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PFLT

PennantPark Floating Rate Capital Ltd
Chart
7.25 USD
Latest Week 2026-07-17
Financial ServicesAsset ManagementSMALL
Snapshot 2026-07-19 · 0.6w · Fresh
0.65
OS Score
74.0%
Value
63.0%
Quality
13.0%
Momentum
4/9
F-Score
0.683
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.683
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
12.1%
💰
High Yield
Div 16.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.86
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/E
11.6×
P/S
4.0×
P/B
0.7×
E/P
0.0392
FCF Yield
0.092
EBITDA/EV
0.039
SH Yield
0.121
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
24.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
19.00000000
/100
P/E of 11.6x places this firmly in deep value territory. FCF yield of 9.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
63.0%ile
ROE
0.060
ROA
0.023
Net Margin
0.348
Op Margin
0.499
GPA
0.032
D/E
1.65
Current
3.05
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.019
Earn Growth
-0.086
Stability
0.721
lower=better
Accruals
-0.053
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
13.0%ile
6M Return
-19.3%
12M Return
-23.5%
12-1 Mom
-21.9%
Risk-Adj
-0.96
Vol 252d
23.0%
Vol 60d
51.2%
↑ Expanding
Max DD 12M
-24.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -22% signals a downtrend — price is moving against you. Near-term vol (51%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.65
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
35.3%
Sector Quality %ile
33.9%
P/E z-score
-0.19
P/B z-score
-0.07
Sector Avg OS
85.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 89.0%
IX Orix Corp Ads 99.0% 98.0% 82.0% 90.0%
CARE Carter Bank and Trust 99.0% 96.0% 96.0% 91.0%
RILYL BRC Group Holdings, Inc. 99.0% 94.0% 88.0% 95.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 91.0%
IFS Intercorp Financial Services Inc 98.0% 98.0% 83.0% 88.0%
MRX Marex Group plc Ordinary Shares 98.0% 93.0% 81.0% 89.0%
MFG Mizuho Financial Group Inc. 98.0% 97.0% 70.0% 91.0%
Factor Interactions
Falling Knife
Weak momentum (13th) despite looking cheap (74th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 12.1% backed by 9.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.0% avg (7 factors)
Quality
C
59.4% avg (8 factors)
Momentum
F
6.5% avg (4 factors)
Risk
A
78.4% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.650—0—
Value %ile0.740—6—
Quality %ile0.630—0—
Momentum %ile0.130—7—
F-Score4.000—7—
Confidence0.969—7—
Volatility0.230—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.61
Earnings Yield (E/P)
0.0392
Price / Sales
4.04
Price / Book
0.69
Price / Cash Flow
3.44
FCF Yield
9.2%
EBITDA / EV
3.9%
Sales Yield (1/P·S)
0.0785
Shareholder Yield
Div + net buyback / mktcap
12.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.0%
Return on Assets
2.3%
Net Margin
34.8%
Operating Margin
49.9%
Gross Profit / Assets
Novy-Marx GPA
3.2%
Debt / Equity
1.65
Current Ratio
3.05
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.053
MomentumPrice trend strength over different horizons
6M Return
-19.3%
12M Return
-23.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-21.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.96
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.9%
Earnings Growth (YoY)
-8.6%
Earnings Stability (CV)
Lower = more stable
0.721
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
16.5%
Buyback Yield
-4.4%
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
24
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
19
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity