Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e163f99d-3b11-40e5-a304-070cc364ce50/

TWR

Tower Limited
Chart
1.56 AUD
Latest Week 2026-07-17
Financial ServicesInsurance - Property & CasualtySMALL
Snapshot 2026-07-19 · 0.7w · Fresh
0.99
OS Score
98.0%
Value
95.0%
Quality
88.0%
Momentum
#34.00000000
TV Rank
4/9
F-Score
0.965
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#34
◆
Quality × Value
QV 0.965
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2
📐
EBITDA/EV
29.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
20.1%
💰
High Yield
Div 11.6%
🚀
Momentum Leaders
12-1 16%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
6.4×
P/S
1.0×
P/B
1.5×
E/P
0.2461
FCF Yield
0.248
EBITDA/EV
0.298
SH Yield
0.201
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 6.4x places this firmly in deep value territory. FCF yield of 24.8% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
95.0%ile
ROE
0.239
ROA
0.137
Net Margin
0.155
Op Margin
0.223
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.098
Earn Growth
0.123
5yr Consist
No
ROE of 24% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
-7.1%
12M Return
15.6%
12-1 Mom
16.4%
Risk-Adj
0.71
Vol 252d
23.0%
Vol 60d
55.4%
↑ Expanding
Max DD 12M
-14.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (55%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 159 peers
Sector Value %ile
100.0%
Sector Quality %ile
94.4%
P/E z-score
-0.39
P/B z-score
-0.09
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HLI Helia Group Limited 99.0% 96.0% 96.0% 92.0%
SVR Solvar Limited 98.0% 96.0% 96.0% 85.0%
KSL Kina Securities Limited 97.0% 96.0% 85.0% 83.0%
BFL BSP Financial Group Limited 97.0% 95.0% 89.0% 83.0%
ACQ Acorn Capital Investment Fund Limited 97.0% 92.0% 88.0% 89.0%
PNC Pioneer Credit Limited 97.0% 88.0% 91.0% 93.0%
ANZ ANZ Group Holdings Limited 96.0% 90.0% 87.0% 89.0%
FSA FSA Group Limited 96.0% 85.0% 96.0% 93.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (95th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (98th value) with strong momentum (88th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 20.1% backed by 24.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
96.9% avg (7 factors)
Quality
B
70.7% avg (4 factors)
Momentum
D
44.3% avg (4 factors)
Risk
A
78.4% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.990—7—
Value %ile0.980—7—
Quality %ile0.950—7—
Momentum %ile0.880—7—
F-Score4.000—7—
Confidence0.520—0—
Volatility0.230—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.40
Earnings Yield (E/P)
0.2461
Price / Sales
0.99
Price / Book
1.53
FCF Yield
24.8%
EBITDA / EV
29.8%
Sales Yield (1/P·S)
1.1047
Shareholder Yield
Div + net buyback / mktcap
20.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.9%
Return on Assets
13.7%
Net Margin
15.5%
Operating Margin
22.3%
MomentumPrice trend strength over different horizons
6M Return
-7.1%
12M Return
15.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
16.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.71
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.8%
Earnings Growth (YoY)
12.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
11.6%
Buyback Yield
8.5%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
34
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