Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/54d916ab-78a3-4ccd-bdbd-5239b3456a71/
CION
Cion Investment CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.765
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
26.5%
💰
High Yield
Div 26.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 86th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/S
2.3×
P/B
0.5×
FCF Yield
0.227
EBITDA/EV
0.071
SH Yield
0.265
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
19.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
12.00000000
/100
FCF yield of 22.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
-0.001
ROA
-0.001
Net Margin
-0.006
Op Margin
0.159
GPA
0.038
D/E
1.80
Current
8.76
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.595
Stability
15.131
lower=better
Accruals
-0.041
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
-27.8%
12M Return
-15.3%
12-1 Mom
-9.5%
Risk-Adj
-0.28
Vol 252d
33.5%
Vol 60d
76.2%
↑ Expanding
Max DD 12M
-33.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (76%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
64.1%
Sector Quality %ile
34.3%
P/B z-score
-0.09
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Falling Knife
Weak momentum (16th) despite looking cheap (86th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 26.5% backed by 22.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (76%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.3% avg (5 factors)
Quality
D
39.2% avg (8 factors)
Momentum
F
14.4% avg (4 factors)
Risk
B
60.9% 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 | 0.790 | —1 | — | |
| Value %ile | 0.860 | —1 | — | |
| Quality %ile | 0.680 | —0 | — | |
| Momentum %ile | 0.160 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.335 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
2.31
Price / Book
0.52
Price / Cash Flow
4.53
FCF Yield
22.7%
EBITDA / EV
7.1%
Sales Yield (1/P·S)
0.4447
Shareholder Yield
Div + net buyback / mktcap
26.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-0.1%
Return on Assets
-0.1%
Net Margin
-0.6%
Operating Margin
15.9%
Gross Profit / Assets
Novy-Marx GPA
3.8%
Debt / Equity
1.80
Current Ratio
8.76
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.041
MomentumPrice trend strength over different horizons
6M Return
-27.8%
12M Return
-15.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-9.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.28
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
59.5%
Earnings Stability (CV)
Lower = more stable
15.131
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
26.5%
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
19
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
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