Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7ae208c7-f390-4d9a-a48d-7456bbfff89c/

AMAL

Amalgamated Bank
Chart
$42.42
Latest Week 2026-06-05
Financial ServicesBanks - RegionalSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.95
OS Score
83.0%
Value
88.0%
Quality
81.0%
Momentum
6/9
F-Score
0.855
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.855
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.2
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 40%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 83th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.39
V
Value Analysis
Cheapness relative to fundamentals
83.0%ile
P/E
12.2×
P/S
2.7×
P/B
1.6×
E/P
0.0818
FCF Yield
0.127
EBITDA/EV
0.108
SH Yield
0.014
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
22.00000000
/100
VC3 (Buyback)
22.00000000
/100
FCF yield of 12.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.130
ROA
0.011
Net Margin
0.224
Op Margin
0.298
GPA
0.035
D/E
10.36
Current
7.33
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.064
Earn Growth
0.004
Stability
0.044
lower=better
Accruals
-0.006
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 10.36 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
38.2%
12M Return
41.3%
12-1 Mom
40.1%
Risk-Adj
1.39
Vol 252d
28.9%
Vol 60d
62.0%
↑ Expanding
Max DD 12M
-22.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 40% is very strong — a clear uptrend. Near-term vol (62%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
55.9%
Sector Quality %ile
83.0%
P/E z-score
-0.09
P/B z-score
-0.05
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
PKBK Parke Bancorp Inc 98.0% 91.0% 86.0% 88.0%
HAFC Hanmi Financial Corporation 98.0% 94.0% 90.0% 79.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (83th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (83th value) with strong momentum (81th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (62%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.8% avg (7 factors)
Quality
C
50.3% avg (8 factors)
Momentum
A
77.8% avg (4 factors)
Risk
B
68.5% avg (1 factors)
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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.950—1—
Value %ile0.830—1—
Quality %ile0.880—1—
Momentum %ile0.810—1—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.289—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.22
Earnings Yield (E/P)
0.0818
Price / Sales
2.73
Price / Book
1.58
Price / Cash Flow
8.08
FCF Yield
12.7%
EBITDA / EV
10.8%
Sales Yield (1/P·S)
0.3501
Shareholder Yield
Div + net buyback / mktcap
1.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.0%
Return on Assets
1.1%
Net Margin
22.4%
Operating Margin
29.8%
Gross Profit / Assets
Novy-Marx GPA
3.5%
Debt / Equity
10.36
Current Ratio
7.33
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.006
MomentumPrice trend strength over different horizons
6M Return
38.2%
12M Return
41.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
40.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.39
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.4%
Earnings Growth (YoY)
0.4%
Earnings Stability (CV)
Lower = more stable
0.044
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
1.4%
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
22
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
22
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