Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/327f9040-04ff-4596-a57c-65494241e331/
VRRM
Verra Mobility CorpSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.975
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 4.8
◇
VC2 Cheapest
VC2 3
📐
EBITDA/EV
57.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
29.1%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 96%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.84
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
4.8×
P/S
0.6×
P/B
2.3×
E/P
0.3893
FCF Yield
0.555
EBITDA/EV
0.570
SH Yield
0.291
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 4.8x places this firmly in deep value territory. FCF yield of 55.5% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
99.0%ile
ROE
0.482
ROA
0.079
Net Margin
0.134
Op Margin
0.259
GPA
0.576
D/E
5.09
Current
1.89
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.097
Earn Growth
2.783
Stability
1.749
lower=better
Accruals
-0.062
lower=better
5yr Consist
No
ROE of 48% is exceptional. Highly leveraged with D/E of 5.09 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
4.0%ile
6M Return
-82.2%
12M Return
-83.4%
12-1 Mom
-81.2%
Risk-Adj
-1.13
Vol 252d
72.0%
Vol 60d
180.7%
↑ Expanding
Max DD 12M
-83.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -81% signals a downtrend — price is moving against you. Near-term vol (181%) is expanding vs long-term (72%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
96.6%
Sector Quality %ile
100.0%
P/E z-score
-0.19
P/B z-score
-0.18
Sector Avg OS
52.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (96th) and quality (99th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (96th). Strong fundamental improvement in a cheap stock.
Falling Knife
Weak momentum (4th) despite looking cheap (96th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 29.1% backed by 55.5% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (48%) boosted by high leverage (D/E 5.1). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (181%) significantly exceeds 252-day (72%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
96.2% avg (7 factors)
Quality
B
66.2% avg (8 factors)
Momentum
F
0.0% avg (4 factors)
Risk
F
0.0% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.890 | —6 | — | |
| Value %ile | 0.960 | —6 | — | |
| Quality %ile | 0.990 | —6 | — | |
| Momentum %ile | 0.040 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.920 | —6 | — | |
| Volatility | 0.720 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.78
Earnings Yield (E/P)
0.3893
Price / Sales
0.64
Price / Book
2.30
Price / Cash Flow
2.69
FCF Yield
55.5%
EBITDA / EV
57.0%
Sales Yield (1/P·S)
1.5008
Shareholder Yield
Div + net buyback / mktcap
29.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
48.2%
Return on Assets
7.9%
Net Margin
13.4%
Operating Margin
25.9%
Gross Profit / Assets
Novy-Marx GPA
57.6%
Debt / Equity
5.09
Current Ratio
1.89
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.062
External Financing
Net issuance — lower=better
0.112
MomentumPrice trend strength over different horizons
6M Return
-82.2%
12M Return
-83.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-81.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.13
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.7%
Earnings Growth (YoY)
278.3%
Earnings Stability (CV)
Lower = more stable
1.749
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Buyback Yield
29.1%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
100
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