Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1329829b-0eaf-4d0c-b5aa-3731efa58061/
SLM
SLM CorpSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
✗
◆
Quality × Value
QV 0.925
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 6.2
◇
VC2 Cheapest
VC2 6
📐
EBITDA/EV
20.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
14.4%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.63
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/E
6.2×
P/S
1.5×
P/B
1.8×
E/P
0.1991
FCF Yield
0.107
EBITDA/EV
0.201
SH Yield
0.144
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
9.00000000
/100 — 1=cheapest
VC2 (Trending Value)
6.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 6.2x places this firmly in deep value territory. FCF yield of 10.7% is strong — the business generates significant free cash relative to price. VC2 score of 6.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.297
ROA
0.026
Net Margin
0.245
Op Margin
0.403
GPA
0.067
D/E
10.55
Current
1.31
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.030
Earn Growth
0.663
Stability
0.852
lower=better
Accruals
0.003
lower=better
5yr Consist
No
ROE of 30% is exceptional. Highly leveraged with D/E of 10.55 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
13.0%ile
6M Return
-11.0%
12M Return
-24.3%
12-1 Mom
-20.6%
Risk-Adj
-0.56
Vol 252d
37.0%
Vol 60d
84.9%
↑ Expanding
Max DD 12M
-40.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -21% signals a downtrend — price is moving against you. Near-term vol (85%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
86.8%
Sector Quality %ile
92.4%
P/E z-score
-0.38
P/B z-score
-0.05
Sector Avg OS
85.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (92th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (13th) despite looking cheap (93th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 14.4% backed by 10.7% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (30%) boosted by high leverage (D/E 10.5). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (85%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
94.5% avg (7 factors)
Quality
C
50.1% avg (8 factors)
Momentum
F
11.8% avg (4 factors)
Risk
C
55.0% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.870 | —8 | — | |
| Value %ile | 0.930 | —8 | — | |
| Quality %ile | 0.920 | —8 | — | |
| Momentum %ile | 0.130 | —8 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 1.000 | —8 | — | |
| Volatility | 0.370 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.21
Earnings Yield (E/P)
0.1991
Price / Sales
1.52
Price / Book
1.85
Price / Cash Flow
7.03
FCF Yield
10.7%
EBITDA / EV
20.1%
Sales Yield (1/P·S)
0.4940
Shareholder Yield
Div + net buyback / mktcap
14.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
29.7%
Return on Assets
2.6%
Net Margin
24.5%
Operating Margin
40.3%
Gross Profit / Assets
Novy-Marx GPA
6.7%
Debt / Equity
10.55
Current Ratio
1.31
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.003
MomentumPrice trend strength over different horizons
6M Return
-11.0%
12M Return
-24.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-20.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.56
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.0%
Earnings Growth (YoY)
66.3%
Earnings Stability (CV)
Lower = more stable
0.852
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
2.1%
Buyback Yield
12.3%
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
9
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
6
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
59
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