Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/66925499-e1f7-415c-b1f1-bd776244b945/

LIEN

Chicago Atlantic BDC, Inc.
Chart
9.73 USD
Latest Week 2026-07-17
Financial ServicesAsset ManagementMICRO
Snapshot 2026-07-19 · 0.6w · Fresh
0.65
OS Score
88.0%
Value
20.0%
Quality
27.0%
Momentum
#53.00000000
TV Rank
3/9
F-Score
0.420
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8
📐
EBITDA/EV
286.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
14.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
6.5×
P/S
4.6×
P/B
0.7×
E/P
0.1286
FCF Yield
-0.050
EBITDA/EV
2.863
SH Yield
0.140
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
10.00000000
/100
P/E of 6.5x places this firmly in deep value territory. Negative FCF yield (-5.0%) — the business is currently cash-consumptive. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
20.0%ile
ROE
0.112
ROA
0.092
Net Margin
0.702
Op Margin
0.723
GPA
0.118
D/E
0.23
Current
0.23
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.055
Earn Growth
1.046
Stability
0.569
lower=better
Accruals
0.129
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.23. Accruals ratio of 0.129 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
27.0%ile
6M Return
-3.2%
12M Return
3.3%
12-1 Mom
5.1%
Risk-Adj
0.26
Vol 252d
19.4%
Vol 60d
42.4%
↑ Expanding
Max DD 12M
-15.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (42%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.65
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
71.7%
Sector Quality %ile
3.4%
P/E z-score
-0.37
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
IX Orix Corp Ads 99.0% 98.0% 82.0% 90.0%
CARE Carter Bank and Trust 99.0% 96.0% 96.0% 91.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 91.0%
RILYL BRC Group Holdings, Inc. 99.0% 94.0% 88.0% 95.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 89.0%
MRX Marex Group plc Ordinary Shares 98.0% 93.0% 81.0% 89.0%
BBDO Banco Bradesco S/A ADR 98.0% 97.0% 92.0% 77.0%
MCY Mercury General Corporation 98.0% 95.0% 83.0% 86.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (88th value) but weak quality (20th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 105% with P/E of 7×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (42%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.6% avg (7 factors)
Quality
C
50.5% avg (8 factors)
Momentum
D
35.5% avg (4 factors)
Risk
A
84.3% 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 Composite0.650—0—
Value %ile0.880—7—
Quality %ile0.200—7—
Momentum %ile0.270—1—
F-Score3.000—7—
Confidence0.940—7—
Volatility0.194—3—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.51
Earnings Yield (E/P)
0.1286
Price / Sales
4.57
Price / Book
0.73
FCF Yield
-5.0%
EBITDA / EV
286.3%
Sales Yield (1/P·S)
0.1778
Shareholder Yield
Div + net buyback / mktcap
14.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.2%
Return on Assets
9.2%
Net Margin
70.2%
Operating Margin
72.3%
Gross Profit / Assets
Novy-Marx GPA
11.8%
Debt / Equity
0.23
Current Ratio
0.23
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.129
MomentumPrice trend strength over different horizons
6M Return
-3.2%
12M Return
3.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
5.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
105.5%
Earnings Growth (YoY)
104.6%
Earnings Stability (CV)
Lower = more stable
0.569
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
14.0%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
53
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