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VNO

Vornado Realty Trust
Chart
$35.21
Latest Week 2026-06-05
Real EstateReit - OfficeMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.88
OS Score
92.0%
Value
93.0%
Quality
16.0%
Momentum
7/9
F-Score
0.925
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.925
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 8.4
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.0%
💰
High Yield
Div 3.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/E
8.4×
P/S
3.7×
P/B
1.1×
E/P
0.1191
FCF Yield
0.210
EBITDA/EV
0.123
SH Yield
0.030
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
11.00000000
/100
P/E of 8.4x places this firmly in deep value territory. FCF yield of 21.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
93.0%ile
ROE
0.132
ROA
0.050
Net Margin
0.440
Op Margin
0.642
GPA
0.083
D/E
1.53
Current
2.08
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.003
Earn Growth
3.783
Stability
2.168
lower=better
Accruals
-0.029
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
3.3%
12M Return
-10.6%
12-1 Mom
-18.3%
Risk-Adj
-0.61
Vol 252d
29.9%
Vol 60d
67.7%
↑ Expanding
Max DD 12M
-41.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -18% signals a downtrend — price is moving against you. Near-term vol (68%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 252 peers
Sector Value %ile
98.4%
Sector Quality %ile
98.4%
P/E z-score
-0.27
P/B z-score
-0.15
Sector Avg OS
40.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
RMR RMR Group Inc 97.0% 91.0% 85.0% 83.0%
IHS IHS Holding Ltd 97.0% 87.0% 92.0% 84.0%
CBL CBL & Associates Properties Inc 96.0% 82.0% 88.0% 92.0%
AXR AMREP Corporation 96.0% 92.0% 84.0% 71.0%
HST Host Hotels & Resorts Inc 92.0% 68.0% 89.0% 87.0%
UNIT Uniti Group Inc 92.0% 79.0% 66.0% 87.0%
JLL Jones Lang LaSalle Incorporated 91.0% 71.0% 85.0% 78.0%
VTMX Corporación Inmobiliaria Vesta, S.A.B de C.V. 91.0% 78.0% 79.0% 74.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (92th) and quality (93th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (16th) despite looking cheap (92th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (68%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.2% avg (7 factors)
Quality
C
59.5% avg (8 factors)
Momentum
F
20.5% avg (4 factors)
Risk
B
66.9% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.880—1—
Value %ile0.920—1—
Quality %ile0.930—1—
Momentum %ile0.160—1—
F-Score7.000—1—
Confidence1.000—1—
Volatility0.299—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.40
Earnings Yield (E/P)
0.1191
Price / Sales
3.69
Price / Book
1.11
Price / Cash Flow
5.32
FCF Yield
21.0%
EBITDA / EV
12.3%
Sales Yield (1/P·S)
0.1358
Shareholder Yield
Div + net buyback / mktcap
3.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.2%
Return on Assets
5.0%
Net Margin
44.0%
Operating Margin
64.2%
Gross Profit / Assets
Novy-Marx GPA
8.3%
Debt / Equity
1.53
Current Ratio
2.08
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.029
MomentumPrice trend strength over different horizons
6M Return
3.3%
12M Return
-10.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-18.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.61
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.3%
Earnings Growth (YoY)
378.3%
Earnings Stability (CV)
Lower = more stable
2.168
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
3.0%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity