Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/12dfe565-0fa7-455e-a90c-c62886dcc768/
CHCI
Comstock Holding Companies IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 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
ROE 24%
📈
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
RAM 1.13
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
9.9×
P/S
2.6×
P/B
2.4×
E/P
0.1006
FCF Yield
-0.001
EBITDA/EV
0.078
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
32.00000000
/100 — 1=cheapest
VC2 (Trending Value)
67.00000000
/100
VC3 (Buyback)
67.00000000
/100
P/E of 9.9x places this firmly in deep value territory. Negative FCF yield (-0.1%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
12.0%ile
ROE
0.243
ROA
0.214
Net Margin
0.258
Op Margin
0.173
GPA
0.186
D/E
0.14
Current
9.54
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.270
Earn Growth
0.145
Stability
1.206
lower=better
Accruals
0.233
lower=better
5yr Consist
No
ROE of 24% is exceptional. Conservative balance sheet with D/E of 0.14. Accruals ratio of 0.233 is elevated — earnings quality may be lower than headline numbers suggest. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
22.2%
12M Return
64.3%
12-1 Mom
69.4%
Risk-Adj
1.13
Vol 252d
61.3%
Vol 60d
141.1%
↑ Expanding
Max DD 12M
-41.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 69% is very strong — a clear uptrend. Near-term vol (141%) is expanding vs long-term (61%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.69
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 252 peers
Sector Value %ile
69.2%
Sector Quality %ile
16.2%
P/E z-score
-0.27
P/B z-score
-0.06
Sector Avg OS
40.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (67th value) but weak quality (12th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 27% with P/E of 10×. Growth isn't fully priced in.
Hot but Volatile
Strong momentum (88th) but high volatility (61%). Momentum could reverse sharply.
Earnings Quality Concern
ROE looks strong (24%) but high accruals (0.233) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (141%) significantly exceeds 252-day (61%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
54.1% avg (7 factors)
Quality
B
70.9% avg (8 factors)
Momentum
A
79.7% avg (4 factors)
Risk
F
14.5% 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 | 0.690 | —0 | — | |
| Value %ile | 0.670 | —0 | — | |
| Quality %ile | 0.120 | —1 | — | |
| Momentum %ile | 0.880 | —1 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.613 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.95
Earnings Yield (E/P)
0.1006
Price / Sales
2.56
Price / Book
2.42
FCF Yield
-0.1%
EBITDA / EV
7.8%
Sales Yield (1/P·S)
0.4368
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.3%
Return on Assets
21.4%
Net Margin
25.8%
Operating Margin
17.3%
Gross Profit / Assets
Novy-Marx GPA
18.6%
Debt / Equity
0.14
Current Ratio
9.54
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.233
MomentumPrice trend strength over different horizons
6M Return
22.2%
12M Return
64.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
69.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.13
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
27.0%
Earnings Growth (YoY)
14.5%
Earnings Stability (CV)
Lower = more stable
1.206
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
0.0%
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
32
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
67
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
67
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity