Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/055c3f2b-1d82-465b-a971-f87e111c59ab/
SDHC
Smith Douglas Homes Corp.Snapshot 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
VC2 8.00000000
📐
EBITDA/EV
38.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
43.2%
💰
High Yield
Div 43.2%
🚀
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
83.0%ile
P/E
13.4×
P/S
0.1×
P/B
1.4×
E/P
0.0747
FCF Yield
0.058
EBITDA/EV
0.389
SH Yield
0.432
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
15.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
8.00000000
/100
VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
11.0%ile
ROE
0.105
ROA
0.014
Net Margin
0.009
Op Margin
0.061
GPA
0.332
D/E
2.00
Current
14.73
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.058
Earn Growth
-0.457
Stability
0.474
lower=better
Accruals
0.008
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.00 — returns are being amplified by debt. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
8.0%ile
6M Return
-38.7%
12M Return
-34.2%
12-1 Mom
-32.5%
Risk-Adj
-0.61
Vol 252d
52.9%
Vol 60d
122.8%
↑ Expanding
Max DD 12M
-49.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -33% signals a downtrend — price is moving against you. Near-term vol (123%) is expanding vs long-term (53%) — 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
Real Estate
· 252 peers
Sector Value %ile
91.3%
Sector Quality %ile
14.2%
P/E z-score
-0.25
P/B z-score
-0.13
Sector Avg OS
40.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (83th value) but weak quality (11th). Classic value trap risk.
Falling Knife
Weak momentum (8th) despite looking cheap (83th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 43.2% backed by 5.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (123%) significantly exceeds 252-day (53%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
82.1% avg (7 factors)
Quality
C
45.2% avg (8 factors)
Momentum
F
2.4% avg (4 factors)
Risk
F
28.5% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.450 | —0 | — | |
| Value %ile | 0.830 | —1 | — | |
| Quality %ile | 0.110 | —1 | — | |
| Momentum %ile | 0.080 | —1 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.529 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.39
Earnings Yield (E/P)
0.0747
Price / Sales
0.12
Price / Book
1.40
Price / Cash Flow
29.39
FCF Yield
5.8%
EBITDA / EV
38.9%
Sales Yield (1/P·S)
6.1352
Shareholder Yield
Div + net buyback / mktcap
43.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.5%
Return on Assets
1.4%
Net Margin
0.9%
Operating Margin
6.1%
Gross Profit / Assets
Novy-Marx GPA
33.2%
Debt / Equity
2.00
Current Ratio
14.73
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.008
MomentumPrice trend strength over different horizons
6M Return
-38.7%
12M Return
-34.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-32.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.61
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.8%
Earnings Growth (YoY)
-45.7%
Earnings Stability (CV)
Lower = more stable
0.474
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
43.2%
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
15
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
95
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