Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/776fc2cb-1901-4e04-90ac-8f4757116050/
WLFC
Willis Lease Finance CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.870
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +26%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.07
V
Value Analysis
Cheapness relative to fundamentals
89.0%ile
P/E
10.9×
P/S
1.7×
P/B
1.9×
E/P
0.0914
FCF Yield
0.247
EBITDA/EV
0.118
SH Yield
0.012
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 10.9x places this firmly in deep value territory. FCF yield of 24.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.176
ROA
0.035
Net Margin
0.160
Op Margin
0.395
GPA
0.158
D/E
4.05
Current
3.75
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.256
Earn Growth
0.166
Stability
0.553
lower=better
Accruals
-0.050
lower=better
5yr Consist
No
Highly leveraged with D/E of 4.05 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
77.0%ile
6M Return
40.9%
12M Return
27.5%
12-1 Mom
54.1%
Risk-Adj
1.07
Vol 252d
50.5%
Vol 60d
121.0%
↑ Expanding
Max DD 12M
-23.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 54% is very strong — a clear uptrend. Near-term vol (121%) is expanding vs long-term (50%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
90.4%
Sector Quality %ile
87.2%
P/E z-score
-0.42
P/B z-score
-0.05
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (89th) and quality (85th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (89th value) with strong momentum (77th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 26% with P/E of 11×. Growth isn't fully priced in.
Leveraged Returns
Strong ROE (18%) boosted by high leverage (D/E 4.0). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (121%) significantly exceeds 252-day (50%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.7% avg (7 factors)
Quality
C
56.1% avg (8 factors)
Momentum
A
76.1% avg (4 factors)
Risk
D
32.6% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. 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 | 0.960 | —1 | — | |
| Value %ile | 0.890 | —1 | — | |
| Quality %ile | 0.850 | —1 | — | |
| Momentum %ile | 0.770 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.505 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.94
Earnings Yield (E/P)
0.0914
Price / Sales
1.75
Price / Book
1.92
Price / Cash Flow
4.46
FCF Yield
24.7%
EBITDA / EV
11.8%
Sales Yield (1/P·S)
0.2143
Shareholder Yield
Div + net buyback / mktcap
1.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.6%
Return on Assets
3.5%
Net Margin
16.0%
Operating Margin
39.5%
Gross Profit / Assets
Novy-Marx GPA
15.8%
Debt / Equity
4.05
Current Ratio
3.75
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.050
MomentumPrice trend strength over different horizons
6M Return
40.9%
12M Return
27.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
54.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.07
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
25.6%
Earnings Growth (YoY)
16.6%
Earnings Stability (CV)
Lower = more stable
0.553
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
1.2%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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