Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/fa772389-eb7f-4602-847c-ac87919a0a96/
ABX
Barrick Mining CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.830
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
F9
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +31%
🔄
Shareholder Yield
3.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 122%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.78
V
Value Analysis
Cheapness relative to fundamentals
71.0%ile
P/E
15.0×
P/S
4.8×
P/B
3.4×
E/P
0.0984
FCF Yield
0.051
EBITDA/EV
0.134
SH Yield
0.030
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
66.00000000
/100 — 1=cheapest
VC2 (Trending Value)
39.00000000
/100
VC3 (Buyback)
68.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.224
ROA
0.116
Net Margin
0.321
Op Margin
0.512
GPA
0.199
Current
3.06
F-Score
9/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.312
Earn Growth
1.401
Stability
0.567
lower=better
Accruals
-0.055
lower=better
5yr Consist
No
ROE of 22% is exceptional. F-Score of 9/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
-2.1%
12M Return
106.9%
12-1 Mom
121.5%
Risk-Adj
2.78
Vol 252d
43.8%
Vol 60d
104.8%
↑ Expanding
Max DD 12M
-26.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 122% is very strong — a clear uptrend. Risk-adjusted momentum of 2.78 is excellent — strong returns relative to volatility. Near-term vol (105%) is expanding vs long-term (44%) — 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
Basic Materials
· 194 peers
Sector Value %ile
85.6%
Sector Quality %ile
96.4%
P/E z-score
-0.38
P/B z-score
-0.30
Sector Avg OS
48.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (71th) and quality (97th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (71th value) with strong momentum (88th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 9/9 with good value (71th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 31% with P/E of 15×. Growth isn't fully priced in.
Hot but Volatile
Strong momentum (88th) but high volatility (44%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (105%) significantly exceeds 252-day (44%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.4% avg (7 factors)
Quality
A
77.7% avg (7 factors)
Momentum
A
82.3% avg (4 factors)
Risk
D
43.7% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 | 0.950 | —1 | — | |
| Value %ile | 0.710 | —1 | — | |
| Quality %ile | 0.970 | —1 | — | |
| Momentum %ile | 0.880 | —1 | — | |
| F-Score | 9.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.438 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.03
Earnings Yield (E/P)
0.0984
Price / Sales
4.83
Price / Book
3.37
Price / Cash Flow
10.19
FCF Yield
5.1%
EBITDA / EV
13.4%
Sales Yield (1/P·S)
0.1923
Shareholder Yield
Div + net buyback / mktcap
3.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
22.4%
Return on Assets
11.6%
Net Margin
32.1%
Operating Margin
51.2%
Gross Profit / Assets
Novy-Marx GPA
19.9%
Current Ratio
3.06
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.055
MomentumPrice trend strength over different horizons
6M Return
-2.1%
12M Return
106.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
121.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.78
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
31.2%
Earnings Growth (YoY)
140.1%
Earnings Stability (CV)
Lower = more stable
0.567
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
9
Dividend Yield
0.0%
Buyback Yield
1.5%
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
66
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
39
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
68
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
Yes
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity