Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f85359e9-2247-4b2e-b7ca-3b3d2bfc86a9/
AMR
Alpha Metallurgical Resources IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 of 23 passing
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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
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.11
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/S
1.2×
P/B
1.7×
FCF Yield
0.123
EBITDA/EV
0.062
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
70.00000000
/100 — 1=cheapest
VC2 (Trending Value)
71.00000000
/100
VC3 (Buyback)
71.00000000
/100
FCF yield of 12.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
8.0%ile
ROE
-0.026
ROA
-0.017
Net Margin
-0.018
Op Margin
-0.024
GPA
0.016
D/E
0.50
Current
3.67
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.191
Stability
17.791
lower=better
Accruals
-0.083
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
13.0%
12M Return
83.0%
12-1 Mom
66.5%
Risk-Adj
1.11
Vol 252d
60.0%
Vol 60d
119.5%
↑ Expanding
Max DD 12M
-32.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 66% is very strong — a clear uptrend. Near-term vol (120%) is expanding vs long-term (60%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.75
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 224 peers
Sector Value %ile
68.0%
Sector Quality %ile
14.7%
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (74th value) with strong momentum (90th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (74th value) but weak quality (8th). Classic value trap risk.
Hot but Volatile
Strong momentum (90th) but high volatility (60%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (120%) significantly exceeds 252-day (60%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.0% avg (5 factors)
Quality
D
37.8% avg (8 factors)
Momentum
A
76.6% avg (4 factors)
Risk
F
16.6% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.750 | —1 | — | |
| Value %ile | 0.740 | —1 | — | |
| Quality %ile | 0.080 | —1 | — | |
| Momentum %ile | 0.900 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.600 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
1.22
Price / Book
1.71
Price / Cash Flow
17.07
FCF Yield
12.3%
EBITDA / EV
6.2%
Sales Yield (1/P·S)
0.9287
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-2.6%
Return on Assets
-1.7%
Net Margin
-1.8%
Operating Margin
-2.4%
Gross Profit / Assets
Novy-Marx GPA
1.6%
Debt / Equity
0.50
Current Ratio
3.67
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.083
MomentumPrice trend strength over different horizons
6M Return
13.0%
12M Return
83.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
66.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.11
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-19.1%
Earnings Stability (CV)
Lower = more stable
17.791
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
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
70
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
71
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
71
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
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity