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SSBI

Summit State Bank
Chart
$13.39
Latest Week 2026-06-05
Financial ServicesBanks - RegionalMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.94
OS Score
88.0%
Value
67.0%
Quality
79.0%
Momentum
6/9
F-Score
0.768
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.768
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 39%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 88th
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.98
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
15.1×
P/S
1.5×
P/B
0.9×
E/P
0.0663
FCF Yield
0.151
EBITDA/EV
0.092
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
15.00000000
/100 — 1=cheapest
VC2 (Trending Value)
24.00000000
/100
VC3 (Buyback)
24.00000000
/100
FCF yield of 15.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
67.0%ile
ROE
0.058
ROA
0.006
Net Margin
0.102
Op Margin
0.139
GPA
0.033
D/E
8.70
Current
301.45
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.050
Stability
8.645
lower=better
Accruals
-0.008
lower=better
5yr Consist
No
Highly leveraged with D/E of 8.70 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
79.0%ile
6M Return
20.4%
12M Return
35.9%
12-1 Mom
39.0%
Risk-Adj
1.98
Vol 252d
19.7%
Vol 60d
34.9%
↑ Expanding
Max DD 12M
-11.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 39% is very strong — a clear uptrend. Risk-adjusted momentum of 1.98 is excellent — strong returns relative to volatility. Near-term vol (35%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
70.7%
Sector Quality %ile
32.5%
P/E z-score
0.05
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
UFCS United Fire Group Inc 98.0% 96.0% 81.0% 88.0%
HAFC Hanmi Financial Corporation 98.0% 94.0% 90.0% 79.0%
Factor Interactions
Trending Value Signal
Cheap (88th value) with strong momentum (79th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (35%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.5% avg (7 factors)
Quality
D
36.7% avg (8 factors)
Momentum
B
74.0% avg (4 factors)
Risk
A
83.8% 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
FactorCurrentStreakTrendSpark
OS Composite0.940—1—
Value %ile0.880—1—
Quality %ile0.670—0—
Momentum %ile0.790—1—
F-Score6.000—0—
Confidence0.939—1—
Volatility0.197—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.09
Earnings Yield (E/P)
0.0663
Price / Sales
1.54
Price / Book
0.88
Price / Cash Flow
6.65
FCF Yield
15.1%
EBITDA / EV
9.2%
Sales Yield (1/P·S)
0.6511
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.8%
Return on Assets
0.6%
Net Margin
10.2%
Operating Margin
13.9%
Gross Profit / Assets
Novy-Marx GPA
3.3%
Debt / Equity
8.70
Current Ratio
301.45
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.008
MomentumPrice trend strength over different horizons
6M Return
20.4%
12M Return
35.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
39.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.98
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.0%
Earnings Stability (CV)
Lower = more stable
8.645
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
15
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
24
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
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