Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9403dd1c-db4a-40ed-b7c1-d1c4b289ff00/
ABR
Arbor Realty TrustSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
✗
◆
Quality × Value
QV 0.826
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.3
◇
VC2 Cheapest
VC2 4.00000000
📐
EBITDA/EV
8.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +97%
🔄
Shareholder Yield
26.4%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 91th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
91.0%ile
P/E
9.3×
P/S
0.9×
P/B
0.4×
E/P
0.1070
FCF Yield
0.031
EBITDA/EV
0.087
SH Yield
0.264
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 9.3x places this firmly in deep value territory. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
75.0%ile
ROE
0.041
ROA
0.008
Net Margin
0.098
Op Margin
0.707
GPA
0.076
D/E
4.08
Current
0.13
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.971
Earn Growth
-0.498
Stability
0.469
lower=better
Accruals
-0.006
lower=better
5yr Consist
No
Highly leveraged with D/E of 4.08 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
8.0%ile
6M Return
-36.5%
12M Return
-41.9%
12-1 Mom
-22.6%
Risk-Adj
-0.56
Vol 252d
40.5%
Vol 60d
94.2%
↑ Expanding
Max DD 12M
-53.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -23% signals a downtrend — price is moving against you. Near-term vol (94%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 252 peers
Sector Value %ile
96.8%
Sector Quality %ile
79.4%
P/E z-score
-0.27
P/B z-score
-0.20
Sector Avg OS
40.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (91th) and quality (75th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 97% with P/E of 9×. Growth isn't fully priced in.
Falling Knife
Weak momentum (8th) despite looking cheap (91th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (94%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
76.7% avg (7 factors)
Quality
D
30.4% avg (8 factors)
Momentum
F
3.5% avg (4 factors)
Risk
C
49.2% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.830 | —1 | — | |
| Value %ile | 0.910 | —1 | — | |
| Quality %ile | 0.750 | —1 | — | |
| Momentum %ile | 0.080 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.405 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.34
Earnings Yield (E/P)
0.1070
Price / Sales
0.92
Price / Book
0.39
Price / Cash Flow
5.21
FCF Yield
3.1%
EBITDA / EV
8.7%
Sales Yield (1/P·S)
0.1191
Shareholder Yield
Div + net buyback / mktcap
26.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.1%
Return on Assets
0.8%
Net Margin
9.8%
Operating Margin
70.7%
Gross Profit / Assets
Novy-Marx GPA
7.6%
Debt / Equity
4.08
Current Ratio
0.13
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.006
MomentumPrice trend strength over different horizons
6M Return
-36.5%
12M Return
-41.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-22.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.56
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
97.1%
Earnings Growth (YoY)
-49.8%
Earnings Stability (CV)
Lower = more stable
0.469
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
26.4%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
93
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