Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/70a6d092-176f-46a8-ae4c-e551ff3ea8c2/
IIPR
Innovative Industrial Properties IncSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.728
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
8.3%
💰
High Yield
Div 11.8%
🚀
Momentum Leaders
12-1 23%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 79%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.67
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
79.0%ile
P/E
15.6×
P/S
7.1×
P/B
1.0×
E/P
0.0630
FCF Yield
0.120
EBITDA/EV
0.096
SH Yield
0.083
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
29.00000000
/100 — 1=cheapest
VC2 (Trending Value)
22.00000000
/100
VC3 (Buyback)
25.00000000
/100
FCF yield of 12.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
67.0%ile
ROE
0.063
ROA
0.050
Net Margin
0.456
Op Margin
0.540
GPA
0.066
D/E
0.26
Current
0.24
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.136
Earn Growth
-0.217
Stability
0.171
lower=better
Accruals
-0.033
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.26.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
77.0%ile
6M Return
32.4%
12M Return
37.3%
12-1 Mom
23.2%
Risk-Adj
0.60
Vol 252d
38.3%
Vol 60d
76.0%
↑ Expanding
Max DD 12M
-16.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 23% is very strong — a clear uptrend. Near-term vol (76%) is expanding vs long-term (38%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 242 peers
Sector Value %ile
90.9%
Sector Quality %ile
67.9%
P/E z-score
-0.29
P/B z-score
-0.24
Sector Avg OS
38.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (79th value) with strong momentum (77th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 8.3% backed by 12.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (76%) significantly exceeds 252-day (38%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.4% avg (7 factors)
Quality
C
52.9% avg (8 factors)
Momentum
B
64.3% avg (4 factors)
Risk
C
52.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.900 | —7 | — | |
| Value %ile | 0.790 | —7 | — | |
| Quality %ile | 0.670 | —0 | — | |
| Momentum %ile | 0.770 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.383 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.58
Earnings Yield (E/P)
0.0630
Price / Sales
7.10
Price / Book
0.99
Price / Cash Flow
9.35
FCF Yield
12.0%
EBITDA / EV
9.6%
Sales Yield (1/P·S)
0.1168
Shareholder Yield
Div + net buyback / mktcap
8.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.3%
Return on Assets
5.0%
Net Margin
45.6%
Operating Margin
54.0%
Gross Profit / Assets
Novy-Marx GPA
6.6%
Debt / Equity
0.26
Current Ratio
0.24
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.033
External Financing
Net issuance — lower=better
0.044
MomentumPrice trend strength over different horizons
6M Return
32.4%
12M Return
37.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
23.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.60
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-13.6%
Earnings Growth (YoY)
-21.7%
Earnings Stability (CV)
Lower = more stable
0.171
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
11.8%
Buyback Yield
-3.5%
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
29
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
22
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
25
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