Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f4133469-3657-4a7e-8cc4-43e8804a02e8/
KGC
Kinross Gold CorporationSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.928
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.1
◇
VC2 Cheapest
✗
📐
EBITDA/EV
18.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F9
🔬
Quality Compounders
ROE 31%
📈
Consistent Earners
✗
🌱
GARP
Rev +43%
🔄
Shareholder Yield
3.4%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.25
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
10.1×
P/S
3.6×
P/B
3.2×
E/P
0.1472
FCF Yield
0.204
EBITDA/EV
0.188
SH Yield
0.034
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
21.00000000
/100 — 1=cheapest
VC2 (Trending Value)
21.00000000
/100
VC3 (Buyback)
22.00000000
/100
P/E of 10.1x places this firmly in deep value territory. FCF yield of 20.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
99.0%ile
ROE
0.313
ROA
0.221
Net Margin
0.360
Op Margin
0.510
GPA
0.324
D/E
0.40
Current
2.84
F-Score
9/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.427
Earn Growth
1.365
Stability
0.507
lower=better
Accruals
-0.113
lower=better
5yr Consist
No
ROE of 31% is exceptional. Conservative balance sheet with D/E of 0.40. F-Score of 9/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
80.0%ile
6M Return
-22.5%
12M Return
56.1%
12-1 Mom
65.4%
Risk-Adj
1.25
Vol 252d
52.5%
Vol 60d
123.7%
↑ Expanding
Max DD 12M
-34.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 65% is very strong — a clear uptrend. Near-term vol (124%) is expanding vs long-term (53%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 223 peers
Sector Value %ile
85.3%
Sector Quality %ile
100.0%
P/E z-score
-0.36
P/B z-score
-0.10
Sector Avg OS
53.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (87th) and quality (99th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (87th value) with strong momentum (80th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 9/9 with good value (87th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 43% with P/E of 10×. Growth isn't fully priced in.
Hot but Volatile
Strong momentum (80th) but high volatility (53%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (124%) significantly exceeds 252-day (53%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.7% avg (7 factors)
Quality
A
92.2% avg (8 factors)
Momentum
B
65.3% avg (4 factors)
Risk
F
29.1% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —6 | — | |
| Value %ile | 0.870 | —6 | — | |
| Quality %ile | 0.990 | —6 | — | |
| Momentum %ile | 0.800 | —6 | — | |
| F-Score | 9.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.525 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.08
Earnings Yield (E/P)
0.1472
Price / Sales
3.63
Price / Book
3.16
Price / Cash Flow
6.68
FCF Yield
20.4%
EBITDA / EV
18.8%
Sales Yield (1/P·S)
0.2889
Shareholder Yield
Div + net buyback / mktcap
3.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
31.3%
Return on Assets
22.1%
Net Margin
36.0%
Operating Margin
51.0%
Gross Profit / Assets
Novy-Marx GPA
32.4%
Debt / Equity
0.40
Current Ratio
2.84
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.113
MomentumPrice trend strength over different horizons
6M Return
-22.5%
12M Return
56.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
65.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.25
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
42.7%
Earnings Growth (YoY)
136.5%
Earnings Stability (CV)
Lower = more stable
0.507
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
9
Dividend Yield
0.5%
Buyback Yield
3.0%
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
21
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
21
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
22
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