Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/783dd2b1-7df6-47fb-a08f-5e5a85834bf0/
CLPR
Clipper Realty IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.810
↗
Trending Value
✗
◆
Quality × Value
QV 0.645
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
17.2%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 65th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
65.0%ile
P/S
0.9×
FCF Yield
0.025
EBITDA/EV
0.044
SH Yield
0.172
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
35.00000000
/100 — 1=cheapest
VC2 (Trending Value)
35.00000000
/100
VC3 (Buyback)
35.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
64.0%ile
ROE
0.297
ROA
-0.009
Net Margin
-0.071
Op Margin
0.189
GPA
0.055
D/E
-36.37
Current
25.95
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.003
Stability
1.378
lower=better
Accruals
-0.025
lower=better
5yr Consist
No
ROE of 30% is exceptional. Conservative balance sheet with D/E of -36.37.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
66.0%ile
6M Return
-0.3%
12M Return
-9.3%
12-1 Mom
-14.8%
Risk-Adj
-0.35
Vol 252d
42.3%
Vol 60d
77.1%
↑ Expanding
Max DD 12M
-31.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -15% signals a downtrend — price is moving against you. Near-term vol (77%) is expanding vs long-term (42%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.81
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 252 peers
Sector Value %ile
66.8%
Sector Quality %ile
62.5%
Sector Avg OS
40.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (77%) significantly exceeds 252-day (42%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.5% avg (4 factors)
Quality
C
54.2% avg (8 factors)
Momentum
F
22.5% avg (4 factors)
Risk
C
46.2% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.810 | —1 | — | |
| Value %ile | 0.650 | —0 | — | |
| Quality %ile | 0.640 | —0 | — | |
| Momentum %ile | 0.660 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.848 | —1 | — | |
| Volatility | 0.423 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.89
Price / Cash Flow
6.92
FCF Yield
2.5%
EBITDA / EV
4.4%
Sales Yield (1/P·S)
0.1095
Shareholder Yield
Div + net buyback / mktcap
17.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
29.7%
Return on Assets
-0.9%
Net Margin
-7.1%
Operating Margin
18.9%
Gross Profit / Assets
Novy-Marx GPA
5.5%
Debt / Equity
-36.37
Current Ratio
25.95
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.025
MomentumPrice trend strength over different horizons
6M Return
-0.3%
12M Return
-9.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-14.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.35
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.3%
Earnings Stability (CV)
Lower = more stable
1.378
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
17.2%
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
35
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
35
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
35
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