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TRTX

TPG RE Finance Trust Inc
Chart
$8.50
Latest Week 2026-06-05
Real EstateReit - MortgageSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.83
OS Score
83.0%
Value
30.0%
Quality
71.0%
Momentum
#48.00000000
TV Rank
4/9
F-Score
0.499
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
#48.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 9.00000000
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
13.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.25
V
Value Analysis
Cheapness relative to fundamentals
83.0%ile
P/E
10.3×
P/S
2.0×
P/B
0.6×
E/P
0.0975
FCF Yield
0.026
EBITDA/EV
0.069
SH Yield
0.135
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
15.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 10.3x places this firmly in deep value territory. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
30.0%ile
ROE
0.062
ROA
0.015
Net Margin
0.194
Op Margin
0.770
GPA
0.061
D/E
3.21
Current
5.24
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.008
Earn Growth
-0.081
Stability
0.413
lower=better
Accruals
-0.007
lower=better
5yr Consist
No
Highly leveraged with D/E of 3.21 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
71.0%ile
6M Return
0.3%
12M Return
21.5%
12-1 Mom
22.5%
Risk-Adj
1.25
Vol 252d
18.0%
Vol 60d
39.4%
↑ Expanding
Max DD 12M
-15.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Near-term vol (39%) is expanding vs long-term (18%) — 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
Real Estate · 252 peers
Sector Value %ile
91.3%
Sector Quality %ile
48.6%
P/E z-score
-0.27
P/B z-score
-0.18
Sector Avg OS
40.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
RMR RMR Group Inc 97.0% 91.0% 85.0% 83.0%
IHS IHS Holding Ltd 97.0% 87.0% 92.0% 84.0%
CBL CBL & Associates Properties Inc 96.0% 82.0% 88.0% 92.0%
AXR AMREP Corporation 96.0% 92.0% 84.0% 71.0%
HST Host Hotels & Resorts Inc 92.0% 68.0% 89.0% 87.0%
UNIT Uniti Group Inc 92.0% 79.0% 66.0% 87.0%
VTMX Corporación Inmobiliaria Vesta, S.A.B de C.V. 91.0% 78.0% 79.0% 74.0%
JLL Jones Lang LaSalle Incorporated 91.0% 71.0% 85.0% 78.0%
Factor Interactions
Trending Value Signal
Cheap (83th value) with strong momentum (71th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (39%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.5% avg (7 factors)
Quality
C
50.1% avg (8 factors)
Momentum
C
53.6% avg (4 factors)
Risk
A
86.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.830—1—
Value %ile0.830—1—
Quality %ile0.300—1—
Momentum %ile0.710—1—
F-Score4.000—1—
Confidence1.000—1—
Volatility0.180—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.25
Earnings Yield (E/P)
0.0975
Price / Sales
1.98
Price / Book
0.63
Price / Cash Flow
7.01
FCF Yield
2.6%
EBITDA / EV
6.9%
Sales Yield (1/P·S)
0.0859
Shareholder Yield
Div + net buyback / mktcap
13.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.2%
Return on Assets
1.5%
Net Margin
19.4%
Operating Margin
77.0%
Gross Profit / Assets
Novy-Marx GPA
6.1%
Debt / Equity
3.21
Current Ratio
5.24
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.007
MomentumPrice trend strength over different horizons
6M Return
0.3%
12M Return
21.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
22.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.25
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.8%
Earnings Growth (YoY)
-8.1%
Earnings Stability (CV)
Lower = more stable
0.413
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
13.5%
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
15
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
48
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