Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2943ca4f-8115-4738-a031-cd25575a8b89/

WDI

Western Asset Diversified Income Fund
Chart
$13.22
Latest Week 2026-06-05
Financial ServicesAsset ManagementSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.86
OS Score
88.0%
Value
79.0%
Quality
25.0%
Momentum
5/9
F-Score
0.834
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.834
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
13.2%
💰
High Yield
Div 13.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 88th
🛡
Low Volatility
Vol 11%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
9.6×
P/S
7.5×
P/B
0.9×
E/P
0.1043
FCF Yield
0.137
EBITDA/EV
0.107
SH Yield
0.132
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
19.00000000
/100 — 1=cheapest
VC2 (Trending Value)
13.00000000
/100
VC3 (Buyback)
13.00000000
/100
P/E of 9.6x places this firmly in deep value territory. FCF yield of 13.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
79.0%ile
ROE
0.095
ROA
0.062
Net Margin
0.779
Op Margin
0.779
GPA
0.063
D/E
0.52
Current
0.62
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
-0.018
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
25.0%ile
6M Return
-1.7%
12M Return
1.3%
12-1 Mom
5.0%
Risk-Adj
0.47
Vol 252d
10.6%
Vol 60d
26.6%
↑ Expanding
Max DD 12M
-8.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (27%) is expanding vs long-term (11%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
70.7%
Sector Quality %ile
58.9%
P/E z-score
-0.21
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
IFS Intercorp Financial Services Inc 98.0% 98.0% 90.0% 78.0%
DCOM Dime Community Bancshares, Inc. 98.0% 93.0% 87.0% 83.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (88th) and quality (79th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 13.2% backed by 13.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (27%) significantly exceeds 252-day (11%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
79.8% avg (7 factors)
Quality
C
53.7% avg (8 factors)
Momentum
D
36.7% avg (4 factors)
Risk
A
99.0% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.860—1—
Value %ile0.880—1—
Quality %ile0.790—1—
Momentum %ile0.250—1—
F-Score5.000—0—
Confidence0.786—1—
Volatility0.106—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.59
Earnings Yield (E/P)
0.1043
Price / Sales
7.47
Price / Book
0.91
Price / Cash Flow
7.44
FCF Yield
13.7%
EBITDA / EV
10.7%
Sales Yield (1/P·S)
0.1368
Shareholder Yield
Div + net buyback / mktcap
13.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.5%
Return on Assets
6.2%
Net Margin
77.9%
Operating Margin
77.9%
Gross Profit / Assets
Novy-Marx GPA
6.3%
Debt / Equity
0.52
Current Ratio
0.62
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.018
MomentumPrice trend strength over different horizons
6M Return
-1.7%
12M Return
1.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
5.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.47
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
13.2%
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
19
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
13
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
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