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MCRI

Monarch Casino & Resort Inc
Chart
$122.70
Latest Week 2026-06-05
Consumer CyclicalResorts & CasinosMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.66
OS Score
24.0%
Value
97.0%
Quality
82.0%
Momentum
7/9
F-Score
0.482
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 20%
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 41%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.26
V
Value Analysis
Cheapness relative to fundamentals
24.0%ile
P/E
20.5×
P/S
4.0×
P/B
4.1×
E/P
0.0489
FCF Yield
0.094
EBITDA/EV
0.091
SH Yield
0.010
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
78.00000000
/100 — 1=cheapest
VC2 (Trending Value)
75.00000000
/100
VC3 (Buyback)
75.00000000
/100
FCF yield of 9.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.198
ROA
0.150
Net Margin
0.196
Op Margin
0.253
GPA
0.396
D/E
0.32
Current
0.98
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.058
Earn Growth
0.467
Stability
0.367
lower=better
Accruals
-0.093
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.32.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
28.2%
12M Return
46.6%
12-1 Mom
41.4%
Risk-Adj
1.26
Vol 252d
33.0%
Vol 60d
58.9%
↑ Expanding
Max DD 12M
-14.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 41% is very strong — a clear uptrend. Near-term vol (59%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.66
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
14.8%
Sector Quality %ile
98.8%
P/E z-score
-0.11
P/B z-score
0.06
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 93.0% 95.0%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
CYD China Yuchai International Limited 98.0% 99.0% 71.0% 97.0%
SBH Sally Beauty Holdings Inc 98.0% 95.0% 92.0% 84.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (97th) and momentum (82th) but expensive (24th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (97th) but expensive (24th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (59%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.5% avg (7 factors)
Quality
B
73.5% avg (8 factors)
Momentum
A
75.7% avg (4 factors)
Risk
B
61.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.660—0—
Value %ile0.240—1—
Quality %ile0.970—1—
Momentum %ile0.820—1—
F-Score7.000—1—
Confidence1.000—1—
Volatility0.330—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.47
Earnings Yield (E/P)
0.0489
Price / Sales
4.01
Price / Book
4.06
Price / Cash Flow
12.63
FCF Yield
9.4%
EBITDA / EV
9.1%
Sales Yield (1/P·S)
0.2631
Shareholder Yield
Div + net buyback / mktcap
1.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
19.8%
Return on Assets
15.0%
Net Margin
19.6%
Operating Margin
25.3%
Gross Profit / Assets
Novy-Marx GPA
39.6%
Debt / Equity
0.32
Current Ratio
0.98
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.093
MomentumPrice trend strength over different horizons
6M Return
28.2%
12M Return
46.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
41.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.8%
Earnings Growth (YoY)
46.7%
Earnings Stability (CV)
Lower = more stable
0.367
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
1.0%
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
78
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
75
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
75
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