Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8c7e3c22-2b8e-4c94-85cb-a297d420b107/
TCBIO
Texas Capital Bancshares, Inc.Snapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
14 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
#39
◆
Quality × Value
QV 0.918
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.5
💎
Deep Value
P/E 2.6
◇
VC2 Cheapest
VC2 1
📐
EBITDA/EV
56.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +14%
🔄
Shareholder Yield
31.5%
💰
High Yield
Div 7.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 98%
🛡
Low Volatility
Vol 13%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
2.6×
P/S
0.5×
P/B
0.3×
E/P
0.5092
FCF Yield
0.957
EBITDA/EV
0.569
SH Yield
0.315
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
1.00000000
/100
VC3 (Buyback)
1.00000000
/100
P/E of 2.6x places this firmly in deep value territory. FCF yield of 95.7% is strong — the business generates significant free cash relative to price. VC2 score of 1.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.099
ROA
0.011
Net Margin
0.177
Op Margin
0.237
GPA
0.038
D/E
8.29
Current
0.10
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.136
Earn Growth
2.627
Stability
0.926
lower=better
Accruals
-0.016
lower=better
5yr Consist
No
Highly leveraged with D/E of 8.29 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
36.0%ile
6M Return
4.8%
12M Return
4.6%
12-1 Mom
3.4%
Risk-Adj
0.26
Vol 252d
12.9%
Vol 60d
23.5%
↑ Expanding
Max DD 12M
-8.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (23%) is expanding vs long-term (13%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
98.4%
Sector Quality %ile
80.4%
P/E z-score
-0.49
P/B z-score
-0.15
Sector Avg OS
85.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (86th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (98th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 31.5% backed by 95.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (23%) significantly exceeds 252-day (13%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
99.8% avg (7 factors)
Quality
D
33.1% avg (8 factors)
Momentum
D
37.8% avg (4 factors)
Risk
A
95.2% 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 Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.930 | —6 | — | |
| Value %ile | 0.980 | —6 | — | |
| Quality %ile | 0.860 | —6 | — | |
| Momentum %ile | 0.360 | —0 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.129 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.63
Earnings Yield (E/P)
0.5092
Price / Sales
0.47
Price / Book
0.26
Price / Cash Flow
1.06
FCF Yield
95.7%
EBITDA / EV
56.9%
Sales Yield (1/P·S)
2.1487
Shareholder Yield
Div + net buyback / mktcap
31.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.9%
Return on Assets
1.1%
Net Margin
17.7%
Operating Margin
23.7%
Gross Profit / Assets
Novy-Marx GPA
3.8%
Debt / Equity
8.29
Current Ratio
0.10
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.016
MomentumPrice trend strength over different horizons
6M Return
4.8%
12M Return
4.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
3.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
13.6%
Earnings Growth (YoY)
262.7%
Earnings Stability (CV)
Lower = more stable
0.926
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
7.0%
Buyback Yield
24.5%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
1
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
1
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
39
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