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WAR

WAM Strategic Value Limited
Chart
1.10 AUD
Latest Week 2026-07-10
Financial ServicesAsset ManagementMICRO
Snapshot 2026-07-12 · 0.7w · Fresh
0.95
OS Score
89.0%
Value
83.0%
Quality
84.0%
Momentum
2/9
F-Score
0.859
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.859
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.7%
💰
High Yield
Div 5.7%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 11%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
89.0%ile
P/E
17.3×
P/S
13.5×
P/B
0.9×
FCF Yield
0.261
SH Yield
0.057
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
83.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
15.00000000
/100
FCF yield of 26.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
0.050
ROA
0.048
Net Margin
0.782
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.525
Earn Growth
-0.480
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
84.0%ile
6M Return
0.1%
12M Return
7.0%
12-1 Mom
4.1%
Risk-Adj
0.37
Vol 252d
11.3%
Vol 60d
27.3%
↑ Expanding
Max DD 12M
-7.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (27%) is expanding vs long-term (11%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 159 peers
Sector Value %ile
83.1%
Sector Quality %ile
69.4%
P/E z-score
-0.19
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
TWR Tower Limited 99.0% 98.0% 96.0% 88.0%
HLI Helia Group Limited 99.0% 96.0% 95.0% 91.0%
SVR Solvar Limited 98.0% 96.0% 97.0% 84.0%
ACQ Acorn Capital Investment Fund Limited 97.0% 92.0% 86.0% 90.0%
FSA FSA Group Limited 97.0% 85.0% 97.0% 94.0%
KSL Kina Securities Limited 97.0% 96.0% 86.0% 85.0%
PNC Pioneer Credit Limited 97.0% 88.0% 93.0% 90.0%
IBC Ironbark Balanced Income Limited 96.0% 91.0% 89.0% 84.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (89th) and quality (83th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (89th value) with strong momentum (84th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 5.7% backed by 26.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (27%) significantly exceeds 252-day (11%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.4% avg (5 factors)
Quality
C
46.1% avg (3 factors)
Momentum
D
37.9% avg (4 factors)
Risk
A
97.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.950—6—
Value %ile0.890—6—
Quality %ile0.830—6—
Momentum %ile0.840—6—
F-Score2.000—6—
Confidence0.352—6—
Volatility0.113—6—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.30
Price / Sales
13.53
Price / Book
0.86
FCF Yield
26.1%
Sales Yield (1/P·S)
0.0957
Shareholder Yield
Div + net buyback / mktcap
5.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.0%
Return on Assets
4.8%
Net Margin
78.2%
MomentumPrice trend strength over different horizons
6M Return
0.1%
12M Return
7.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.37
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-52.5%
Earnings Growth (YoY)
-48.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
5.7%
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
83
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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