Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/38cf7e75-0ca2-480e-be2b-a2d71d341456/
OSPN
OneSpan IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.840
↗
Trending Value
✗
◆
Quality × Value
QV 0.855
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 7.5
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
Div 3.6%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 86th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
7.5×
P/S
2.1×
P/B
1.9×
E/P
0.1337
FCF Yield
0.099
EBITDA/EV
0.122
SH Yield
0.011
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
17.00000000
/100 — 1=cheapest
VC2 (Trending Value)
18.00000000
/100
VC3 (Buyback)
18.00000000
/100
P/E of 7.5x places this firmly in deep value territory. FCF yield of 9.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.257
ROA
0.183
Net Margin
0.285
Op Margin
0.194
GPA
0.472
Current
1.25
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.000
Earn Growth
0.301
Stability
0.900
lower=better
Accruals
0.031
lower=better
5yr Consist
No
ROE of 26% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
14.0%ile
6M Return
18.5%
12M Return
-11.9%
12-1 Mom
-24.6%
Risk-Adj
-0.54
Vol 252d
46.0%
Vol 60d
103.4%
↑ Expanding
Max DD 12M
-40.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -25% signals a downtrend — price is moving against you. Near-term vol (103%) is expanding vs long-term (46%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.84
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
89.2%
Sector Quality %ile
80.6%
P/E z-score
-0.19
P/B z-score
-0.10
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (86th) and quality (85th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (14th) despite looking cheap (86th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (103%) significantly exceeds 252-day (46%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
74.5% avg (7 factors)
Quality
B
72.4% avg (7 factors)
Momentum
F
23.2% avg (4 factors)
Risk
D
40.1% 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 weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.840 | —1 | — | |
| Value %ile | 0.860 | —1 | — | |
| Quality %ile | 0.850 | —1 | — | |
| Momentum %ile | 0.140 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.460 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.48
Earnings Yield (E/P)
0.1337
Price / Sales
2.13
Price / Book
1.92
Price / Cash Flow
8.98
FCF Yield
9.9%
EBITDA / EV
12.2%
Sales Yield (1/P·S)
0.5104
Shareholder Yield
Div + net buyback / mktcap
1.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
25.7%
Return on Assets
18.3%
Net Margin
28.5%
Operating Margin
19.4%
Gross Profit / Assets
Novy-Marx GPA
47.2%
Current Ratio
1.25
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.031
MomentumPrice trend strength over different horizons
6M Return
18.5%
12M Return
-11.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-24.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.54
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.0%
Earnings Growth (YoY)
30.1%
Earnings Stability (CV)
Lower = more stable
0.900
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
3.6%
Buyback Yield
-2.5%
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
17
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
18
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
18
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