Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1b81dfde-0a37-4d13-89a1-561c49794744/
ADAM
New York Mortgage Trust, Inc.Snapshot 2026-08-02 · 0.9w · Fresh
Strategy Eligibility
5 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
10.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 97%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 67%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.51
⚡
Risk-Adj Momentum
RAM 2.71
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
4.0×
P/S
0.9×
P/B
0.6×
E/P
0.0294
FCF Yield
0.006
EBITDA/EV
0.032
SH Yield
0.102
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
18.00000000
/100 — 1=cheapest
VC2 (Trending Value)
13.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 4.0x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
24.0%ile
ROE
0.138
ROA
0.016
Net Margin
0.223
Op Margin
0.404
GPA
0.039
D/E
7.82
Current
1.02
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.383
Earn Growth
2.252
Stability
0.902
lower=better
Accruals
0.010
lower=better
5yr Consist
No
Highly leveraged with D/E of 7.82 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
94.0%ile
6M Return
50.8%
12M Return
95.4%
12-1 Mom
96.9%
Risk-Adj
2.71
Vol 252d
35.7%
Vol 60d
86.9%
↑ Expanding
Max DD 12M
-17.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 97% is very strong — a clear uptrend. Risk-adjusted momentum of 2.71 is excellent — strong returns relative to volatility. Near-term vol (87%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.78
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 241 peers
Sector Value %ile
74.8%
Sector Quality %ile
34.3%
P/E z-score
-0.39
P/B z-score
-0.32
Sector Avg OS
36.7%
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 (24th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 38% with P/E of 4×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (87%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.2% avg (7 factors)
Quality
D
40.3% avg (8 factors)
Momentum
A
98.2% avg (4 factors)
Risk
C
57.1% 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
Score Trends9 snapshots
Factor Persistence9 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.780 | —5 | — | |
| Value %ile | 0.670 | —0 | — | |
| Quality %ile | 0.240 | —1 | — | |
| Momentum %ile | 0.940 | —9 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —9 | — | |
| Volatility | 0.357 | —0 | — |
Value Lens2021-08-03 → 2026-08-02
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.03
Earnings Yield (E/P)
0.0294
Price / Sales
0.90
Price / Book
0.55
Price / Cash Flow
11.81
FCF Yield
0.6%
EBITDA / EV
3.2%
Sales Yield (1/P·S)
0.0727
Shareholder Yield
Div + net buyback / mktcap
10.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.8%
Return on Assets
1.6%
Net Margin
22.3%
Operating Margin
40.4%
Gross Profit / Assets
Novy-Marx GPA
3.9%
Debt / Equity
7.82
Current Ratio
1.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.010
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
50.8%
12M Return
95.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
96.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.71
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
38.3%
Earnings Growth (YoY)
225.2%
Earnings Stability (CV)
Lower = more stable
0.902
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
10.6%
Buyback Yield
-0.4%
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
18
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
13
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