Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4cf0240e-8f2e-457a-aaec-a4b139bd9982/
TCF
360 Capital Mortgage REITSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 7%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
16.0%ile
P/E
11.6×
P/S
9.6×
P/B
1.0×
FCF Yield
-0.282
SH Yield
-0.274
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
88.00000000
/100
VC3 (Buyback)
88.00000000
/100
P/E of 11.6x places this firmly in deep value territory. Negative FCF yield (-28.2%) — the business is currently cash-consumptive. VC2 score of 88.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
11.0%ile
ROE
0.088
ROA
0.084
Net Margin
0.822
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.625
Earn Growth
0.105
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
7.8%
12M Return
7.0%
12-1 Mom
5.9%
Risk-Adj
0.84
Vol 252d
7.0%
Vol 60d
15.1%
↑ Expanding
Max DD 12M
-4.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (15%) is expanding vs long-term (7%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.26
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 52 peers
Sector Value %ile
30.2%
Sector Quality %ile
17.0%
P/E z-score
-0.40
P/B z-score
-0.15
Sector Avg OS
56.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 63% with P/E of 12×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (15%) significantly exceeds 252-day (7%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
43.0% avg (5 factors)
Quality
C
55.7% avg (3 factors)
Momentum
D
43.9% avg (4 factors)
Risk
A
100.0% avg (1 factors)
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 | 0.260 | —1 | — | |
| Value %ile | 0.160 | —1 | — | |
| Quality %ile | 0.110 | —1 | — | |
| Momentum %ile | 0.830 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.387 | —1 | — | |
| Volatility | 0.070 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.64
Price / Sales
9.57
Price / Book
1.02
FCF Yield
-28.2%
Sales Yield (1/P·S)
0.1047
Shareholder Yield
Div + net buyback / mktcap
-27.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.8%
Return on Assets
8.4%
Net Margin
82.2%
External Financing
Net issuance — lower=better
0.354
MomentumPrice trend strength over different horizons
6M Return
7.8%
12M Return
7.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
5.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.84
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
62.5%
Earnings Growth (YoY)
10.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
8.5%
Buyback Yield
-35.8%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
88
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
88
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
Show all
Op Income
OCF
CapEx
Equity