Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3a0da84b-96cf-4436-8ea9-5071c645f1a3/
B7E
Blue Cap AGSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
#42.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 6.5
◇
VC2 Cheapest
VC2 7.00000000
📐
EBITDA/EV
19.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.9%
💰
High Yield
Div 3.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 87th
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
6.5×
P/S
0.4×
P/B
0.9×
E/P
0.1539
FCF Yield
0.064
EBITDA/EV
0.199
SH Yield
0.039
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 6.5x places this firmly in deep value territory. FCF yield of 6.4% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
24.0%ile
ROE
0.139
ROA
0.061
Net Margin
0.064
Op Margin
0.007
GPA
0.269
Current
1.65
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.059
Accruals
0.001
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
68.0%ile
6M Return
4.3%
12M Return
14.9%
12-1 Mom
14.6%
Risk-Adj
0.65
Vol 252d
22.4%
Vol 60d
50.7%
↑ Expanding
Max DD 12M
-18.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (51%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 94 peers
Sector Value %ile
89.5%
Sector Quality %ile
29.5%
P/E z-score
-0.41
P/B z-score
-0.31
Sector Avg OS
56.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (87th value) but weak quality (24th). Classic value trap risk.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
86.3% avg (7 factors)
Quality
D
40.6% avg (7 factors)
Momentum
C
46.7% avg (4 factors)
Risk
A
79.3% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.830 | —1 | — | |
| Value %ile | 0.870 | —1 | — | |
| Quality %ile | 0.240 | —1 | — | |
| Momentum %ile | 0.680 | —0 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.534 | —0 | — | |
| Volatility | 0.224 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.50
Earnings Yield (E/P)
0.1539
Price / Sales
0.42
Price / Book
0.91
Price / Cash Flow
6.63
FCF Yield
6.4%
EBITDA / EV
19.9%
Sales Yield (1/P·S)
2.1558
Shareholder Yield
Div + net buyback / mktcap
3.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.9%
Return on Assets
6.1%
Net Margin
6.4%
Operating Margin
0.7%
Gross Profit / Assets
Novy-Marx GPA
26.9%
Current Ratio
1.65
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
4.3%
12M Return
14.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
14.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.65
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
3.4%
Buyback Yield
0.5%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
42
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
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