Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ecfe198c-4ac1-4139-b8b3-73ee319c9325/
AU1
The Agency Group Australia LimitedSnapshot 2026-07-19 · 1.1w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
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
24.0%ile
P/S
5.3×
P/B
4.8×
FCF Yield
0.103
EBITDA/EV
0.113
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
76.00000000
/100 — 1=cheapest
VC2 (Trending Value)
76.00000000
/100
VC3 (Buyback)
76.00000000
/100
FCF yield of 10.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
22.0%ile
ROE
-2.216
ROA
-0.113
Net Margin
-2.413
Op Margin
-47.242
GPA
-1.331
Current
0.51
F-Score
0/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.240
5yr Consist
No
F-Score of 0/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
23.0%ile
6M Return
0.0%
12M Return
12.5%
12-1 Mom
20.8%
Risk-Adj
0.29
Vol 252d
72.9%
Vol 60d
168.0%
↑ Expanding
Max DD 12M
-26.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 21% is very strong — a clear uptrend. Near-term vol (168%) is expanding vs long-term (73%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.1
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 51 peers
Sector Value %ile
38.5%
Sector Quality %ile
26.9%
P/B z-score
-0.01
Sector Avg OS
58.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (168%) significantly exceeds 252-day (73%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
52.8% avg (5 factors)
Quality
F
0.0% avg (6 factors)
Momentum
D
44.5% avg (4 factors)
Risk
F
0.0% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.100 | —1 | — | |
| Value %ile | 0.240 | —1 | — | |
| Quality %ile | 0.220 | —1 | — | |
| Momentum %ile | 0.230 | —1 | — | |
| F-Score | 0.000 | —7 | — | |
| Confidence | 0.395 | —1 | — | |
| Volatility | 0.729 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
5.27
Price / Book
4.84
FCF Yield
10.3%
EBITDA / EV
11.3%
Sales Yield (1/P·S)
0.0792
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-221.6%
Return on Assets
-11.3%
Net Margin
-241.3%
Operating Margin
-4724.2%
Gross Profit / Assets
Novy-Marx GPA
-133.1%
Current Ratio
0.51
MomentumPrice trend strength over different horizons
6M Return
0.0%
12M Return
12.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
20.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.29
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-24.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
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
76
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
76
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity