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SPG

Simon Property Group Inc
Chart
$210.31
Latest Week 2026-06-05
Real EstateReit - RetailLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.54
OS Score
13.0%
Value
94.0%
Quality
79.0%
Momentum
6/9
F-Score
0.350
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.6
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.0%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +11%
🔄
Shareholder Yield
4.5%
💰
High Yield
Div 4.5%
🚀
Momentum Leaders
12-1 31%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.71
V
Value Analysis
Cheapness relative to fundamentals
13.0%ile
P/E
14.6×
P/S
10.2×
P/B
14.0×
E/P
0.0687
FCF Yield
0.053
EBITDA/EV
0.080
SH Yield
0.045
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
87.00000000
/100 — 1=cheapest
VC2 (Trending Value)
77.00000000
/100
VC3 (Buyback)
77.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.963
ROA
0.118
Net Margin
0.704
Op Margin
0.921
GPA
0.143
D/E
6.85
Current
0.84
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.109
Earn Growth
1.280
Stability
1.064
lower=better
Accruals
0.013
lower=better
5yr Consist
No
ROE of 96% is exceptional. Highly leveraged with D/E of 6.85 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
79.0%ile
6M Return
17.9%
12M Return
36.2%
12-1 Mom
30.9%
Risk-Adj
1.71
Vol 252d
18.1%
Vol 60d
40.0%
↑ Expanding
Max DD 12M
-10.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 31% is very strong — a clear uptrend. Risk-adjusted momentum of 1.71 is excellent — strong returns relative to volatility. Near-term vol (40%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.54
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 252 peers
Sector Value %ile
20.6%
Sector Quality %ile
98.8%
P/E z-score
-0.25
P/B z-score
0.72
Sector Avg OS
40.6%
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%
AXR AMREP Corporation 96.0% 92.0% 84.0% 71.0%
CBL CBL & Associates Properties Inc 96.0% 82.0% 88.0% 92.0%
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
Quality Momentum — Expensive
Strong quality (94th) and momentum (79th) but expensive (13th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 4.5% backed by 5.3% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (96%) boosted by high leverage (D/E 6.9). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (94th) but expensive (13th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (40%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
44.2% avg (7 factors)
Quality
C
57.0% avg (8 factors)
Momentum
B
68.9% avg (4 factors)
Risk
A
86.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.540—0—
Value %ile0.130—1—
Quality %ile0.940—1—
Momentum %ile0.790—1—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.181—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.56
Earnings Yield (E/P)
0.0687
Price / Sales
10.25
Price / Book
14.03
Price / Cash Flow
16.41
FCF Yield
5.3%
EBITDA / EV
8.0%
Sales Yield (1/P·S)
0.0694
Shareholder Yield
Div + net buyback / mktcap
4.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
96.3%
Return on Assets
11.8%
Net Margin
70.4%
Operating Margin
92.1%
Gross Profit / Assets
Novy-Marx GPA
14.3%
Debt / Equity
6.85
Current Ratio
0.84
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.013
MomentumPrice trend strength over different horizons
6M Return
17.9%
12M Return
36.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
30.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.71
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.9%
Earnings Growth (YoY)
128.0%
Earnings Stability (CV)
Lower = more stable
1.064
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
4.5%
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
87
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
77
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
77
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity