Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d9bad90b-cffc-41e8-bbe2-8b7bc81f66f9/
HGO
Hillgrove Resources LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.840
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
17.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 83th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
83.0%ile
P/E
1818.4×
P/S
1.0×
P/B
1.7×
E/P
0.0917
FCF Yield
-0.132
EBITDA/EV
0.176
SH Yield
-0.257
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
17.00000000
/100 — 1=cheapest
VC2 (Trending Value)
89.00000000
/100
VC3 (Buyback)
88.00000000
/100
P/E of 1818.4x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-13.2%) — the business is currently cash-consumptive. VC2 score of 89.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.001
ROA
0.001
Net Margin
0.001
Op Margin
0.083
GPA
1.111
Current
1.04
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.491
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
84.0%ile
6M Return
44.1%
12M Return
16.7%
12-1 Mom
0.0%
Risk-Adj
0.00
Vol 252d
51.1%
Vol 60d
118.6%
↑ Expanding
Max DD 12M
-36.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (119%) is expanding vs long-term (51%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 500 peers
Sector Value %ile
93.8%
Sector Quality %ile
93.0%
P/E z-score
40.84
P/B z-score
-0.23
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (83th) and quality (85th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (83th value) with strong momentum (84th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (84th) but high volatility (51%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (119%) significantly exceeds 252-day (51%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
46.8% avg (7 factors)
Quality
F
29.5% avg (6 factors)
Momentum
C
50.7% avg (4 factors)
Risk
D
31.5% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —1 | — | |
| Value %ile | 0.830 | —1 | — | |
| Quality %ile | 0.850 | —1 | — | |
| Momentum %ile | 0.840 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.731 | —1 | — | |
| Volatility | 0.511 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1818.38
Earnings Yield (E/P)
0.0917
Price / Sales
1.00
Price / Book
1.74
FCF Yield
-13.2%
EBITDA / EV
17.6%
Sales Yield (1/P·S)
1.1107
Shareholder Yield
Div + net buyback / mktcap
-25.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
0.1%
Return on Assets
0.1%
Net Margin
0.1%
Operating Margin
8.3%
Gross Profit / Assets
Novy-Marx GPA
111.1%
Current Ratio
1.04
MomentumPrice trend strength over different horizons
6M Return
44.1%
12M Return
16.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
0.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.00
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
49.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
Buyback Yield
-25.7%
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
89
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
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
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Op Income
OCF
CapEx
Equity