Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ef98b1a6-d218-4419-8d37-56de3f9cd37d/

ANN

Ansell Limited
Chart
27.71 AUD
Latest Week 2026-06-05
HealthcareMedical Instruments & SuppliesMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.16
OS Score
7.0%
Value
82.0%
Quality
11.0%
Momentum
6/9
F-Score
0.240
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 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
✗
💰
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
7.0%ile
P/E
39.6×
P/S
2.0×
P/B
2.0×
E/P
0.0238
FCF Yield
0.037
EBITDA/EV
0.057
SH Yield
0.017
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
91.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
90.00000000
/100
P/E of 39.6x is premium-priced — the market is paying up for expected growth. VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
0.052
ROA
0.031
Net Margin
0.051
Op Margin
0.054
GPA
0.248
Current
2.13
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.237
Earn Growth
0.329
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
11.0%ile
6M Return
-22.2%
12M Return
-8.8%
12-1 Mom
-13.1%
Risk-Adj
-0.50
Vol 252d
26.3%
Vol 60d
57.4%
↑ Expanding
Max DD 12M
-30.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -13% signals a downtrend — price is moving against you. Near-term vol (57%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.16
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 145 peers
Sector Value %ile
12.3%
Sector Quality %ile
88.4%
P/E z-score
-0.17
P/B z-score
-0.38
Sector Avg OS
45.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
VLS Vita Life Sciences Limited 98.0% 93.0% 98.0% 91.0%
SDI SDI Limited 95.0% 86.0% 87.0% 94.0%
TRI TrivarX Limited 94.0% 82.0% 81.0% 82.0%
TRU TruScreen Group Limited 94.0% 82.0% 80.0% 82.0%
VBS Vectus Biosystems Limited 92.0% 80.0% 79.0% 80.0%
VFX VISIONFLEX FPO [VFX] 92.0% 81.0% 79.0% 81.0%
ACW Actinogen Medical Limited 91.0% 79.0% 78.0% 79.0%
AHE Adheris Health Limited 91.0% 79.0% 77.0% 79.0%
Factor Interactions
Quality at a Premium
High quality (82th) but expensive (7th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (57%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
43.6% avg (7 factors)
Quality
D
34.7% avg (6 factors)
Momentum
F
15.4% avg (4 factors)
Risk
B
72.8% 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
FactorCurrentStreakTrendSpark
OS Composite0.160—1—
Value %ile0.070—1—
Quality %ile0.820—1—
Momentum %ile0.110—1—
F-Score6.000—0—
Confidence0.516—0—
Volatility0.263—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
39.60
Earnings Yield (E/P)
0.0238
Price / Sales
2.01
Price / Book
2.05
FCF Yield
3.7%
EBITDA / EV
5.7%
Sales Yield (1/P·S)
0.4364
Shareholder Yield
Div + net buyback / mktcap
1.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.2%
Return on Assets
3.1%
Net Margin
5.1%
Operating Margin
5.4%
Gross Profit / Assets
Novy-Marx GPA
24.8%
Current Ratio
2.13
MomentumPrice trend strength over different horizons
6M Return
-22.2%
12M Return
-8.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-13.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.50
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
23.7%
Earnings Growth (YoY)
32.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
1.6%
Buyback Yield
0.1%
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
91
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
91
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
90
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