Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/02d8a566-70f7-4a74-b5e1-78374d677a38/
WHLRP
Wheeler Real Estate Investment Trust Inc PrefSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
51.6%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 87%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.74
V
Value Analysis
Cheapness relative to fundamentals
0.0%ile
P/E
524.7×
P/S
31.0×
P/B
48.8×
E/P
0.0019
FCF Yield
0.011
EBITDA/EV
0.019
SH Yield
0.516
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
100.00000000
/100 — 1=cheapest
VC2 (Trending Value)
97.00000000
/100
VC3 (Buyback)
97.00000000
/100
P/E of 524.7x is premium-priced — the market is paying up for expected growth. VC2 score of 97.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.093
ROA
0.010
Net Margin
0.059
Op Margin
0.431
GPA
0.095
D/E
7.98
Current
42.87
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.035
Earn Growth
1.199
Stability
18.387
lower=better
Accruals
-0.026
lower=better
5yr Consist
No
Highly leveraged with D/E of 7.98 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
92.0%ile
6M Return
89.3%
12M Return
117.9%
12-1 Mom
87.2%
Risk-Adj
1.74
Vol 252d
50.0%
Vol 60d
124.2%
↑ Expanding
Max DD 12M
-17.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 87% is very strong — a clear uptrend. Risk-adjusted momentum of 1.74 is excellent — strong returns relative to volatility. Near-term vol (124%) is expanding vs long-term (50%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.4
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 252 peers
Sector Value %ile
0.8%
Sector Quality %ile
91.3%
P/E z-score
2.15
P/B z-score
3.14
Sector Avg OS
40.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (84th) and momentum (92th) but expensive (0th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (92th) but high volatility (50%). Momentum could reverse sharply.
Quality at a Premium
High quality (84th) but expensive (0th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (124%) significantly exceeds 252-day (50%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
19.0% avg (7 factors)
Quality
D
44.6% avg (8 factors)
Momentum
A
92.2% avg (4 factors)
Risk
D
33.4% avg (1 factors)
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 | 0.400 | —0 | — | |
| Value %ile | 0.000 | —1 | — | |
| Quality %ile | 0.840 | —1 | — | |
| Momentum %ile | 0.920 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.500 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
524.71
Earnings Yield (E/P)
0.0019
Price / Sales
30.95
Price / Book
48.83
Price / Cash Flow
145.42
FCF Yield
1.1%
EBITDA / EV
1.9%
Sales Yield (1/P·S)
0.0285
Shareholder Yield
Div + net buyback / mktcap
51.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.3%
Return on Assets
1.0%
Net Margin
5.9%
Operating Margin
43.1%
Gross Profit / Assets
Novy-Marx GPA
9.5%
Debt / Equity
7.98
Current Ratio
42.87
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.026
MomentumPrice trend strength over different horizons
6M Return
89.3%
12M Return
117.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
87.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.74
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.5%
Earnings Growth (YoY)
119.9%
Earnings Stability (CV)
Lower = more stable
18.387
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
51.6%
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
100
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
97
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
97
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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