Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/340ca436-1cb4-44f5-b600-11910806fa16/
HDN
HomeCo Daily Needs REITSnapshot 2026-07-19 · 1.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.875
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.8%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 16%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
10.6×
P/S
7.3×
P/B
0.9×
E/P
0.0562
FCF Yield
0.040
EBITDA/EV
0.076
SH Yield
0.068
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
13.00000000
/100
P/E of 10.6x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.081
ROA
0.050
Net Margin
0.686
Op Margin
0.677
GPA
0.051
Current
0.54
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.026
Earn Growth
2.044
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
-5.6%
12M Return
6.3%
12-1 Mom
7.5%
Risk-Adj
0.48
Vol 252d
15.6%
Vol 60d
37.5%
↑ Expanding
Max DD 12M
-13.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (37%) is expanding vs long-term (16%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 51 peers
Sector Value %ile
75.0%
Sector Quality %ile
65.4%
P/E z-score
-0.49
P/B z-score
-0.16
Sector Avg OS
56.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (87th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (87th value) with strong momentum (85th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (37%) significantly exceeds 252-day (16%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.8% avg (7 factors)
Quality
D
43.4% avg (6 factors)
Momentum
D
37.8% avg (4 factors)
Risk
A
90.7% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.950 | —7 | — | |
| Value %ile | 0.870 | —7 | — | |
| Quality %ile | 0.880 | —7 | — | |
| Momentum %ile | 0.850 | —2 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 0.460 | —0 | — | |
| Volatility | 0.156 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.60
Earnings Yield (E/P)
0.0562
Price / Sales
7.28
Price / Book
0.86
FCF Yield
4.0%
EBITDA / EV
7.6%
Sales Yield (1/P·S)
0.0831
Shareholder Yield
Div + net buyback / mktcap
6.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.1%
Return on Assets
5.0%
Net Margin
68.6%
Operating Margin
67.7%
Gross Profit / Assets
Novy-Marx GPA
5.1%
Current Ratio
0.54
MomentumPrice trend strength over different horizons
6M Return
-5.6%
12M Return
6.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
7.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.48
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.6%
Earnings Growth (YoY)
204.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
6.8%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity