Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9212c1ee-40db-49a5-b8d1-b8e5aa7ba139/
AMP
Ameriprise Financial IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.2%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
7.0%
💰
High Yield
Div 7.0%
🚀
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
29.0%ile
P/E
11.0×
P/S
2.2×
P/B
6.9×
E/P
0.0907
FCF Yield
0.047
EBITDA/EV
0.132
SH Yield
0.070
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
70.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
30.00000000
/100
P/E of 11.0x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
71.0%ile
ROE
0.627
ROA
0.021
Net Margin
0.203
Op Margin
0.240
GPA
0.041
D/E
28.69
Current
0.70
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.098
Earn Growth
0.301
Stability
0.245
lower=better
Accruals
0.012
lower=better
5yr Consist
Yes
ROE of 63% is exceptional. Highly leveraged with D/E of 28.69 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
18.0%ile
6M Return
-4.1%
12M Return
-11.2%
12-1 Mom
-9.0%
Risk-Adj
-0.40
Vol 252d
22.5%
Vol 60d
51.6%
↑ Expanding
Max DD 12M
-19.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (52%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.25
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
39.5%
P/E z-score
-0.14
P/B z-score
0.16
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Leveraged Returns
Strong ROE (63%) boosted by high leverage (D/E 28.7). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (71th) but expensive (29th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (52%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.5% avg (7 factors)
Quality
D
43.7% avg (8 factors)
Momentum
F
22.4% avg (4 factors)
Risk
A
79.1% 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 | 0.250 | —1 | — | |
| Value %ile | 0.290 | —1 | — | |
| Quality %ile | 0.710 | —1 | — | |
| Momentum %ile | 0.180 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.225 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.03
Earnings Yield (E/P)
0.0907
Price / Sales
2.24
Price / Book
6.92
Price / Cash Flow
25.79
FCF Yield
4.7%
EBITDA / EV
13.2%
Sales Yield (1/P·S)
0.4744
Shareholder Yield
Div + net buyback / mktcap
7.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
62.7%
Return on Assets
2.1%
Net Margin
20.3%
Operating Margin
24.0%
Gross Profit / Assets
Novy-Marx GPA
4.1%
Debt / Equity
28.69
Current Ratio
0.70
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.012
MomentumPrice trend strength over different horizons
6M Return
-4.1%
12M Return
-11.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-9.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.40
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.8%
Earnings Growth (YoY)
30.1%
Earnings Stability (CV)
Lower = more stable
0.245
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
7.0%
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
70
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
30
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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