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AFA

ASF Group Limited
Chart
0.06 AUD
Latest Week 2026-06-05
Financial ServicesCapital MarketsMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.92
OS Score
81.0%
Value
79.0%
Quality
80.0%
Momentum
2/9
F-Score
0.800
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.800
🏛
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
81.0%ile
P/S
18.9×
FCF Yield
-0.039
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
19.00000000
/100 — 1=cheapest
VC2 (Trending Value)
19.00000000
/100
VC3 (Buyback)
19.00000000
/100
Negative FCF yield (-3.9%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
79.0%ile
ROE
0.384
ROA
-1.064
Net Margin
-3.456
Op Margin
-1.108
GPA
0.308
Current
0.29
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.755
5yr Consist
No
ROE of 38% is exceptional. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
80.0%ile
6M Return
18.5%
12M Return
966.7%
12-1 Mom
766.7%
Risk-Adj
0.15
Vol 252d
4950.0%
Vol 60d
12625.0%
↑ Expanding
Max DD 12M
-88.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 767% is very strong — a clear uptrend. Near-term vol (12625%) is expanding vs long-term (4950%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 158 peers
Sector Value %ile
57.2%
Sector Quality %ile
59.1%
Sector Avg OS
57.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
TWR Tower Limited 99.0% 98.0% 97.0% 90.0%
HLI Helia Group Limited 99.0% 97.0% 97.0% 86.0%
LFG Liberty Financial Group Limited 98.0% 93.0% 97.0% 86.0%
HUM Humm Group Limited 98.0% 95.0% 91.0% 91.0%
NGE NGE Capital Limited 97.0% 93.0% 92.0% 86.0%
KSL Kina Securities Limited 97.0% 96.0% 85.0% 87.0%
BFL BSP Financial Group Limited 97.0% 95.0% 90.0% 87.0%
ACQ Acorn Capital Investment Fund Limited 97.0% 92.0% 89.0% 90.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (81th) and quality (79th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (81th value) with strong momentum (80th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (80th) but high volatility (4950%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (12625%) significantly exceeds 252-day (4950%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
3.7% avg (3 factors)
Quality
F
26.9% avg (6 factors)
Momentum
B
72.4% avg (4 factors)
Risk
F
0.0% 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 Composite0.920—1—
Value %ile0.810—1—
Quality %ile0.790—1—
Momentum %ile0.800—1—
F-Score2.000—1—
Confidence0.200—1—
Volatility49.500—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
18.86
FCF Yield
-3.9%
Sales Yield (1/P·S)
0.0319
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
38.4%
Return on Assets
-106.4%
Net Margin
-345.6%
Operating Margin
-110.8%
Gross Profit / Assets
Novy-Marx GPA
30.8%
Current Ratio
0.29
MomentumPrice trend strength over different horizons
6M Return
18.5%
12M Return
966.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
766.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.15
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
175.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
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
19
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
19
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
19
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