Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9330d057-76b5-41a5-afa4-b8b47ee618a4/

BPRN

Bank Of Princeton
Chart
38.56 USD
Latest Week 2026-07-17
Financial ServicesBanks - RegionalMICRO
Snapshot 2026-07-19 · 0.6w · Fresh
0.93
OS Score
93.0%
Value
63.0%
Quality
72.0%
Momentum
#36.00000000
TV Rank
6/9
F-Score
0.765
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
#36
◆
Quality × Value
QV 0.765
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 13.5
◇
VC2 Cheapest
VC2 10
📐
EBITDA/EV
16.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.5%
💰
High Yield
Div 3.5%
🚀
Momentum Leaders
12-1 25%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 93%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.88
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/E
13.5×
P/S
1.9×
P/B
1.0×
E/P
0.1514
FCF Yield
0.161
EBITDA/EV
0.167
SH Yield
0.065
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
13.00000000
/100
FCF yield of 16.1% is strong — the business generates significant free cash relative to price. VC2 score of 10.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
63.0%ile
ROE
0.071
ROA
0.009
Net Margin
0.142
Op Margin
0.181
GPA
0.035
D/E
7.24
Current
0.12
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.004
Earn Growth
0.726
Stability
0.995
lower=better
Accruals
-0.003
lower=better
5yr Consist
No
Highly leveraged with D/E of 7.24 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
72.0%ile
6M Return
7.7%
12M Return
25.3%
12-1 Mom
24.6%
Risk-Adj
0.99
Vol 252d
25.0%
Vol 60d
51.6%
↑ Expanding
Max DD 12M
-14.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (52%) is expanding vs long-term (25%) — 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
86.0%
Sector Quality %ile
33.9%
P/E z-score
-0.13
P/B z-score
-0.06
Sector Avg OS
85.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BAP Credicorp Ltd 99.0% 97.0% 96.0% 91.0%
RILYL BRC Group Holdings, Inc. 99.0% 94.0% 88.0% 95.0%
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%
MCY Mercury General Corporation 98.0% 95.0% 83.0% 86.0%
BBDO Banco Bradesco S/A ADR 98.0% 97.0% 92.0% 77.0%
MFG Mizuho Financial Group Inc. 98.0% 97.0% 70.0% 91.0%
Factor Interactions
Trending Value Signal
Cheap (93th value) with strong momentum (72th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 6.5% backed by 16.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (52%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
90.1% avg (7 factors)
Quality
F
27.8% avg (8 factors)
Momentum
C
56.1% avg (4 factors)
Risk
A
75.0% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.930—7—
Value %ile0.930—7—
Quality %ile0.630—0—
Momentum %ile0.720—2—
F-Score6.000—0—
Confidence0.969—7—
Volatility0.250—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.49
Earnings Yield (E/P)
0.1514
Price / Sales
1.92
Price / Book
0.96
Price / Cash Flow
10.32
FCF Yield
16.1%
EBITDA / EV
16.7%
Sales Yield (1/P·S)
0.8350
Shareholder Yield
Div + net buyback / mktcap
6.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.1%
Return on Assets
0.9%
Net Margin
14.2%
Operating Margin
18.1%
Gross Profit / Assets
Novy-Marx GPA
3.5%
Debt / Equity
7.24
Current Ratio
0.12
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.003
MomentumPrice trend strength over different horizons
6M Return
7.7%
12M Return
25.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
24.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.99
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.4%
Earnings Growth (YoY)
72.6%
Earnings Stability (CV)
Lower = more stable
0.995
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
3.5%
Buyback Yield
3.0%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
36
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