Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/53f402a8-d37a-499f-a03e-23ef4cae50a4/
VLYPO
Valley National Bancorp B PrefSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
13 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
#44
◆
Quality × Value
QV 0.808
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.9
💎
Deep Value
P/E 5.1
◇
VC2 Cheapest
VC2 3
📐
EBITDA/EV
13.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
11.1%
💰
High Yield
Div 7.9%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 5%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.88
⚡
Risk-Adj Momentum
RAM 1.64
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
5.1×
P/S
0.9×
P/B
0.4×
E/P
0.1277
FCF Yield
0.093
EBITDA/EV
0.138
SH Yield
0.111
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 5.1x places this firmly in deep value territory. FCF yield of 9.3% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.084
ROA
0.010
Net Margin
0.186
Op Margin
0.231
GPA
0.031
D/E
7.23
Current
9.49
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.001
Earn Growth
0.681
Stability
0.315
lower=better
Accruals
0.001
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 7.23 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
30.0%ile
6M Return
2.7%
12M Return
8.5%
12-1 Mom
7.9%
Risk-Adj
1.64
Vol 252d
4.8%
Vol 60d
10.6%
↑ Expanding
Max DD 12M
-1.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Risk-adjusted momentum of 1.64 is excellent — strong returns relative to volatility. Near-term vol (11%) is expanding vs long-term (5%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
94.6%
Sector Quality %ile
40.9%
P/E z-score
-0.37
P/B z-score
-0.07
Sector Avg OS
85.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 11.1% backed by 9.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (11%) significantly exceeds 252-day (5%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
90.0% avg (7 factors)
Quality
D
44.2% avg (8 factors)
Momentum
C
48.3% avg (4 factors)
Risk
A
100.0% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.870 | —7 | — | |
| Value %ile | 0.960 | —7 | — | |
| Quality %ile | 0.680 | —0 | — | |
| Momentum %ile | 0.300 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.048 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.09
Earnings Yield (E/P)
0.1277
Price / Sales
0.95
Price / Book
0.43
Price / Cash Flow
5.85
FCF Yield
9.3%
EBITDA / EV
13.8%
Sales Yield (1/P·S)
0.5526
Shareholder Yield
Div + net buyback / mktcap
11.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.4%
Return on Assets
1.0%
Net Margin
18.6%
Operating Margin
23.1%
Gross Profit / Assets
Novy-Marx GPA
3.1%
Debt / Equity
7.23
Current Ratio
9.49
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.001
External Financing
Net issuance — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
2.7%
12M Return
8.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
7.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.64
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.1%
Earnings Growth (YoY)
68.1%
Earnings Stability (CV)
Lower = more stable
0.315
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
7.9%
Buyback Yield
3.2%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity