Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f68a65db-d486-40b3-9ff0-f81363d90bf4/

ABV

Advanced Braking Technology Limited
Chart
0.11 AUD
Latest Week 2026-07-24
Consumer CyclicalAuto PartsNANO
Snapshot 2026-07-19 · 1.0w · Fresh
0.46
OS Score
6.0%
Value
86.0%
Quality
92.0%
Momentum
4/9
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
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +25%
🔄
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
23.5×
P/S
2.2×
P/B
3.9×
E/P
0.0291
FCF Yield
0.004
EBITDA/EV
0.059
SH Yield
-0.008
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
90.00000000
/100 — 1=cheapest
VC2 (Trending Value)
92.00000000
/100
VC3 (Buyback)
93.00000000
/100
VC2 score of 92.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.166
ROA
0.120
Net Margin
0.093
Op Margin
0.061
GPA
0.605
Current
3.86
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.251
Earn Growth
0.027
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
92.0%ile
6M Return
-25.0%
12M Return
31.2%
12-1 Mom
37.5%
Risk-Adj
0.72
Vol 252d
52.0%
Vol 60d
108.3%
↑ Expanding
Max DD 12M
-25.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 38% is very strong — a clear uptrend. Near-term vol (108%) is expanding vs long-term (52%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.46
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 90 peers
Sector Value %ile
6.6%
Sector Quality %ile
76.9%
P/E z-score
-0.09
P/B z-score
-0.11
Sector Avg OS
54.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
SHM Shriro Holdings Limited 99.0% 98.0% 96.0% 88.0%
JYC Joyce Corporation Ltd 98.0% 90.0% 96.0% 93.0%
CCV Cash Converters International Limited 98.0% 98.0% 94.0% 83.0%
VVA Viva Leisure Limited 96.0% 91.0% 86.0% 88.0%
TAH Tabcorp Holdings Limited 95.0% 88.0% 81.0% 86.0%
APE Eagers Automotive Limited 94.0% 83.0% 85.0% 88.0%
HLO Helloworld Travel Limited 94.0% 85.0% 83.0% 85.0%
TWD Tamawood Limited 94.0% 84.0% 83.0% 84.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (86th) and momentum (92th) but expensive (6th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (92th) but high volatility (52%). 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 (108%) significantly exceeds 252-day (52%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
38.4% avg (7 factors)
Quality
B
64.5% avg (6 factors)
Momentum
C
50.1% avg (4 factors)
Risk
F
29.9% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.460—0—
Value %ile0.060—7—
Quality %ile0.860—7—
Momentum %ile0.920—7—
F-Score4.000—7—
Confidence0.444—0—
Volatility0.520—7—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
23.48
Earnings Yield (E/P)
0.0291
Price / Sales
2.18
Price / Book
3.90
FCF Yield
0.4%
EBITDA / EV
5.9%
Sales Yield (1/P·S)
0.4745
Shareholder Yield
Div + net buyback / mktcap
-0.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.6%
Return on Assets
12.0%
Net Margin
9.3%
Operating Margin
6.1%
Gross Profit / Assets
Novy-Marx GPA
60.5%
Current Ratio
3.86
MomentumPrice trend strength over different horizons
6M Return
-25.0%
12M Return
31.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
37.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.72
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
25.1%
Earnings Growth (YoY)
2.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Buyback Yield
-0.8%
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
90
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
92
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
93
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