Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/fbf3d90a-807e-43ea-80c8-71a82d0936b3/
PRN
Perenti LimitedSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
✗
◆
Quality × Value
QV 0.930
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 4
📐
EBITDA/EV
29.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.9%
💰
High Yield
Div 3.6%
🚀
Momentum Leaders
12-1 38%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 96%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
16.2×
P/S
0.6×
P/B
1.1×
E/P
0.0987
FCF Yield
0.087
EBITDA/EV
0.290
SH Yield
0.049
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
3.00000000
/100
FCF yield of 8.7% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
0.066
ROA
0.036
Net Margin
0.035
Op Margin
0.065
GPA
0.740
Current
1.75
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.044
Earn Growth
0.269
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
-29.3%
12M Return
26.3%
12-1 Mom
38.4%
Risk-Adj
0.90
Vol 252d
42.6%
Vol 60d
94.6%
↑ Expanding
Max DD 12M
-37.9%
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 (95%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 500 peers
Sector Value %ile
98.6%
Sector Quality %ile
95.2%
P/E z-score
-0.18
P/B z-score
-0.41
Sector Avg OS
63.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (96th) and quality (90th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (96th value) with strong momentum (91th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 4.9% backed by 8.7% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (91th) but high volatility (43%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (95%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.9% avg (7 factors)
Quality
D
41.4% avg (6 factors)
Momentum
C
48.8% avg (4 factors)
Risk
C
45.7% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —7 | — | |
| Value %ile | 0.960 | —7 | — | |
| Quality %ile | 0.900 | —7 | — | |
| Momentum %ile | 0.910 | —7 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.460 | —0 | — | |
| Volatility | 0.426 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.20
Earnings Yield (E/P)
0.0987
Price / Sales
0.56
Price / Book
1.07
FCF Yield
8.7%
EBITDA / EV
29.0%
Sales Yield (1/P·S)
1.5179
Shareholder Yield
Div + net buyback / mktcap
4.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.6%
Return on Assets
3.6%
Net Margin
3.5%
Operating Margin
6.5%
Gross Profit / Assets
Novy-Marx GPA
74.0%
Current Ratio
1.75
MomentumPrice trend strength over different horizons
6M Return
-29.3%
12M Return
26.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
38.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.90
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.4%
Earnings Growth (YoY)
26.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
3.6%
Buyback Yield
1.3%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
70
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