Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/21ac51b1-e332-49ae-9449-48049f4b6e7d/
ARF
Arena REITSnapshot 2026-07-26 · 1.0w · 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
Rev +12%
🔄
Shareholder Yield
✗
💰
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
17.0%ile
P/E
15.9×
P/S
11.9×
P/B
1.0×
E/P
0.0532
FCF Yield
0.040
EBITDA/EV
0.051
SH Yield
-0.051
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
88.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
91.00000000
/100
VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.066
ROA
0.044
Net Margin
0.749
Op Margin
0.912
GPA
0.058
Current
2.02
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.116
Earn Growth
0.262
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-8.6%
12M Return
-7.7%
12-1 Mom
-6.8%
Risk-Adj
-0.41
Vol 252d
16.8%
Vol 60d
34.4%
↑ Expanding
Max DD 12M
-21.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (34%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.32
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 51 peers
Sector Value %ile
36.5%
Sector Quality %ile
94.2%
P/E z-score
-0.18
P/B z-score
-0.15
Sector Avg OS
57.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (94th) but expensive (17th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (34%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
41.9% avg (7 factors)
Quality
C
52.2% avg (6 factors)
Momentum
F
22.6% avg (4 factors)
Risk
A
88.7% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.320 | —0 | — | |
| Value %ile | 0.170 | —3 | — | |
| Quality %ile | 0.940 | —8 | — | |
| Momentum %ile | 0.150 | —8 | — | |
| F-Score | 3.000 | —8 | — | |
| Confidence | 0.451 | —0 | — | |
| Volatility | 0.168 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.87
Earnings Yield (E/P)
0.0532
Price / Sales
11.88
Price / Book
1.05
FCF Yield
4.0%
EBITDA / EV
5.1%
Sales Yield (1/P·S)
0.0583
Shareholder Yield
Div + net buyback / mktcap
-5.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.6%
Return on Assets
4.4%
Net Margin
74.9%
Operating Margin
91.2%
Gross Profit / Assets
Novy-Marx GPA
5.8%
Current Ratio
2.02
MomentumPrice trend strength over different horizons
6M Return
-8.6%
12M Return
-7.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-6.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.41
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
11.6%
Earnings Growth (YoY)
26.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
6.1%
Buyback Yield
-11.1%
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
88
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
91
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
91
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity