Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/59e5f3cf-d4d7-4715-93b7-544ee4382239/
WAL
Western Alliance BancorporationSnapshot 2026-07-26 · 0.4w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
2.7%
💰
High Yield
✗
🚀
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
84.0%ile
P/E
9.2×
P/S
1.8×
P/B
1.2×
E/P
0.1103
FCF Yield
-0.229
EBITDA/EV
0.119
SH Yield
0.027
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
11.00000000
/100
P/E of 9.2x places this firmly in deep value territory. Negative FCF yield (-22.9%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
17.0%ile
ROE
0.126
ROA
0.010
Net Margin
0.193
Op Margin
0.240
GPA
0.029
D/E
11.55
Current
0.30
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.009
Earn Growth
0.170
Stability
0.151
lower=better
Accruals
0.037
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 11.55 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
29.0%ile
6M Return
-3.5%
12M Return
3.2%
12-1 Mom
1.8%
Risk-Adj
0.05
Vol 252d
33.9%
Vol 60d
69.8%
↑ Expanding
Max DD 12M
-28.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (70%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.6
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
Factor Interactions
Cheap for a Reason?
Looks cheap (84th value) but weak quality (17th). Classic value trap risk.
Volatility Expanding
60-day vol (70%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.8% avg (7 factors)
Quality
D
32.0% avg (8 factors)
Momentum
D
33.0% avg (4 factors)
Risk
B
60.1% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.600 | —0 | — | |
| Value %ile | 0.840 | —8 | — | |
| Quality %ile | 0.170 | —8 | — | |
| Momentum %ile | 0.290 | —4 | — | |
| F-Score | 4.000 | —8 | — | |
| Confidence | 0.970 | —8 | — | |
| Volatility | 0.339 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.16
Earnings Yield (E/P)
0.1103
Price / Sales
1.77
Price / Book
1.16
FCF Yield
-22.9%
EBITDA / EV
11.9%
Sales Yield (1/P·S)
0.4592
Shareholder Yield
Div + net buyback / mktcap
2.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.6%
Return on Assets
1.0%
Net Margin
19.3%
Operating Margin
24.0%
Gross Profit / Assets
Novy-Marx GPA
2.9%
Debt / Equity
11.55
Current Ratio
0.30
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.037
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
-3.5%
12M Return
3.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
1.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.05
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.9%
Earnings Growth (YoY)
17.0%
Earnings Stability (CV)
Lower = more stable
0.151
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
2.0%
Buyback Yield
0.8%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
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