Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/93f0c58d-0de1-4552-b7be-cb4077759dd8/
FXNC
First National CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
✗
◆
Quality × Value
QV 0.910
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.5
◇
VC2 Cheapest
✗
📐
EBITDA/EV
24.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +22%
🔄
Shareholder Yield
2.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 45%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 90th
🛡
Low Volatility
Vol 25%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.83
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
12.5×
P/S
2.3×
P/B
1.4×
E/P
0.0798
FCF Yield
0.274
EBITDA/EV
0.241
SH Yield
0.022
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
14.00000000
/100
FCF yield of 27.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.111
ROA
0.010
Net Margin
0.181
Op Margin
0.225
GPA
0.043
D/E
10.01
Current
0.11
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.218
Earn Growth
2.920
Stability
0.709
lower=better
Accruals
-0.003
lower=better
5yr Consist
No
Highly leveraged with D/E of 10.01 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
84.0%ile
6M Return
19.7%
12M Return
51.4%
12-1 Mom
44.8%
Risk-Adj
1.83
Vol 252d
24.5%
Vol 60d
52.6%
↑ Expanding
Max DD 12M
-9.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 45% is very strong — a clear uptrend. Risk-adjusted momentum of 1.83 is excellent — strong returns relative to volatility. Near-term vol (53%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
76.4%
Sector Quality %ile
92.6%
P/E z-score
-0.07
P/B z-score
-0.05
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 (90th) and quality (92th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (90th value) with strong momentum (84th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 22% with P/E of 13×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.0% avg (7 factors)
Quality
D
32.8% avg (8 factors)
Momentum
A
79.0% avg (4 factors)
Risk
A
75.8% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —1 | — | |
| Value %ile | 0.900 | —1 | — | |
| Quality %ile | 0.920 | —1 | — | |
| Momentum %ile | 0.840 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.245 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.52
Earnings Yield (E/P)
0.0798
Price / Sales
2.26
Price / Book
1.39
Price / Cash Flow
9.37
FCF Yield
27.4%
EBITDA / EV
24.1%
Sales Yield (1/P·S)
0.9872
Shareholder Yield
Div + net buyback / mktcap
2.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.1%
Return on Assets
1.0%
Net Margin
18.1%
Operating Margin
22.5%
Gross Profit / Assets
Novy-Marx GPA
4.3%
Debt / Equity
10.01
Current Ratio
0.11
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.003
MomentumPrice trend strength over different horizons
6M Return
19.7%
12M Return
51.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
44.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.83
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
21.8%
Earnings Growth (YoY)
292.0%
Earnings Stability (CV)
Lower = more stable
0.709
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
2.2%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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