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HCXY

Hercules Capital, Inc.
Chart
$24.95
Latest Week 2026-06-05
FinancialsInvestment Banking & Investment ServicesMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.09
OS Score
27.0%
Value
29.0%
Quality
28.0%
Momentum
5/9
F-Score
0.280
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
9.0%
◐
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 5%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.37
V
Value Analysis
Cheapness relative to fundamentals
27.0%ile
P/E
14.8×
P/S
8.8×
P/B
2.2×
E/P
0.0676
FCF Yield
-0.072
EBITDA/EV
0.090
SH Yield
0.068
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
72.00000000
/100 — 1=cheapest
VC2 (Trending Value)
32.00000000
/100
VC3 (Buyback)
32.00000000
/100
Negative FCF yield (-7.2%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
29.0%ile
ROE
0.149
ROA
0.069
Net Margin
0.598
Op Margin
0.751
GPA
0.110
D/E
1.17
Current
5.44
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.143
Earn Growth
0.493
Stability
0.385
lower=better
Accruals
0.142
lower=better
5yr Consist
No
Accruals ratio of 0.142 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
28.0%ile
6M Return
0.8%
12M Return
7.2%
12-1 Mom
6.4%
Risk-Adj
1.37
Vol 252d
4.7%
Vol 60d
11.1%
↑ Expanding
Max DD 12M
-2.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (11%) is expanding vs long-term (5%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.09
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financials · 5 peers
Sector Value %ile
33.3%
Sector Quality %ile
33.3%
P/B z-score
3.10
Sector Avg OS
59.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AFGE American Financial Group, Inc. 83.0% 66.0% 65.0% 67.0%
MGR Affiliated Managers Group, Inc. 79.0% 64.0% 63.0% 64.0%
BPAC Bullpen Parlay Acquisition Co 68.0% 58.0% 58.0% 58.0%
FACT FACT II Acquisition Corp. Class A Ordinary Shares 60.0% 53.0% 53.0% 53.0%
CLBR Colombier Acquisition Corp. II 5.0% 26.0% 10.0% 24.0%
Factor Interactions
Volatility Expanding
60-day vol (11%) significantly exceeds 252-day (5%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.4% avg (7 factors)
Quality
C
59.1% avg (8 factors)
Momentum
C
45.3% avg (4 factors)
Risk
A
100.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.090—1—
Value %ile0.270—1—
Quality %ile0.290—1—
Momentum %ile0.280—1—
F-Score5.000—0—
Confidence0.970—1—
Volatility0.047—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.80
Earnings Yield (E/P)
0.0676
Price / Sales
8.85
Price / Book
2.21
FCF Yield
-7.2%
EBITDA / EV
9.0%
Sales Yield (1/P·S)
0.1137
Shareholder Yield
Div + net buyback / mktcap
6.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.9%
Return on Assets
6.9%
Net Margin
59.8%
Operating Margin
75.1%
Gross Profit / Assets
Novy-Marx GPA
11.0%
Debt / Equity
1.17
Current Ratio
5.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.142
MomentumPrice trend strength over different horizons
6M Return
0.8%
12M Return
7.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
6.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.37
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
14.3%
Earnings Growth (YoY)
49.3%
Earnings Stability (CV)
Lower = more stable
0.385
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
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
72
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
32
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
32
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