Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/464b2f52-6af6-4cb1-9ed4-c0e4bb1b073d/
FSBW
FS Bancorp IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
13 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
#44.00000000
◆
Quality × Value
QV 0.899
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.4
💎
Deep Value
P/E 9.4
◇
VC2 Cheapest
VC2 6.00000000
📐
EBITDA/EV
10.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
3.3%
💰
High Yield
Div 3.3%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 94th
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
9.4×
P/S
1.4×
P/B
1.0×
E/P
0.1059
FCF Yield
0.178
EBITDA/EV
0.101
SH Yield
0.033
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
6.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 9.4x places this firmly in deep value territory. FCF yield of 17.8% is strong — the business generates significant free cash relative to price. VC2 score of 6.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.106
ROA
0.010
Net Margin
0.150
Op Margin
0.204
GPA
0.046
D/E
9.21
Current
4.98
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.033
Earn Growth
-0.043
Stability
0.113
lower=better
Accruals
-0.012
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 9.21 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
29.0%ile
6M Return
2.3%
12M Return
10.3%
12-1 Mom
10.3%
Risk-Adj
0.44
Vol 252d
23.3%
Vol 60d
45.0%
↑ Expanding
Max DD 12M
-13.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (45%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
88.2%
Sector Quality %ile
76.8%
P/E z-score
-0.22
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (94th) and quality (86th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Volatility Expanding
60-day vol (45%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
77.8% avg (7 factors)
Quality
D
43.6% avg (8 factors)
Momentum
D
42.1% avg (4 factors)
Risk
A
77.9% 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. 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 | 0.900 | —1 | — | |
| Value %ile | 0.940 | —1 | — | |
| Quality %ile | 0.860 | —1 | — | |
| Momentum %ile | 0.290 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.233 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.44
Earnings Yield (E/P)
0.1059
Price / Sales
1.42
Price / Book
1.00
Price / Cash Flow
4.30
FCF Yield
17.8%
EBITDA / EV
10.1%
Sales Yield (1/P·S)
0.4223
Shareholder Yield
Div + net buyback / mktcap
3.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.6%
Return on Assets
1.0%
Net Margin
15.0%
Operating Margin
20.4%
Gross Profit / Assets
Novy-Marx GPA
4.6%
Debt / Equity
9.21
Current Ratio
4.98
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.012
MomentumPrice trend strength over different horizons
6M Return
2.3%
12M Return
10.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
10.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.44
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.3%
Earnings Growth (YoY)
-4.3%
Earnings Stability (CV)
Lower = more stable
0.113
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
3.3%
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
6
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
44
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