Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/38cf7e75-0ca2-480e-be2b-a2d71d341456/
OSPN
OneSpan IncSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.845
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.6%
💰
High Yield
Div 3.3%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 82%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.83
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
82.0%ile
P/E
8.0×
P/S
2.3×
P/B
2.1×
E/P
0.0882
FCF Yield
0.130
EBITDA/EV
0.115
SH Yield
0.056
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
20.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
20.00000000
/100
P/E of 8.0x places this firmly in deep value territory. FCF yield of 13.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
87.0%ile
ROE
0.257
ROA
0.183
Net Margin
0.285
Op Margin
0.187
GPA
0.452
D/E
0.41
Current
1.25
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.017
Earn Growth
0.204
Stability
0.832
lower=better
Accruals
0.034
lower=better
5yr Consist
No
ROE of 26% is exceptional. Conservative balance sheet with D/E of 0.41.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
32.0%ile
6M Return
18.5%
12M Return
0.2%
12-1 Mom
-5.3%
Risk-Adj
-0.12
Vol 252d
44.2%
Vol 60d
104.5%
↑ Expanding
Max DD 12M
-36.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (105%) is expanding vs long-term (44%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
86.0%
Sector Quality %ile
80.2%
P/E z-score
-0.18
P/B z-score
-0.19
Sector Avg OS
52.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (82th) and quality (87th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 5.6% backed by 13.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (105%) significantly exceeds 252-day (44%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.4% avg (7 factors)
Quality
B
73.7% avg (8 factors)
Momentum
D
35.6% avg (4 factors)
Risk
D
42.9% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.860 | —6 | — | |
| Value %ile | 0.820 | —6 | — | |
| Quality %ile | 0.870 | —6 | — | |
| Momentum %ile | 0.320 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.442 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.04
Earnings Yield (E/P)
0.0882
Price / Sales
2.29
Price / Book
2.07
Price / Cash Flow
9.85
FCF Yield
13.0%
EBITDA / EV
11.5%
Sales Yield (1/P·S)
0.4721
Shareholder Yield
Div + net buyback / mktcap
5.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
25.7%
Return on Assets
18.3%
Net Margin
28.5%
Operating Margin
18.7%
Gross Profit / Assets
Novy-Marx GPA
45.2%
Debt / Equity
0.41
Current Ratio
1.25
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.034
MomentumPrice trend strength over different horizons
6M Return
18.5%
12M Return
0.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-5.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.7%
Earnings Growth (YoY)
20.4%
Earnings Stability (CV)
Lower = more stable
0.832
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
3.3%
Buyback Yield
2.3%
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
20
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
20
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