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ARI

Apollo Commercial Real Estate Finance Inc
Chart
$10.98
Latest Week 2026-06-05
Real EstateReit - MortgageSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.87
OS Score
70.0%
Value
73.0%
Quality
71.0%
Momentum
7/9
F-Score
0.715
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
✗
◆
Quality × Value
QV 0.715
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.1
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
10.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 70th
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.24
V
Value Analysis
Cheapness relative to fundamentals
70.0%ile
P/E
12.1×
P/S
2.2×
P/B
0.8×
E/P
0.0828
FCF Yield
0.021
EBITDA/EV
0.051
SH Yield
0.100
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
30.00000000
/100 — 1=cheapest
VC2 (Trending Value)
21.00000000
/100
VC3 (Buyback)
21.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
0.070
ROA
0.013
Net Margin
0.179
Op Margin
0.674
GPA
0.047
D/E
4.57
Current
0.03
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.073
Stability
2.611
lower=better
Accruals
0.001
lower=better
5yr Consist
No
Highly leveraged with D/E of 4.57 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
71.0%ile
6M Return
13.6%
12M Return
21.8%
12-1 Mom
22.0%
Risk-Adj
1.24
Vol 252d
17.7%
Vol 60d
41.6%
↑ Expanding
Max DD 12M
-9.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Near-term vol (42%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 252 peers
Sector Value %ile
74.3%
Sector Quality %ile
74.7%
P/E z-score
-0.26
P/B z-score
-0.17
Sector Avg OS
40.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
RMR RMR Group Inc 97.0% 91.0% 85.0% 83.0%
IHS IHS Holding Ltd 97.0% 87.0% 92.0% 84.0%
CBL CBL & Associates Properties Inc 96.0% 82.0% 88.0% 92.0%
AXR AMREP Corporation 96.0% 92.0% 84.0% 71.0%
UNIT Uniti Group Inc 92.0% 79.0% 66.0% 87.0%
HST Host Hotels & Resorts Inc 92.0% 68.0% 89.0% 87.0%
VTMX Corporación Inmobiliaria Vesta, S.A.B de C.V. 91.0% 78.0% 79.0% 74.0%
JLL Jones Lang LaSalle Incorporated 91.0% 71.0% 85.0% 78.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (70th) and quality (73th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (70th value) with strong momentum (71th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (42%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.2% avg (7 factors)
Quality
D
33.9% avg (8 factors)
Momentum
C
57.7% avg (4 factors)
Risk
A
87.1% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.870—1—
Value %ile0.700—1—
Quality %ile0.730—1—
Momentum %ile0.710—1—
F-Score7.000—1—
Confidence1.000—1—
Volatility0.177—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.08
Earnings Yield (E/P)
0.0828
Price / Sales
2.16
Price / Book
0.85
Price / Cash Flow
13.25
FCF Yield
2.1%
EBITDA / EV
5.1%
Sales Yield (1/P·S)
0.0741
Shareholder Yield
Div + net buyback / mktcap
10.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.0%
Return on Assets
1.3%
Net Margin
17.9%
Operating Margin
67.4%
Gross Profit / Assets
Novy-Marx GPA
4.7%
Debt / Equity
4.57
Current Ratio
0.03
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
13.6%
12M Return
21.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
22.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.24
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.3%
Earnings Stability (CV)
Lower = more stable
2.611
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
10.0%
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
30
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
21
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
21
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