Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1aeaaf5c-bd78-456f-b1d0-8eb465e643b6/
CZWI
Citizens Community Bancorp IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 13.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
5.9%
💰
High Yield
Div 5.9%
🚀
Momentum Leaders
12-1 52%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 79th
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.53
V
Value Analysis
Cheapness relative to fundamentals
79.0%ile
P/E
13.3×
P/S
2.2×
P/B
1.0×
E/P
0.0750
FCF Yield
0.148
EBITDA/EV
0.085
SH Yield
0.059
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
28.00000000
/100 — 1=cheapest
VC2 (Trending Value)
20.00000000
/100
VC3 (Buyback)
20.00000000
/100
FCF yield of 14.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
26.0%ile
ROE
0.078
ROA
0.008
Net Margin
0.165
Op Margin
0.077
GPA
0.027
D/E
8.55
Current
454.63
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.065
Earn Growth
0.165
Stability
0.135
lower=better
Accruals
0.001
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 8.55 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
84.0%ile
6M Return
18.0%
12M Return
47.7%
12-1 Mom
52.3%
Risk-Adj
2.53
Vol 252d
20.7%
Vol 60d
44.5%
↑ Expanding
Max DD 12M
-9.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 52% is very strong — a clear uptrend. Risk-adjusted momentum of 2.53 is excellent — strong returns relative to volatility. Near-term vol (44%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
44.3%
Sector Quality %ile
7.2%
P/E z-score
-0.03
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (79th value) with strong momentum (84th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (79th value) but weak quality (26th). Classic value trap risk.
Strong Capital Return
Shareholder yield 5.9% backed by 14.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (44%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
75.8% avg (7 factors)
Quality
D
37.4% avg (8 factors)
Momentum
A
83.6% avg (4 factors)
Risk
A
82.2% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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 | 0.830 | —1 | — | |
| Value %ile | 0.790 | —1 | — | |
| Quality %ile | 0.260 | —1 | — | |
| Momentum %ile | 0.840 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.207 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.34
Earnings Yield (E/P)
0.0750
Price / Sales
2.20
Price / Book
1.05
Price / Cash Flow
14.21
FCF Yield
14.8%
EBITDA / EV
8.5%
Sales Yield (1/P·S)
0.8839
Shareholder Yield
Div + net buyback / mktcap
5.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.8%
Return on Assets
0.8%
Net Margin
16.5%
Operating Margin
7.7%
Gross Profit / Assets
Novy-Marx GPA
2.7%
Debt / Equity
8.55
Current Ratio
454.63
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
18.0%
12M Return
47.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
52.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.53
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-6.5%
Earnings Growth (YoY)
16.5%
Earnings Stability (CV)
Lower = more stable
0.135
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
5.9%
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
28
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
20
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
20
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