Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6909d703-c4fe-486e-81be-e76fa26d6a5c/
OPRT
Oportun Financial CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.840
↗
Trending Value
✗
◆
Quality × Value
QV 0.885
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.9
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 87th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
12.9×
P/S
0.4×
P/B
0.6×
E/P
0.0776
FCF Yield
0.161
EBITDA/EV
0.027
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
10.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
17.00000000
/100
FCF yield of 16.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
0.045
ROA
0.006
Net Margin
0.029
Op Margin
0.056
GPA
0.125
D/E
6.99
Current
47.29
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.096
Stability
5.563
lower=better
Accruals
-0.126
lower=better
5yr Consist
No
Highly leveraged with D/E of 6.99 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
-10.9%
12M Return
-32.4%
12-1 Mom
-18.3%
Risk-Adj
-0.35
Vol 252d
52.6%
Vol 60d
124.5%
↑ Expanding
Max DD 12M
-42.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -18% signals a downtrend — price is moving against you. Near-term vol (125%) is expanding vs long-term (53%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.84
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
66.7%
Sector Quality %ile
88.2%
P/E z-score
-0.06
P/B z-score
-0.08
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (87th) and quality (90th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (87th). Strong fundamental improvement in a cheap stock.
Falling Knife
Weak momentum (10th) despite looking cheap (87th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (125%) significantly exceeds 252-day (53%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
65.3% avg (7 factors)
Quality
D
37.1% avg (8 factors)
Momentum
F
12.3% avg (4 factors)
Risk
F
29.0% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.840 | —1 | — | |
| Value %ile | 0.870 | —1 | — | |
| Quality %ile | 0.900 | —1 | — | |
| Momentum %ile | 0.100 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.526 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.88
Earnings Yield (E/P)
0.0776
Price / Sales
0.37
Price / Book
0.58
Price / Cash Flow
0.55
FCF Yield
16.1%
EBITDA / EV
2.7%
Sales Yield (1/P·S)
0.2259
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.5%
Return on Assets
0.6%
Net Margin
2.9%
Operating Margin
5.6%
Gross Profit / Assets
Novy-Marx GPA
12.5%
Debt / Equity
6.99
Current Ratio
47.29
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.126
MomentumPrice trend strength over different horizons
6M Return
-10.9%
12M Return
-32.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-18.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.35
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.6%
Earnings Stability (CV)
Lower = more stable
5.563
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.0%
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
10
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
17
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