Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5832e119-b467-49a5-93a7-03ff4b989c1c/
SAR
Saratoga Investment CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
14.8%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
78.0%ile
P/E
9.7×
P/S
3.6×
P/B
0.9×
E/P
0.1033
FCF Yield
-0.219
EBITDA/EV
0.095
SH Yield
0.148
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
14.00000000
/100
P/E of 9.7x places this firmly in deep value territory. Negative FCF yield (-21.9%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
10.0%ile
ROE
0.092
ROA
0.032
Net Margin
0.369
Op Margin
0.400
GPA
0.044
D/E
1.88
Current
0.36
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.054
Earn Growth
0.303
Stability
0.807
lower=better
Accruals
0.109
lower=better
5yr Consist
No
Accruals ratio of 0.109 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
26.0%ile
6M Return
3.7%
12M Return
4.1%
12-1 Mom
2.0%
Risk-Adj
0.10
Vol 252d
20.1%
Vol 60d
47.2%
↑ Expanding
Max DD 12M
-13.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (47%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.5
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
41.3%
Sector Quality %ile
1.0%
P/E z-score
-0.21
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (78th value) but weak quality (10th). Classic value trap risk.
Volatility Expanding
60-day vol (47%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.3% avg (7 factors)
Quality
D
40.1% avg (8 factors)
Momentum
D
35.9% avg (4 factors)
Risk
A
83.2% 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 | 0.500 | —0 | — | |
| Value %ile | 0.780 | —1 | — | |
| Quality %ile | 0.100 | —1 | — | |
| Momentum %ile | 0.260 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.956 | —1 | — | |
| Volatility | 0.201 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.68
Earnings Yield (E/P)
0.1033
Price / Sales
3.57
Price / Book
0.89
FCF Yield
-21.9%
EBITDA / EV
9.5%
Sales Yield (1/P·S)
0.2464
Shareholder Yield
Div + net buyback / mktcap
14.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.2%
Return on Assets
3.2%
Net Margin
36.9%
Operating Margin
40.0%
Gross Profit / Assets
Novy-Marx GPA
4.4%
Debt / Equity
1.88
Current Ratio
0.36
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.109
MomentumPrice trend strength over different horizons
6M Return
3.7%
12M Return
4.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
2.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.10
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.4%
Earnings Growth (YoY)
30.3%
Earnings Stability (CV)
Lower = more stable
0.807
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
14.8%
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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