Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/32854f5c-3ca7-48ff-be5a-7b9943125727/
MCRI
Monarch Casino & Resort IncSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
6 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
4.6%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 51%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.75
⚡
Risk-Adj Momentum
RAM 1.95
V
Value Analysis
Cheapness relative to fundamentals
33.0%ile
P/E
20.1×
P/S
4.0×
P/B
4.0×
E/P
0.0669
FCF Yield
0.095
EBITDA/EV
0.091
SH Yield
0.046
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
74.00000000
/100 — 1=cheapest
VC2 (Trending Value)
68.00000000
/100
VC3 (Buyback)
70.00000000
/100
FCF yield of 9.5% 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
0.252
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
87.0%ile
6M Return
34.0%
12M Return
44.6%
12-1 Mom
50.6%
Risk-Adj
1.95
Vol 252d
26.0%
Vol 60d
58.4%
↑ Expanding
Max DD 12M
-14.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 51% is very strong — a clear uptrend. Risk-adjusted momentum of 1.95 is excellent — strong returns relative to volatility. Near-term vol (58%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.78
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
29.9%
Sector Quality %ile
98.8%
P/E z-score
-0.16
P/B z-score
-0.06
Sector Avg OS
49.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (97th) and momentum (87th) but expensive (33th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 4.6% backed by 9.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (58%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.3% avg (7 factors)
Quality
B
73.5% avg (8 factors)
Momentum
A
84.1% avg (4 factors)
Risk
B
73.3% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.780 | —2 | — | |
| Value %ile | 0.330 | —0 | — | |
| Quality %ile | 0.970 | —6 | — | |
| Momentum %ile | 0.870 | —6 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.260 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.15
Earnings Yield (E/P)
0.0669
Price / Sales
3.95
Price / Book
4.00
Price / Cash Flow
12.43
FCF Yield
9.5%
EBITDA / EV
9.1%
Sales Yield (1/P·S)
0.2660
Shareholder Yield
Div + net buyback / mktcap
4.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
19.8%
Return on Assets
15.0%
Net Margin
19.6%
Operating Margin
25.2%
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
External Financing
Net issuance — lower=better
0.140
MomentumPrice trend strength over different horizons
6M Return
34.0%
12M Return
44.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
50.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.95
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
3.6%
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
74
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
68
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
70
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