Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0d0f30aa-a747-442f-a599-f430b7602fe5/
WSFS
WSFS Financial CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.850
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
25.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 37%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.46
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
12.3×
P/S
2.8×
P/B
1.4×
E/P
0.0810
FCF Yield
0.183
EBITDA/EV
0.258
SH Yield
0.010
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
20.00000000
/100 — 1=cheapest
VC2 (Trending Value)
22.00000000
/100
VC3 (Buyback)
22.00000000
/100
FCF yield of 18.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.114
ROA
0.014
Net Margin
0.226
Op Margin
0.300
GPA
0.047
D/E
7.15
Current
0.14
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.027
Earn Growth
0.169
Stability
0.106
lower=better
Accruals
0.000
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 7.15 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
79.0%ile
6M Return
29.2%
12M Return
36.8%
12-1 Mom
36.7%
Risk-Adj
1.46
Vol 252d
25.2%
Vol 60d
54.5%
↑ Expanding
Max DD 12M
-12.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 37% is very strong — a clear uptrend. Near-term vol (55%) is expanding vs long-term (25%) — 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
Financial Services
· 500 peers
Sector Value %ile
64.1%
Sector Quality %ile
71.7%
P/E z-score
-0.08
P/B z-score
-0.05
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (86th) and quality (84th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (86th value) with strong momentum (79th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
75.8% avg (7 factors)
Quality
D
37.6% avg (8 factors)
Momentum
B
73.0% avg (4 factors)
Risk
B
74.7% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.950 | —1 | — | |
| Value %ile | 0.860 | —1 | — | |
| Quality %ile | 0.840 | —1 | — | |
| Momentum %ile | 0.790 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.252 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.35
Earnings Yield (E/P)
0.0810
Price / Sales
2.80
Price / Book
1.40
Price / Cash Flow
12.79
FCF Yield
18.3%
EBITDA / EV
25.8%
Sales Yield (1/P·S)
0.8248
Shareholder Yield
Div + net buyback / mktcap
1.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.4%
Return on Assets
1.4%
Net Margin
22.6%
Operating Margin
30.0%
Gross Profit / Assets
Novy-Marx GPA
4.7%
Debt / Equity
7.15
Current Ratio
0.14
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
29.2%
12M Return
36.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
36.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.46
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.7%
Earnings Growth (YoY)
16.9%
Earnings Stability (CV)
Lower = more stable
0.106
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
1.0%
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
20
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
22
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
22
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