Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2e1b37a6-9362-4d17-aabf-c2a2539365e7/
SPG
Simon Property Group IncSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +11%
🔄
Shareholder Yield
4.4%
💰
High Yield
Div 3.8%
🚀
Momentum Leaders
12-1 42%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.55
⚡
Risk-Adj Momentum
RAM 2.13
V
Value Analysis
Cheapness relative to fundamentals
13.0%ile
P/E
15.9×
P/S
11.2×
P/B
15.3×
E/P
0.0586
FCF Yield
0.048
EBITDA/EV
0.074
SH Yield
0.044
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
88.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
83.00000000
/100
VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
95.0%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
83.0%ile
6M Return
27.1%
12M Return
44.0%
12-1 Mom
42.2%
Risk-Adj
2.13
Vol 252d
19.8%
Vol 60d
45.3%
↑ Expanding
Max DD 12M
-10.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 42% is very strong — a clear uptrend. Risk-adjusted momentum of 2.13 is excellent — strong returns relative to volatility. Near-term vol (45%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.55
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 242 peers
Sector Value %ile
14.8%
Sector Quality %ile
99.2%
P/E z-score
-0.28
P/B z-score
2.28
Sector Avg OS
39.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (95th) and momentum (83th) but expensive (13th value). Premium priced — watch for mean reversion.
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 (95th) but expensive (13th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (45%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
40.9% avg (7 factors)
Quality
C
57.0% avg (8 factors)
Momentum
A
80.3% avg (4 factors)
Risk
A
83.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.550 | —0 | — | |
| Value %ile | 0.130 | —8 | — | |
| Quality %ile | 0.950 | —8 | — | |
| Momentum %ile | 0.830 | —8 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.198 | —1 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.92
Earnings Yield (E/P)
0.0586
Price / Sales
11.21
Price / Book
15.34
Price / Cash Flow
17.94
FCF Yield
4.8%
EBITDA / EV
7.4%
Sales Yield (1/P·S)
0.0636
Shareholder Yield
Div + net buyback / mktcap
4.4%
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
27.1%
12M Return
44.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
42.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.13
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
3.8%
Buyback Yield
0.6%
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
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity