Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1f939678-9a99-4369-844e-fa55c4bd479b/
ORRF
Orrstown Financial Services IncSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.776
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.7
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.9%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 23%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 86%
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.91
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
9.7×
P/S
2.3×
P/B
1.3×
E/P
0.1013
FCF Yield
0.074
EBITDA/EV
0.110
SH Yield
0.029
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
18.00000000
/100 — 1=cheapest
VC2 (Trending Value)
19.00000000
/100
VC3 (Buyback)
22.00000000
/100
P/E of 9.7x places this firmly in deep value territory. FCF yield of 7.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
70.0%ile
ROE
0.139
ROA
0.015
Net Margin
0.241
Op Margin
0.299
GPA
0.045
D/E
8.03
Current
0.21
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.000
Earn Growth
0.995
Stability
0.625
lower=better
Accruals
0.002
lower=better
5yr Consist
No
Highly leveraged with D/E of 8.03 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
19.5%
12M Return
27.2%
12-1 Mom
23.2%
Risk-Adj
0.95
Vol 252d
24.4%
Vol 60d
54.7%
↑ Expanding
Max DD 12M
-12.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 23% is very strong — a clear uptrend. Near-term vol (55%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
67.9%
Sector Quality %ile
47.9%
P/E z-score
-0.27
P/B z-score
-0.06
Sector Avg OS
85.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (86th) and quality (70th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (86th value) with strong momentum (73th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.2% avg (7 factors)
Quality
D
39.1% avg (8 factors)
Momentum
C
59.6% avg (4 factors)
Risk
A
76.0% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.920 | —8 | — | |
| Value %ile | 0.860 | —8 | — | |
| Quality %ile | 0.700 | —8 | — | |
| Momentum %ile | 0.730 | —4 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —8 | — | |
| Volatility | 0.244 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.69
Earnings Yield (E/P)
0.1013
Price / Sales
2.33
Price / Book
1.35
Price / Cash Flow
11.19
FCF Yield
7.4%
EBITDA / EV
11.0%
Sales Yield (1/P·S)
0.3384
Shareholder Yield
Div + net buyback / mktcap
2.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.9%
Return on Assets
1.5%
Net Margin
24.1%
Operating Margin
29.9%
Gross Profit / Assets
Novy-Marx GPA
4.5%
Debt / Equity
8.03
Current Ratio
0.21
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.002
External Financing
Net issuance — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
19.5%
12M Return
27.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
23.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.95
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.0%
Earnings Growth (YoY)
99.5%
Earnings Stability (CV)
Lower = more stable
0.625
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
2.7%
Buyback Yield
0.3%
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
19
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
22
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