Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8f116ae6-4c6f-494b-bf2a-08b1810dd015/
ABX
Abacus Global Management, Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.789
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +110%
🔄
Shareholder Yield
9.3%
💰
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
70.0%ile
P/E
21.5×
P/S
3.4×
P/B
2.0×
E/P
0.0466
FCF Yield
0.110
EBITDA/EV
0.099
SH Yield
0.093
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
31.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
23.00000000
/100
FCF yield of 11.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.094
ROA
0.047
Net Margin
0.156
Op Margin
0.345
GPA
0.268
Current
1.91
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.102
Stability
0.577
lower=better
Accruals
-0.107
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
27.1%
12M Return
49.3%
12-1 Mom
54.8%
Risk-Adj
0.87
Vol 252d
63.1%
Vol 60d
138.1%
↑ Expanding
Max DD 12M
-29.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 55% is very strong — a clear uptrend. Near-term vol (138%) is expanding vs long-term (63%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
23.4%
Sector Quality %ile
85.6%
P/E z-score
0.36
P/B z-score
-0.03
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (70th) and quality (89th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (70th value) with strong momentum (85th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 9.3% backed by 11.0% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (85th) but high volatility (63%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (138%) significantly exceeds 252-day (63%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.8% avg (7 factors)
Quality
B
61.3% avg (7 factors)
Momentum
A
76.5% avg (4 factors)
Risk
F
11.4% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.920 | —1 | — | |
| Value %ile | 0.700 | —1 | — | |
| Quality %ile | 0.890 | —1 | — | |
| Momentum %ile | 0.850 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.631 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
21.48
Earnings Yield (E/P)
0.0466
Price / Sales
3.36
Price / Book
2.01
Price / Cash Flow
6.59
FCF Yield
11.0%
EBITDA / EV
9.9%
Sales Yield (1/P·S)
0.2188
Shareholder Yield
Div + net buyback / mktcap
9.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.4%
Return on Assets
4.7%
Net Margin
15.6%
Operating Margin
34.5%
Gross Profit / Assets
Novy-Marx GPA
26.8%
Current Ratio
1.91
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.107
External Financing
Net issuance — lower=better
0.070
MomentumPrice trend strength over different horizons
6M Return
27.1%
12M Return
49.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
54.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.87
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
110.2%
Earnings Stability (CV)
Lower = more stable
0.577
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
2.3%
Buyback Yield
6.9%
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
31
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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
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Op Income
OCF
CapEx
Equity