Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e5806a64-ef00-425f-a3f4-b64452fbe2ac/
ZIM
Zimplats Holdings 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
11.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 82th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
82.0%ile
P/E
41.6×
P/S
2.0×
P/B
0.9×
E/P
0.0527
FCF Yield
-0.010
EBITDA/EV
0.117
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
84.00000000
/100
P/E of 41.6x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-1.0%) — 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
15.0%ile
ROE
0.022
ROA
0.015
Net Margin
0.049
Op Margin
0.107
GPA
0.203
Current
2.13
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.078
Earn Growth
3.926
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
84.0%ile
6M Return
-13.3%
12M Return
6.4%
12-1 Mom
11.4%
Risk-Adj
0.25
Vol 252d
46.2%
Vol 60d
111.2%
↑ Expanding
Max DD 12M
-36.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (111%) is expanding vs long-term (46%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.71
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 500 peers
Sector Value %ile
93.4%
Sector Quality %ile
2.2%
P/E z-score
-0.10
P/B z-score
-0.26
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (82th value) with strong momentum (84th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (82th value) but weak quality (15th). Classic value trap risk.
Hot but Volatile
Strong momentum (84th) but high volatility (46%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (111%) significantly exceeds 252-day (46%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
44.7% avg (7 factors)
Quality
D
33.0% avg (6 factors)
Momentum
D
35.3% avg (4 factors)
Risk
D
39.6% avg (1 factors)
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 | 0.710 | —1 | — | |
| Value %ile | 0.820 | —1 | — | |
| Quality %ile | 0.150 | —1 | — | |
| Momentum %ile | 0.840 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.516 | —0 | — | |
| Volatility | 0.462 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
41.62
Earnings Yield (E/P)
0.0527
Price / Sales
2.04
Price / Book
0.92
FCF Yield
-1.0%
EBITDA / EV
11.7%
Sales Yield (1/P·S)
0.4901
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.2%
Return on Assets
1.5%
Net Margin
4.9%
Operating Margin
10.7%
Gross Profit / Assets
Novy-Marx GPA
20.3%
Current Ratio
2.13
MomentumPrice trend strength over different horizons
6M Return
-13.3%
12M Return
6.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
11.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.25
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.8%
Earnings Growth (YoY)
392.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
16
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