Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3686f24b-2241-4d58-a00d-c88ad5c3e055/

FINS

Angel Oak Financial Strategies Income Term Trust
Chart
$12.71
Latest Week 2026-06-05
Financial ServicesAsset ManagementSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.51
OS Score
76.0%
Value
13.0%
Quality
30.0%
Momentum
2/9
F-Score
0.314
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
9.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
9.7%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 8%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.29
V
Value Analysis
Cheapness relative to fundamentals
76.0%ile
P/E
9.1×
P/S
8.2×
P/B
0.9×
E/P
0.1105
FCF Yield
-0.124
EBITDA/EV
0.099
SH Yield
0.097
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
17.00000000
/100
P/E of 9.1x places this firmly in deep value territory. Negative FCF yield (-12.4%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
13.0%ile
ROE
0.101
ROA
0.079
Net Margin
0.905
Op Margin
0.905
GPA
0.080
D/E
0.27
Current
0.01
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
6.215
lower=better
Accruals
0.178
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.27. Accruals ratio of 0.178 is elevated — earnings quality may be lower than headline numbers suggest. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
30.0%ile
6M Return
2.5%
12M Return
9.3%
12-1 Mom
10.5%
Risk-Adj
1.29
Vol 252d
8.1%
Vol 60d
18.9%
↑ Expanding
Max DD 12M
-5.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (19%) is expanding vs long-term (8%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.51
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
36.3%
Sector Quality %ile
1.4%
P/E z-score
-0.24
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
VBNK VersaBank 98.0% 94.0% 85.0% 91.0%
SYF Synchrony Financial 98.0% 96.0% 97.0% 72.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (76th value) but weak quality (13th). Classic value trap risk.
Volatility Expanding
60-day vol (19%) significantly exceeds 252-day (8%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
65.0% avg (7 factors)
Quality
C
47.2% avg (8 factors)
Momentum
C
47.3% 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 Composite0.510—0—
Value %ile0.760—1—
Quality %ile0.130—1—
Momentum %ile0.300—1—
F-Score2.000—1—
Confidence0.856—1—
Volatility0.081—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.05
Earnings Yield (E/P)
0.1105
Price / Sales
8.19
Price / Book
0.91
FCF Yield
-12.4%
EBITDA / EV
9.9%
Sales Yield (1/P·S)
0.1099
Shareholder Yield
Div + net buyback / mktcap
9.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.1%
Return on Assets
7.9%
Net Margin
90.5%
Operating Margin
90.5%
Gross Profit / Assets
Novy-Marx GPA
8.0%
Debt / Equity
0.27
Current Ratio
0.01
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.178
MomentumPrice trend strength over different horizons
6M Return
2.5%
12M Return
9.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
10.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.29
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
6.215
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
9.7%
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
17
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