Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/893f673f-99a3-430b-9e45-a4bd02cd2020/
TCPC
BlackRock TCP Capital CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
27.3%
💰
High Yield
Div 27.3%
🚀
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
80.0%ile
P/S
12.7×
P/B
0.5×
FCF Yield
0.615
SH Yield
0.273
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
24.00000000
/100 — 1=cheapest
VC2 (Trending Value)
16.00000000
/100
VC3 (Buyback)
16.00000000
/100
FCF yield of 61.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
18.0%ile
ROE
-0.223
ROA
-0.084
Net Margin
-5.159
Op Margin
0.336
GPA
-0.012
D/E
1.67
Current
6.35
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.374
Stability
2.230
lower=better
Accruals
-0.179
lower=better
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
5.0%ile
6M Return
-34.0%
12M Return
-44.2%
12-1 Mom
-36.4%
Risk-Adj
-1.07
Vol 252d
34.0%
Vol 60d
84.6%
↑ Expanding
Max DD 12M
-50.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -36% signals a downtrend — price is moving against you. Near-term vol (85%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.44
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
47.9%
Sector Quality %ile
3.2%
P/B z-score
-0.09
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (80th value) but weak quality (18th). Classic value trap risk.
Falling Knife
Weak momentum (5th) despite looking cheap (80th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 27.3% backed by 61.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (85%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.8% avg (4 factors)
Quality
D
44.8% avg (8 factors)
Momentum
F
0.0% avg (4 factors)
Risk
B
60.0% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.440 | —0 | — | |
| Value %ile | 0.800 | —1 | — | |
| Quality %ile | 0.180 | —1 | — | |
| Momentum %ile | 0.050 | —1 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 0.340 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
12.69
Price / Book
0.55
Price / Cash Flow
2.14
FCF Yield
61.5%
Sales Yield (1/P·S)
0.1039
Shareholder Yield
Div + net buyback / mktcap
27.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-22.3%
Return on Assets
-8.4%
Net Margin
-515.9%
Operating Margin
33.6%
Gross Profit / Assets
Novy-Marx GPA
-1.2%
Debt / Equity
1.67
Current Ratio
6.35
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.179
MomentumPrice trend strength over different horizons
6M Return
-34.0%
12M Return
-44.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-36.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.07
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-37.4%
Earnings Stability (CV)
Lower = more stable
2.230
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
27.3%
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
24
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
16
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
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