Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f58407cb-3187-431b-af22-e0413a2269c9/

KAT

Katana Capital Limited
Chart
1.37 AUD
Latest Week 2026-06-05
Financial ServicesAsset ManagementNANO
Snapshot 2026-06-07 · 0.0w · Fresh
0.22
OS Score
13.0%
Value
7.0%
Quality
85.0%
Momentum
2/9
F-Score
0.095
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 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
5.8%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 9%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.61
V
Value Analysis
Cheapness relative to fundamentals
13.0%ile
P/E
20.1×
P/S
12.2×
P/B
1.0×
FCF Yield
-0.161
SH Yield
0.058
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
86.00000000
/100 — 1=cheapest
VC2 (Trending Value)
16.00000000
/100
VC3 (Buyback)
82.00000000
/100
Negative FCF yield (-16.1%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
7.0%ile
ROE
0.051
ROA
0.026
Net Margin
0.610
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.497
Earn Growth
-0.490
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
2.2%
12M Return
15.9%
12-1 Mom
14.2%
Risk-Adj
1.61
Vol 252d
8.8%
Vol 60d
20.5%
↑ Expanding
Max DD 12M
-4.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Risk-adjusted momentum of 1.61 is excellent — strong returns relative to volatility. Near-term vol (21%) is expanding vs long-term (9%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.22
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 158 peers
Sector Value %ile
10.7%
Sector Quality %ile
3.8%
P/E z-score
-0.08
P/B z-score
-0.09
Sector Avg OS
58.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HLI Helia Group Limited 99.0% 97.0% 97.0% 86.0%
TWR Tower Limited 99.0% 98.0% 97.0% 90.0%
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%
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%
KSL Kina Securities Limited 97.0% 96.0% 85.0% 87.0%
Factor Interactions
Volatility Expanding
60-day vol (21%) significantly exceeds 252-day (9%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
50.7% avg (5 factors)
Quality
D
42.5% avg (3 factors)
Momentum
C
52.2% avg (4 factors)
Risk
A
100.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.220—1—
Value %ile0.130—1—
Quality %ile0.070—1—
Momentum %ile0.850—1—
F-Score2.000—1—
Confidence0.191—1—
Volatility0.088—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.07
Price / Sales
12.23
Price / Book
1.03
FCF Yield
-16.1%
Sales Yield (1/P·S)
0.0851
Shareholder Yield
Div + net buyback / mktcap
5.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.1%
Return on Assets
2.6%
Net Margin
61.0%
MomentumPrice trend strength over different horizons
6M Return
2.2%
12M Return
15.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
14.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.61
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-49.7%
Earnings Growth (YoY)
-49.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
1.6%
Buyback Yield
4.2%
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
86
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
16
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
82
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