Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/14cb1212-38d7-4a53-843c-76133edf4c5c/
STRS
Stratus Properties IncSnapshot 2026-07-26 · 0.4w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
27.3%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 32%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 74%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/E
7.4×
P/S
5.5×
P/B
0.7×
E/P
0.0649
FCF Yield
-0.088
EBITDA/EV
0.083
SH Yield
0.273
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 7.4x places this firmly in deep value territory. Negative FCF yield (-8.8%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
15.0%ile
ROE
0.101
ROA
0.040
Net Margin
0.750
Op Margin
0.866
GPA
-0.016
D/E
0.86
Current
0.98
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.124
Stability
3.923
lower=better
Accruals
0.110
lower=better
5yr Consist
No
Accruals ratio of 0.110 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
-25.9%
12M Return
10.5%
12-1 Mom
31.7%
Risk-Adj
0.72
Vol 252d
43.8%
Vol 60d
91.7%
↑ Expanding
Max DD 12M
-38.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 32% is very strong — a clear uptrend. Near-term vol (92%) is expanding vs long-term (44%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.68
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 242 peers
Sector Value %ile
84.4%
Sector Quality %ile
16.0%
P/E z-score
-0.36
P/B z-score
-0.27
Sector Avg OS
39.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (74th value) but weak quality (15th). Classic value trap risk.
Volatility Expanding
60-day vol (92%) significantly exceeds 252-day (44%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.0% avg (7 factors)
Quality
C
45.4% avg (8 factors)
Momentum
D
42.2% avg (4 factors)
Risk
D
43.7% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.680 | —0 | — | |
| Value %ile | 0.740 | —2 | — | |
| Quality %ile | 0.150 | —8 | — | |
| Momentum %ile | 0.670 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.900 | —8 | — | |
| Volatility | 0.438 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.36
Earnings Yield (E/P)
0.0649
Price / Sales
5.52
Price / Book
0.75
FCF Yield
-8.8%
EBITDA / EV
8.3%
Sales Yield (1/P·S)
0.0750
Shareholder Yield
Div + net buyback / mktcap
27.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.1%
Return on Assets
4.0%
Net Margin
75.0%
Operating Margin
86.6%
Gross Profit / Assets
Novy-Marx GPA
-1.6%
Debt / Equity
0.86
Current Ratio
0.98
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.110
MomentumPrice trend strength over different horizons
6M Return
-25.9%
12M Return
10.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
31.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.72
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-12.4%
Earnings Stability (CV)
Lower = more stable
3.923
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
25.2%
Buyback Yield
2.0%
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
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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