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CION

Cion Investment Corp
Chart
6.11 USD
Latest Week 2026-07-17
Financial ServicesAsset ManagementSMALL
Snapshot 2026-07-19 · 0.6w · Fresh
0.2
OS Score
33.0%
Value
63.0%
Quality
12.0%
Momentum
6/9
F-Score
0.456
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 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
31.4%
💰
High Yield
Div 23.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
33.0%ile
P/S
2.1×
P/B
0.5×
E/P
0.0161
FCF Yield
0.052
EBITDA/EV
0.019
SH Yield
0.314
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
27.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
18.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
63.0%ile
ROE
-0.001
ROA
-0.001
Net Margin
-0.006
Op Margin
0.159
GPA
0.038
D/E
1.80
Current
0.58
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
12.0%ile
6M Return
-26.0%
12M Return
-24.7%
12-1 Mom
-20.6%
Risk-Adj
-0.60
Vol 252d
34.2%
Vol 60d
77.9%
↑ Expanding
Max DD 12M
-33.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -21% signals a downtrend — price is moving against you. Near-term vol (78%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.2
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
33.9%
P/B z-score
-0.07
Sector Avg OS
85.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BAP Credicorp Ltd 99.0% 97.0% 96.0% 91.0%
IX Orix Corp Ads 99.0% 98.0% 82.0% 90.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 89.0%
RILYL BRC Group Holdings, Inc. 99.0% 94.0% 88.0% 95.0%
CARE Carter Bank and Trust 99.0% 96.0% 96.0% 91.0%
UVE Universal Insurance Holdings Inc 98.0% 96.0% 86.0% 86.0%
RNR Renaissancere Holdings Ltd 98.0% 96.0% 94.0% 78.0%
MRX Marex Group plc Ordinary Shares 98.0% 93.0% 81.0% 89.0%
Factor Interactions
Strong Capital Return
Shareholder yield 31.4% backed by 5.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (78%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.9% avg (6 factors)
Quality
F
27.1% avg (8 factors)
Momentum
F
6.7% avg (4 factors)
Risk
C
59.7% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.200—7—
Value %ile0.330—0—
Quality %ile0.630—0—
Momentum %ile0.120—7—
F-Score6.000—0—
Confidence0.910—7—
Volatility0.342—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0161
Price / Sales
2.06
Price / Book
0.46
Price / Cash Flow
4.03
FCF Yield
5.2%
EBITDA / EV
1.9%
Sales Yield (1/P·S)
0.1016
Shareholder Yield
Div + net buyback / mktcap
31.4%
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
0.58
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.041
MomentumPrice trend strength over different horizons
6M Return
-26.0%
12M Return
-24.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-20.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.60
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
23.2%
Buyback Yield
8.1%
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
27
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
18
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