Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/77ddfcba-6d9a-413c-b080-8355facb54e4/
LSBK
Lake Shore Bancorp IncSnapshot 2026-07-26 · 0.4w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.786
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
14.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 46%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 87%
🛡
Low Volatility
Vol 15%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.96
⚡
Risk-Adj Momentum
RAM 3.04
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
16.1×
P/S
3.3×
P/B
0.9×
E/P
0.1360
FCF Yield
0.114
EBITDA/EV
0.142
SH Yield
-0.298
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
27.00000000
/100 — 1=cheapest
VC2 (Trending Value)
68.00000000
/100
VC3 (Buyback)
68.00000000
/100
FCF yield of 11.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
71.0%ile
ROE
0.059
ROA
0.012
Net Margin
0.207
Op Margin
0.252
GPA
0.042
D/E
4.07
Current
0.20
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.056
Earn Growth
0.452
Stability
0.250
lower=better
Accruals
0.001
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 4.07 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
13.3%
12M Return
45.2%
12-1 Mom
45.9%
Risk-Adj
3.04
Vol 252d
15.1%
Vol 60d
28.9%
↑ Expanding
Max DD 12M
-6.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 46% is very strong — a clear uptrend. Risk-adjusted momentum of 3.04 is excellent — strong returns relative to volatility. Near-term vol (29%) is expanding vs long-term (15%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
70.1%
Sector Quality %ile
49.7%
P/E z-score
-0.05
P/B z-score
-0.07
Sector Avg OS
85.1%
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 (71th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (87th value) with strong momentum (83th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (29%) significantly exceeds 252-day (15%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.3% avg (7 factors)
Quality
D
32.9% avg (8 factors)
Momentum
A
83.0% avg (4 factors)
Risk
A
91.4% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —8 | — | |
| Value %ile | 0.870 | —8 | — | |
| Quality %ile | 0.710 | —7 | — | |
| Momentum %ile | 0.830 | —1 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 1.000 | —8 | — | |
| Volatility | 0.151 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.12
Earnings Yield (E/P)
0.1360
Price / Sales
3.34
Price / Book
0.95
Price / Cash Flow
16.91
FCF Yield
11.4%
EBITDA / EV
14.2%
Sales Yield (1/P·S)
0.5396
Shareholder Yield
Div + net buyback / mktcap
-29.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.9%
Return on Assets
1.2%
Net Margin
20.7%
Operating Margin
25.2%
Gross Profit / Assets
Novy-Marx GPA
4.2%
Debt / Equity
4.07
Current Ratio
0.20
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.001
External Financing
Net issuance — lower=better
0.060
MomentumPrice trend strength over different horizons
6M Return
13.3%
12M Return
45.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
45.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.04
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.6%
Earnings Growth (YoY)
45.2%
Earnings Stability (CV)
Lower = more stable
0.250
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
2.1%
Buyback Yield
-31.9%
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
27
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
68
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
68
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