Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/179cff24-eb67-4f5e-a1dd-b4a1118c35de/

FUND

Sprott Focus Trust
Chart
9.92 USD
Latest Week 2026-07-31
Financial ServicesAsset ManagementMICRO
Snapshot 2026-08-02 · 0.3w · Fresh
0.37
OS Score
43.0%
Value
41.0%
Quality
44.0%
Momentum
4/9
F-Score
0.420
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 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
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 34%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 15%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.22
V
Value Analysis
Cheapness relative to fundamentals
43.0%ile
P/E
5.5×
P/S
5.5×
P/B
1.0×
SH Yield
0.060
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
58.00000000
/100 — 1=cheapest
VC2 (Trending Value)
59.00000000
/100
VC3 (Buyback)
59.00000000
/100
P/E of 5.5x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
41.0%ile
ROE
0.188
ROA
0.186
Net Margin
0.994
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
44.0%ile
6M Return
8.8%
12M Return
40.1%
12-1 Mom
34.5%
Risk-Adj
2.22
Vol 252d
15.5%
Vol 60d
36.0%
↑ Expanding
Max DD 12M
-9.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 34% is very strong — a clear uptrend. Risk-adjusted momentum of 2.22 is excellent — strong returns relative to volatility. Near-term vol (36%) is expanding vs long-term (15%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.37
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
0.6%
Sector Quality %ile
15.8%
P/E z-score
-0.59
P/B z-score
-0.10
Sector Avg OS
85.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
SBFG SB Financial Group Inc 99.0% 95.0% 92.0% 85.0%
UVE Universal Insurance Holdings Inc 99.0% 97.0% 94.0% 85.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 83.0%
RILYL BRC Group Holdings, Inc. 99.0% 95.0% 88.0% 95.0%
FDBC Fidelity D&D Bancorp Inc 98.0% 94.0% 86.0% 83.0%
BFH Bread Financial Holdings, Inc. 98.0% 96.0% 86.0% 84.0%
KINS Kingstone Companies Inc 98.0% 92.0% 94.0% 80.0%
NRIM Northrim BanCorp Inc 98.0% 94.0% 95.0% 82.0%
Factor Interactions
Volatility Expanding
60-day vol (36%) significantly exceeds 252-day (15%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
83.6% avg (4 factors)
Quality
A
82.2% avg (3 factors)
Momentum
B
71.6% avg (4 factors)
Risk
A
90.8% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends9 snapshots
Factor Persistence9 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.370—0—
Value %ile0.430—0—
Quality %ile0.410—0—
Momentum %ile0.440—0—
F-Score4.000—9—
Confidence0.489—0—
Volatility0.155—9—
Value Lens2021-08-03 → 2026-08-02
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.49
Price / Sales
5.45
Price / Book
1.03
Sales Yield (1/P·S)
0.1834
Shareholder Yield
Div + net buyback / mktcap
6.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.8%
Return on Assets
18.6%
Net Margin
99.4%
MomentumPrice trend strength over different horizons
6M Return
8.8%
12M Return
40.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
34.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.22
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
6.0%
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
58
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
59
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity