Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f180799d-d7b0-4e04-aa8f-dd257852052c/

CSC

CAPSTONE CDI 1:1 [CSC]
Chart
14.87 AUD
Latest Week 2026-06-05
Basic MaterialsCopperLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.47
OS Score
6.0%
Value
86.0%
Quality
93.0%
Momentum
7/9
F-Score
0.227
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.7%
◐
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
6.0%ile
P/E
36.0×
P/S
4.8×
P/B
3.2×
E/P
0.0390
FCF Yield
0.013
EBITDA/EV
0.087
SH Yield
-0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
94.00000000
/100 — 1=cheapest
VC2 (Trending Value)
94.00000000
/100
VC3 (Buyback)
95.00000000
/100
P/E of 36.0x is premium-priced — the market is paying up for expected growth. VC2 score of 94.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.090
ROA
0.044
Net Margin
0.134
Op Margin
0.204
GPA
0.077
Current
1.35
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.476
Earn Growth
2.801
Stability
0.928
lower=better
Accruals
-0.051
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
93.0%ile
6M Return
3.4%
12M Return
66.7%
12-1 Mom
38.7%
Risk-Adj
0.77
Vol 252d
50.2%
Vol 60d
118.8%
↑ Expanding
Max DD 12M
-38.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 39% is very strong — a clear uptrend. Near-term vol (119%) is expanding vs long-term (50%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.47
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 500 peers
Sector Value %ile
1.6%
Sector Quality %ile
93.2%
P/E z-score
-0.12
P/B z-score
-0.17
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
WAF West African Resources Limited 99.0% 96.0% 98.0% 90.0%
FML Focus Minerals Limited 99.0% 97.0% 99.0% 99.0%
MLG MLG Oz Limited 98.0% 98.0% 91.0% 84.0%
CAA Capral Limited 98.0% 99.0% 89.0% 84.0%
PRN Perenti Limited 98.0% 96.0% 89.0% 91.0%
MGX MGX Resources Limited 98.0% 97.0% 91.0% 90.0%
TBR Tribune Resources Limited 98.0% 96.0% 92.0% 87.0%
MLX Metals X Limited 98.0% 90.0% 98.0% 98.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (86th) and momentum (93th) but expensive (6th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (93th) but high volatility (50%). Momentum could reverse sharply.
Quality at a Premium
High quality (86th) but expensive (6th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (119%) significantly exceeds 252-day (50%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
38.2% avg (7 factors)
Quality
D
44.5% avg (7 factors)
Momentum
B
67.8% avg (4 factors)
Risk
D
33.1% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.470—0—
Value %ile0.060—1—
Quality %ile0.860—1—
Momentum %ile0.930—1—
F-Score7.000—1—
Confidence0.939—1—
Volatility0.502—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
35.95
Earnings Yield (E/P)
0.0390
Price / Sales
4.81
Price / Book
3.25
Price / Cash Flow
16.57
FCF Yield
1.3%
EBITDA / EV
8.7%
Sales Yield (1/P·S)
0.1907
Shareholder Yield
Div + net buyback / mktcap
-0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.0%
Return on Assets
4.4%
Net Margin
13.4%
Operating Margin
20.4%
Gross Profit / Assets
Novy-Marx GPA
7.7%
Current Ratio
1.35
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.051
MomentumPrice trend strength over different horizons
6M Return
3.4%
12M Return
66.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
38.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.77
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
47.6%
Earnings Growth (YoY)
280.1%
Earnings Stability (CV)
Lower = more stable
0.928
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.0%
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
94
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
94
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
95
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