Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/79a3412d-aa24-4b56-994f-b27a0e761144/
COF
Centuria Office REITSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.855
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.5%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/S
3.4×
P/B
0.5×
E/P
0.0632
FCF Yield
0.038
EBITDA/EV
0.020
SH Yield
0.115
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
84.00000000
/100 — 1=cheapest
VC2 (Trending Value)
13.00000000
/100
VC3 (Buyback)
14.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
-0.020
ROA
-0.010
Net Margin
-0.129
Op Margin
0.583
GPA
0.073
Current
0.33
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.045
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
9.0%ile
6M Return
-18.3%
12M Return
-23.7%
12-1 Mom
-21.1%
Risk-Adj
-1.36
Vol 252d
15.5%
Vol 60d
34.2%
↑ Expanding
Max DD 12M
-29.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -21% signals a downtrend — price is moving against you. Near-term vol (34%) is expanding vs long-term (16%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.73
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 51 peers
Sector Value %ile
76.9%
Sector Quality %ile
48.1%
P/B z-score
-0.18
Sector Avg OS
56.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (88th) and quality (83th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (9th) despite looking cheap (88th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (34%) significantly exceeds 252-day (16%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.0% avg (6 factors)
Quality
F
19.1% avg (6 factors)
Momentum
F
6.7% avg (4 factors)
Risk
A
90.8% 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 weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.730 | —8 | — | |
| Value %ile | 0.880 | —8 | — | |
| Quality %ile | 0.830 | —8 | — | |
| Momentum %ile | 0.090 | —8 | — | |
| F-Score | 3.000 | —8 | — | |
| Confidence | 0.419 | —0 | — | |
| Volatility | 0.155 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0632
Price / Sales
3.40
Price / Book
0.52
FCF Yield
3.8%
EBITDA / EV
2.0%
Sales Yield (1/P·S)
0.1085
Shareholder Yield
Div + net buyback / mktcap
11.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-2.0%
Return on Assets
-1.0%
Net Margin
-12.9%
Operating Margin
58.3%
Gross Profit / Assets
Novy-Marx GPA
7.3%
Current Ratio
0.33
MomentumPrice trend strength over different horizons
6M Return
-18.3%
12M Return
-23.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-21.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.36
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
11.5%
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
84
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
13
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity