Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e48ce064-8ec5-4872-afc6-08377d39f9fc/
HMY
Harmony Gold Mining Company LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
✗
◆
Quality × Value
QV 0.985
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 0.4
◇
VC2 Cheapest
VC2 1.00000000
📐
EBITDA/EV
360.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +63%
🔄
Shareholder Yield
45.1%
💰
High Yield
Div 45.1%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
99.0%ile
P/E
0.4×
P/S
0.1×
P/B
0.2×
E/P
2.6527
FCF Yield
4.449
EBITDA/EV
3.603
SH Yield
0.451
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
1.00000000
/100 — 1=cheapest
VC2 (Trending Value)
1.00000000
/100
VC3 (Buyback)
1.00000000
/100
P/E of 0.4x places this firmly in deep value territory. FCF yield of 444.9% is strong — the business generates significant free cash relative to price. VC2 score of 1.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.508
ROA
0.230
Net Margin
0.175
Op Margin
0.302
GPA
0.503
D/E
1.20
Current
0.54
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.630
Earn Growth
1.042
Stability
0.587
lower=better
Accruals
-0.159
lower=better
5yr Consist
No
ROE of 51% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
-17.0%
12M Return
10.4%
12-1 Mom
25.1%
Risk-Adj
0.39
Vol 252d
64.1%
Vol 60d
150.1%
↑ Expanding
Max DD 12M
-43.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (150%) is expanding vs long-term (64%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 224 peers
Sector Value %ile
100.0%
Sector Quality %ile
98.7%
P/E z-score
-0.51
P/B z-score
-0.10
Sector Avg OS
54.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (99th) and quality (98th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (99th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 63% with P/E of 0×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 45.1% backed by 444.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (150%) significantly exceeds 252-day (64%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (7 factors)
Quality
A
80.8% avg (8 factors)
Momentum
D
40.7% avg (4 factors)
Risk
F
9.8% 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. 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 | 0.980 | —1 | — | |
| Value %ile | 0.990 | —1 | — | |
| Quality %ile | 0.980 | —1 | — | |
| Momentum %ile | 0.670 | —0 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.894 | —1 | — | |
| Volatility | 0.641 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.38
Earnings Yield (E/P)
2.6527
Price / Sales
0.07
Price / Book
0.19
Price / Cash Flow
0.22
FCF Yield
444.9%
EBITDA / EV
360.3%
Sales Yield (1/P·S)
9.7437
Shareholder Yield
Div + net buyback / mktcap
45.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
50.8%
Return on Assets
23.0%
Net Margin
17.5%
Operating Margin
30.2%
Gross Profit / Assets
Novy-Marx GPA
50.3%
Debt / Equity
1.20
Current Ratio
0.54
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.159
MomentumPrice trend strength over different horizons
6M Return
-17.0%
12M Return
10.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
25.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.39
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
63.0%
Earnings Growth (YoY)
104.2%
Earnings Stability (CV)
Lower = more stable
0.587
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
45.1%
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
1
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
1
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
1
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
76
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