Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3f8ca663-2884-42ae-ac91-94f53a140612/
FC
Firm Capital Mortgage Investment CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
✗
◆
Quality × Value
QV 0.820
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
9.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 82th
🛡
Low Volatility
Vol 10%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
82.0%ile
P/E
11.9×
P/S
8.3×
P/B
1.0×
FCF Yield
0.237
SH Yield
0.090
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
16.00000000
/100
P/E of 11.9x places this firmly in deep value territory. FCF yield of 23.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
0.087
ROA
0.066
Net Margin
0.699
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.097
Earn Growth
0.064
Stability
0.064
lower=better
Accruals
-0.167
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
20.0%ile
6M Return
8.0%
12M Return
5.3%
12-1 Mom
4.9%
Risk-Adj
0.51
Vol 252d
9.7%
Vol 60d
23.6%
↑ Expanding
Max DD 12M
-6.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (24%) is expanding vs long-term (10%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 82 peers
Sector Value %ile
79.5%
Sector Quality %ile
92.8%
P/E z-score
-0.22
P/B z-score
-0.46
Sector Avg OS
58.4%
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 (82th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (20th) despite looking cheap (82th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 9.0% backed by 23.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (24%) significantly exceeds 252-day (10%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.6% avg (5 factors)
Quality
B
64.5% avg (4 factors)
Momentum
D
41.1% avg (4 factors)
Risk
A
100.0% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.820 | —1 | — | |
| Value %ile | 0.820 | —1 | — | |
| Quality %ile | 0.820 | —1 | — | |
| Momentum %ile | 0.200 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.727 | —1 | — | |
| Volatility | 0.097 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.90
Price / Sales
8.32
Price / Book
1.04
Price / Cash Flow
3.38
FCF Yield
23.7%
Sales Yield (1/P·S)
0.0961
Shareholder Yield
Div + net buyback / mktcap
9.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.7%
Return on Assets
6.6%
Net Margin
69.9%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.167
MomentumPrice trend strength over different horizons
6M Return
8.0%
12M Return
5.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.51
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.7%
Earnings Growth (YoY)
6.4%
Earnings Stability (CV)
Lower = more stable
0.064
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
0.0%
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
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