Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0ffc0042-4b02-48da-864b-5f8855694340/
ATLO
Ames National CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.799
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F9
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.8%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 63%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 77th
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.02
V
Value Analysis
Cheapness relative to fundamentals
77.0%ile
P/E
12.3×
P/S
2.7×
P/B
1.3×
E/P
0.0810
FCF Yield
0.079
EBITDA/EV
0.093
SH Yield
0.028
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
27.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
23.00000000
/100
FCF yield of 7.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
0.104
ROA
0.010
Net Margin
0.216
Op Margin
0.268
GPA
0.032
D/E
9.32
Current
53.78
F-Score
9/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.062
Earn Growth
0.897
Stability
0.386
lower=better
Accruals
0.000
lower=better
5yr Consist
No
Highly leveraged with D/E of 9.32 — returns are being amplified by debt. F-Score of 9/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
36.2%
12M Return
71.4%
12-1 Mom
63.1%
Risk-Adj
3.02
Vol 252d
20.9%
Vol 60d
47.0%
↑ Expanding
Max DD 12M
-6.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 63% is very strong — a clear uptrend. Risk-adjusted momentum of 3.02 is excellent — strong returns relative to volatility. Near-term vol (47%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
38.5%
Sector Quality %ile
70.1%
P/E z-score
-0.08
P/B z-score
-0.06
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 (77th) and quality (83th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (77th value) with strong momentum (88th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 9/9 with good value (77th). Strong fundamental improvement in a cheap stock.
Volatility Expanding
60-day vol (47%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.2% avg (7 factors)
Quality
C
47.6% avg (8 factors)
Momentum
A
95.7% avg (4 factors)
Risk
A
81.9% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —1 | — | |
| Value %ile | 0.770 | —1 | — | |
| Quality %ile | 0.830 | —1 | — | |
| Momentum %ile | 0.880 | —1 | — | |
| F-Score | 9.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.209 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.35
Earnings Yield (E/P)
0.0810
Price / Sales
2.67
Price / Book
1.28
Price / Cash Flow
11.78
FCF Yield
7.9%
EBITDA / EV
9.3%
Sales Yield (1/P·S)
0.3325
Shareholder Yield
Div + net buyback / mktcap
2.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.4%
Return on Assets
1.0%
Net Margin
21.6%
Operating Margin
26.8%
Gross Profit / Assets
Novy-Marx GPA
3.2%
Debt / Equity
9.32
Current Ratio
53.78
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.000
MomentumPrice trend strength over different horizons
6M Return
36.2%
12M Return
71.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
63.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.02
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.2%
Earnings Growth (YoY)
89.7%
Earnings Stability (CV)
Lower = more stable
0.386
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
9
Dividend Yield
2.8%
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
27
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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