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AFA

ASF Group Limited
Chart
0.07 AUD
Latest Week 2026-07-24
Financial ServicesCapital MarketsMICRO
Snapshot 2026-07-26 · 0.7w · Fresh
0.86
OS Score
75.0%
Value
73.0%
Quality
75.0%
Momentum
2/9
F-Score
0.740
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.740
🏛
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
75.0%ile
P/S
20.6×
FCF Yield
-0.036
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
25.00000000
/100
VC3 (Buyback)
25.00000000
/100
Negative FCF yield (-3.6%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%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
75.0%ile
6M Return
7.7%
12M Return
2233.3%
12-1 Mom
1966.7%
Risk-Adj
0.40
Vol 252d
4948.6%
Vol 60d
290.0%
↓ Contracting
Max DD 12M
-88.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 1967% is very strong — a clear uptrend. Volatility is compressing — 60d (290%) well below 252d (4949%).
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 159 peers
Sector Value %ile
60.0%
Sector Quality %ile
56.9%
Sector Avg OS
56.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
TWR Tower Limited 99.0% 98.0% 95.0% 87.0%
HLI Helia Group Limited 99.0% 97.0% 96.0% 91.0%
SVR Solvar Limited 98.0% 96.0% 96.0% 86.0%
PFG Prime Financial Group Limited 97.0% 95.0% 90.0% 84.0%
IAG Insurance Australia Group Limited 97.0% 92.0% 95.0% 83.0%
BFL BSP Financial Group Limited 97.0% 95.0% 90.0% 82.0%
PNC Pioneer Credit Limited 97.0% 89.0% 91.0% 91.0%
ACQ Acorn Capital Investment Fund Limited 97.0% 93.0% 88.0% 87.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (75th) and quality (73th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (75th value) with strong momentum (75th). The market is starting to recognise the value.
Volatility Compressing
60-day vol (290%) well below 252-day (4949%). Price action is stabilising.
⚖
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
70.5% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.860—2—
Value %ile0.750—2—
Quality %ile0.730—2—
Momentum %ile0.750—2—
F-Score2.000—8—
Confidence0.191—8—
Volatility49.486—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
20.62
FCF Yield
-3.6%
Sales Yield (1/P·S)
0.0292
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
7.7%
12M Return
2233.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
1966.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.40
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
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
25
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
25
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