premium-priced — the market is paying up for expected growth. VC2 score of 88.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.188
ROA
0.068
Net Margin
0.118
Op Margin
0.199
GPA
0.152
Current
2.31
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.067
Earn Growth
-0.528
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
89.0%ile
6M Return
11.2%
12M Return
22.3%
12-1 Mom
19.4%
Risk-Adj
0.74
Vol 252d
26.1%
Vol 60d
62.6%
↑ Expanding
Max DD 12M
-23.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (63%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.51
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy · 99 peers
Sector Value %ile
5.0%
Sector Quality %ile
93.0%
P/E z-score
0.41
P/B z-score
0.52
Sector Avg OS
52.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
NHC New Hope Corporation Limited 98.0% 93.0% 92.0% 93.0%
CTP Central Petroleum Limited 98.0% 98.0% 94.0% 88.0%
WHC Whitehaven Coal Limited 98.0% 98.0% 91.0% 90.0%
BUY Bounty Oil & Gas NL 93.0% 81.0% 80.0% 81.0%
EL8 Elevate Uranium Ltd 92.0% 80.0% 79.0% 80.0%
HE8 Helios Energy Limited 91.0% 80.0% 78.0% 79.0%
HRE Heavy Rare Earths Limited 91.0% 80.0% 78.0% 79.0%
KEY Key Petroleum Limited 91.0% 79.0% 77.0% 79.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (91th) and momentum (89th) but expensive (10th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 14.0% backed by 5.7% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (91th) but expensive (10th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (63%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.0% avg (7 factors)
Quality
C
52.9% avg (6 factors)
Momentum
C
53.1% avg (4 factors)
Risk
B
73.1% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.510—0—
Value %ile0.100—7—
Quality %ile0.910—7—
Momentum %ile0.890—7—
F-Score3.000—7—
Confidence0.460—0—
Volatility0.261—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
31.15
Earnings Yield (E/P)
0.0563
Price / Sales
3.66
Price / Book
5.84
FCF Yield
5.7%
EBITDA / EV
6.2%
Sales Yield (1/P·S)
0.2834
Shareholder Yield
Div + net buyback / mktcap
14.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.8%
Return on Assets
6.8%
Net Margin
11.8%
Operating Margin
19.9%
Gross Profit / Assets
Novy-Marx GPA
15.2%
Current Ratio
2.31
External Financing
Net issuance — lower=better
0.003
MomentumPrice trend strength over different horizons
6M Return
11.2%
12M Return
22.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
19.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.74
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-6.7%
Earnings Growth (YoY)
-52.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
14.0%
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
94
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
88
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
88
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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