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HBNC

Horizon Bancorp
Chart
20.06 USD
Latest Week 2026-07-24
Financial ServicesBanks - RegionalSMALL
Snapshot 2026-07-26 · 0.4w · Fresh
0.26
OS Score
33.0%
Value
11.0%
Quality
77.0%
Momentum
4/9
F-Score
0.191
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 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
✗
💰
High Yield
Div 3.2%
🚀
Momentum Leaders
12-1 33%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.27
V
Value Analysis
Cheapness relative to fundamentals
33.0%ile
P/S
10.8×
P/B
1.4×
FCF Yield
0.071
SH Yield
-0.063
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
73.00000000
/100 — 1=cheapest
VC2 (Trending Value)
79.00000000
/100
VC3 (Buyback)
33.00000000
/100
FCF yield of 7.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
11.0%ile
ROE
-0.198
ROA
-0.022
Net Margin
-1.509
Op Margin
-1.980
GPA
-0.002
D/E
8.05
Current
0.21
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.743
Stability
7.464
lower=better
Accruals
-0.034
lower=better
5yr Consist
No
Highly leveraged with D/E of 8.05 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
77.0%ile
6M Return
15.1%
12M Return
32.2%
12-1 Mom
32.7%
Risk-Adj
1.27
Vol 252d
25.8%
Vol 60d
52.0%
↑ Expanding
Max DD 12M
-14.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 33% is very strong — a clear uptrend. Near-term vol (52%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.26
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
1.0%
P/B z-score
-0.06
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 90.0%
IFS Intercorp Financial Services Inc 99.0% 98.0% 83.0% 90.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 90.0%
RILYL BRC Group Holdings, Inc. 99.0% 95.0% 88.0% 95.0%
UVE Universal Insurance Holdings Inc 99.0% 97.0% 92.0% 92.0%
MCY Mercury General Corporation 98.0% 95.0% 83.0% 87.0%
BBDO Banco Bradesco S/A ADR 98.0% 97.0% 92.0% 79.0%
IX Orix Corp Ads 98.0% 97.0% 82.0% 91.0%
Factor Interactions
Volatility Expanding
60-day vol (52%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
45.3% avg (4 factors)
Quality
F
9.2% avg (8 factors)
Momentum
B
64.7% avg (4 factors)
Risk
B
73.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.260—8—
Value %ile0.330—0—
Quality %ile0.110—8—
Momentum %ile0.770—4—
F-Score4.000—8—
Confidence0.909—8—
Volatility0.258—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
10.79
Price / Book
1.42
Price / Cash Flow
13.00
FCF Yield
7.1%
Sales Yield (1/P·S)
0.0801
Shareholder Yield
Div + net buyback / mktcap
-6.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-19.8%
Return on Assets
-2.2%
Net Margin
-150.9%
Operating Margin
-198.0%
Gross Profit / Assets
Novy-Marx GPA
-0.2%
Debt / Equity
8.05
Current Ratio
0.21
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.034
MomentumPrice trend strength over different horizons
6M Return
15.1%
12M Return
32.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
32.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.27
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-74.3%
Earnings Stability (CV)
Lower = more stable
7.464
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
3.2%
Buyback Yield
-9.5%
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
73
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
79
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