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 2026-06-05
EnergyOil & Gas E&PSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.53
OS Score
11.0%
Value
89.0%
Quality
92.0%
Momentum
3/9
F-Score
0.313
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 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
8.9%
💰
High Yield
Div 8.9%
🚀
Momentum Leaders
12-1 39%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.48
V
Value Analysis
Cheapness relative to fundamentals
11.0%ile
P/E
29.2×
P/S
3.4×
P/B
5.5×
E/P
0.0602
FCF Yield
0.061
EBITDA/EV
0.066
SH Yield
0.089
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
94.00000000
/100 — 1=cheapest
VC2 (Trending Value)
89.00000000
/100
VC3 (Buyback)
89.00000000
/100
FCF yield of 6.1% is strong — the business generates significant free cash relative to price. VC2 score of 89.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%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
92.0%ile
6M Return
16.6%
12M Return
39.0%
12-1 Mom
39.0%
Risk-Adj
1.48
Vol 252d
26.3%
Vol 60d
63.3%
↑ Expanding
Max DD 12M
-18.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 39% is very strong — a clear uptrend. Near-term vol (63%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.53
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy · 99 peers
Sector Value %ile
7.0%
Sector Quality %ile
92.0%
P/E z-score
0.26
P/B z-score
1.11
Sector Avg OS
52.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
WHC Whitehaven Coal Limited 99.0% 96.0% 92.0% 93.0%
BRK Brookside Energy Limited 98.0% 98.0% 90.0% 90.0%
CUE Cue Energy Resources Limited 98.0% 95.0% 91.0% 89.0%
CTP Central Petroleum Limited 98.0% 98.0% 94.0% 86.0%
YAL Yancoal Australia Ltd 97.0% 95.0% 85.0% 91.0%
NHC New Hope Corporation Limited 97.0% 89.0% 92.0% 94.0%
KAR Karoon Energy Ltd 95.0% 92.0% 81.0% 86.0%
WDS Woodside Energy Group Ltd 94.0% 84.0% 81.0% 92.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (89th) and momentum (92th) but expensive (11th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 8.9% backed by 6.1% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (89th) but expensive (11th 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
55.7% avg (7 factors)
Quality
C
52.9% avg (6 factors)
Momentum
B
70.6% avg (4 factors)
Risk
B
72.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.530—0—
Value %ile0.110—1—
Quality %ile0.890—1—
Momentum %ile0.920—1—
F-Score3.000—1—
Confidence0.516—0—
Volatility0.263—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
29.20
Earnings Yield (E/P)
0.0602
Price / Sales
3.43
Price / Book
5.48
FCF Yield
6.1%
EBITDA / EV
6.6%
Sales Yield (1/P·S)
0.3032
Shareholder Yield
Div + net buyback / mktcap
8.9%
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
16.6%
12M Return
39.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
39.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.48
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
8.9%
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
94
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
89
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
89
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
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity