Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/de34647e-b4c9-47cc-a8e2-ca73a6138e1f/
WMA
Wam Alternative Assets 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
✗
🔄
Shareholder Yield
5.1%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 10%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
14.0%ile
P/E
30.3×
P/S
16.3×
P/B
0.8×
FCF Yield
-0.077
SH Yield
0.051
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
87.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
84.00000000
/100
P/E of 30.3x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-7.7%) — the business is currently cash-consumptive. VC2 score of 83.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
8.0%ile
ROE
0.027
ROA
0.023
Net Margin
0.539
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.027
Earn Growth
-0.021
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
17.0%ile
6M Return
-0.5%
12M Return
2.5%
12-1 Mom
5.7%
Risk-Adj
0.57
Vol 252d
10.0%
Vol 60d
22.4%
↑ Expanding
Max DD 12M
-5.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (22%) is expanding vs long-term (10%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.03
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 158 peers
Sector Value %ile
13.2%
Sector Quality %ile
4.4%
P/E z-score
0.05
P/B z-score
-0.09
Sector Avg OS
58.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (22%) significantly exceeds 252-day (10%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
41.5% avg (5 factors)
Quality
D
39.7% avg (3 factors)
Momentum
D
38.2% avg (4 factors)
Risk
A
99.9% 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 | 0.030 | —1 | — | |
| Value %ile | 0.140 | —1 | — | |
| Quality %ile | 0.080 | —1 | — | |
| Momentum %ile | 0.170 | —1 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.387 | —1 | — | |
| Volatility | 0.100 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
30.26
Price / Sales
16.30
Price / Book
0.83
FCF Yield
-7.7%
Sales Yield (1/P·S)
0.0778
Shareholder Yield
Div + net buyback / mktcap
5.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.7%
Return on Assets
2.3%
Net Margin
53.9%
MomentumPrice trend strength over different horizons
6M Return
-0.5%
12M Return
2.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
5.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.57
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.7%
Earnings Growth (YoY)
-2.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
0.0%
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
87
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
83
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
84
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity