Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/55919e17-879d-4191-9612-85ec2dfa9f3c/
SAFE
Safehold IncSnapshot 2026-08-02 · 0.1w · Fresh
Strategy Eligibility
3 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
Yes
🌱
GARP
✗
🔄
Shareholder Yield
4.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 21%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
68.0%ile
P/E
10.0×
P/S
2.8×
P/B
0.5×
E/P
0.0566
FCF Yield
0.008
EBITDA/EV
0.058
SH Yield
0.044
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
33.00000000
/100
P/E of 10.0x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
19.0%ile
ROE
0.048
ROA
0.015
Net Margin
0.281
Op Margin
0.797
GPA
0.052
D/E
2.00
Current
36.51
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.105
Earn Growth
0.131
Stability
0.127
lower=better
Accruals
0.009
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 2.00 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
29.0%ile
6M Return
16.2%
12M Return
19.2%
12-1 Mom
20.7%
Risk-Adj
0.63
Vol 252d
33.0%
Vol 60d
70.4%
↑ Expanding
Max DD 12M
-18.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 21% is very strong — a clear uptrend. Near-term vol (70%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.45
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 241 peers
Sector Value %ile
76.9%
Sector Quality %ile
21.5%
P/E z-score
-0.34
P/B z-score
-0.33
Sector Avg OS
36.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (68th value) but weak quality (19th). Classic value trap risk.
Volatility Expanding
60-day vol (70%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.8% avg (7 factors)
Quality
C
54.8% avg (8 factors)
Momentum
C
53.5% avg (4 factors)
Risk
B
61.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends9 snapshots
Factor Persistence9 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.450 | —0 | — | |
| Value %ile | 0.680 | —0 | — | |
| Quality %ile | 0.190 | —9 | — | |
| Momentum %ile | 0.290 | —1 | — | |
| F-Score | 4.000 | —9 | — | |
| Confidence | 1.000 | —9 | — | |
| Volatility | 0.330 | —0 | — |
Value Lens2021-08-03 → 2026-08-02
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.97
Earnings Yield (E/P)
0.0566
Price / Sales
2.80
Price / Book
0.48
Price / Cash Flow
24.23
FCF Yield
0.8%
EBITDA / EV
5.8%
Sales Yield (1/P·S)
0.0709
Shareholder Yield
Div + net buyback / mktcap
4.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.8%
Return on Assets
1.5%
Net Margin
28.1%
Operating Margin
79.7%
Gross Profit / Assets
Novy-Marx GPA
5.2%
Debt / Equity
2.00
Current Ratio
36.51
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.009
MomentumPrice trend strength over different horizons
6M Return
16.2%
12M Return
19.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
20.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.63
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.5%
Earnings Growth (YoY)
13.1%
Earnings Stability (CV)
Lower = more stable
0.127
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
4.4%
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
34
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
33
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