Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ff1cbcf2-e977-4349-9055-fc59ab34b595/

GCM

Green Critical Minerals Limited
Chart
0.01 AUD
Latest Week 2026-06-05
UtilitiesUtilities - RenewableNANO
Snapshot 2026-06-07 · 0.0w · Fresh
0.45
OS Score
48.0%
Value
46.0%
Quality
47.0%
Momentum
2/9
F-Score
0.470
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 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
✗
🔄
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
48.0%ile
P/B
2.5×
FCF Yield
-0.117
SH Yield
-0.047
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
53.00000000
/100 — 1=cheapest
VC2 (Trending Value)
52.00000000
/100
VC3 (Buyback)
52.00000000
/100
Negative FCF yield (-11.7%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
46.0%ile
ROE
-0.112
ROA
-0.107
Current
1.03
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
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
47.0%ile
6M Return
-37.5%
12M Return
-47.4%
12-1 Mom
-31.6%
Risk-Adj
-0.34
Vol 252d
92.1%
Vol 60d
177.8%
↑ Expanding
Max DD 12M
-73.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -32% signals a downtrend — price is moving against you. Near-term vol (178%) is expanding vs long-term (92%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.45
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities · 22 peers
Sector Value %ile
69.6%
Sector Quality %ile
60.9%
P/B z-score
-0.39
Sector Avg OS
37.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
VPR Volt Group Limited 91.0% 79.0% 77.0% 79.0%
GNE Genesis Energy Limited 79.0% 93.0% 11.0% 83.0%
BTE Botala Energy Limited 67.0% 63.0% 62.0% 63.0%
DEL Delorean Corporation Limited 60.0% 56.0% 55.0% 56.0%
EQU Equus Energy Limited 56.0% 53.0% 51.0% 53.0%
EWC Energy World Corporation Ltd 56.0% 53.0% 52.0% 53.0%
FHE Frontier Energy Limited 50.0% 50.0% 49.0% 50.0%
ORG Origin Energy Limited 48.0% 15.0% 81.0% 84.0%
Factor Interactions
Volatility Expanding
60-day vol (178%) significantly exceeds 252-day (92%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
24.6% avg (3 factors)
Quality
F
7.1% avg (3 factors)
Momentum
F
4.1% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.450—0—
Value %ile0.480—0—
Quality %ile0.460—0—
Momentum %ile0.470—0—
F-Score2.000—1—
Confidence0.164—1—
Volatility0.921—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
2.46
FCF Yield
-11.7%
Shareholder Yield
Div + net buyback / mktcap
-4.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-11.2%
Return on Assets
-10.7%
Current Ratio
1.03
External Financing
Net issuance — lower=better
0.133
MomentumPrice trend strength over different horizons
6M Return
-37.5%
12M Return
-47.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-31.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.34
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
0.0%
Buyback Yield
-4.7%
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
53
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
52
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
52
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