Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1fe2c448-ad4a-4024-bdb0-3eb3834ab84a/
SQFT
Presidio Property TrustSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 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
64.2%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
38.0%ile
P/S
0.2×
P/B
0.2×
FCF Yield
0.001
EBITDA/EV
0.026
SH Yield
0.642
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
62.00000000
/100 — 1=cheapest
VC2 (Trending Value)
62.00000000
/100
VC3 (Buyback)
62.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
37.0%ile
ROE
-0.578
ROA
-0.091
Net Margin
-0.614
Op Margin
-0.154
GPA
0.075
D/E
4.93
Current
1.17
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.098
Stability
1.242
lower=better
Accruals
-0.087
lower=better
5yr Consist
No
Highly leveraged with D/E of 4.93 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
38.0%ile
6M Return
-46.1%
12M Return
-56.1%
12-1 Mom
-30.1%
Risk-Adj
-0.26
Vol 252d
114.3%
Vol 60d
256.4%
↑ Expanding
Max DD 12M
-69.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -30% signals a downtrend — price is moving against you. Near-term vol (256%) is expanding vs long-term (114%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.26
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 252 peers
Sector Value %ile
56.5%
Sector Quality %ile
52.6%
P/B z-score
-0.21
Sector Avg OS
40.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (256%) significantly exceeds 252-day (114%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
65.7% avg (5 factors)
Quality
F
17.1% avg (8 factors)
Momentum
F
4.6% avg (4 factors)
Risk
F
0.0% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.260 | —1 | — | |
| Value %ile | 0.380 | —0 | — | |
| Quality %ile | 0.370 | —0 | — | |
| Momentum %ile | 0.380 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 1.143 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.18
Price / Book
0.17
FCF Yield
0.1%
EBITDA / EV
2.6%
Sales Yield (1/P·S)
0.2073
Shareholder Yield
Div + net buyback / mktcap
64.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-57.8%
Return on Assets
-9.1%
Net Margin
-61.4%
Operating Margin
-15.4%
Gross Profit / Assets
Novy-Marx GPA
7.5%
Debt / Equity
4.93
Current Ratio
1.17
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.087
MomentumPrice trend strength over different horizons
6M Return
-46.1%
12M Return
-56.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-30.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-9.8%
Earnings Stability (CV)
Lower = more stable
1.242
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
64.2%
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
62
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
62
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
62
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