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REFI

Chicago Atlantic Real Estate Finance Inc
Chart
$11.28
Latest Week 2026-06-05
Real EstateReit - MortgageMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.86
OS Score
92.0%
Value
80.0%
Quality
18.0%
Momentum
#58.00000000
TV Rank
3/9
F-Score
0.858
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.858
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 6.00000000
📐
EBITDA/EV
2805.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
16.6%
💰
High Yield
Div 16.6%
🚀
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
92.0%ile
P/E
7.9×
P/S
4.1×
P/B
0.8×
E/P
0.1271
FCF Yield
0.074
EBITDA/EV
28.051
SH Yield
0.166
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
11.00000000
/100 — 1=cheapest
VC2 (Trending Value)
6.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 7.9x places this firmly in deep value territory. FCF yield of 7.4% is strong — the business generates significant free cash relative to price. VC2 score of 6.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
80.0%ile
ROE
0.102
ROA
0.071
Net Margin
0.518
Op Margin
150.557
GPA
0.128
D/E
0.44
Current
0.40
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.090
Earn Growth
-0.197
Stability
0.215
lower=better
Accruals
0.015
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.44.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
18.0%ile
6M Return
-4.3%
12M Return
-9.0%
12-1 Mom
-3.5%
Risk-Adj
-0.15
Vol 252d
23.2%
Vol 60d
48.2%
↑ Expanding
Max DD 12M
-14.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (48%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 252 peers
Sector Value %ile
98.4%
Sector Quality %ile
86.6%
P/E z-score
-0.28
P/B z-score
-0.17
Sector Avg OS
40.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
RMR RMR Group Inc 97.0% 91.0% 85.0% 83.0%
IHS IHS Holding Ltd 97.0% 87.0% 92.0% 84.0%
AXR AMREP Corporation 96.0% 92.0% 84.0% 71.0%
CBL CBL & Associates Properties Inc 96.0% 82.0% 88.0% 92.0%
UNIT Uniti Group Inc 92.0% 79.0% 66.0% 87.0%
HST Host Hotels & Resorts Inc 92.0% 68.0% 89.0% 87.0%
MRP Millrose Properties, Inc. 91.0% 91.0% 92.0% 31.0%
JLL Jones Lang LaSalle Incorporated 91.0% 71.0% 85.0% 78.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (92th) and quality (80th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (18th) despite looking cheap (92th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 16.6% backed by 7.4% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (48%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.9% avg (7 factors)
Quality
C
54.1% avg (8 factors)
Momentum
F
26.4% avg (4 factors)
Risk
A
78.0% avg (1 factors)
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
FactorCurrentStreakTrendSpark
OS Composite0.860—1—
Value %ile0.920—1—
Quality %ile0.800—1—
Momentum %ile0.180—1—
F-Score3.000—1—
Confidence1.000—1—
Volatility0.232—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.87
Earnings Yield (E/P)
0.1271
Price / Sales
4.07
Price / Book
0.80
Price / Cash Flow
9.96
FCF Yield
7.4%
EBITDA / EV
2805.1%
Sales Yield (1/P·S)
0.1798
Shareholder Yield
Div + net buyback / mktcap
16.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.2%
Return on Assets
7.1%
Net Margin
51.8%
Operating Margin
15055.7%
Gross Profit / Assets
Novy-Marx GPA
12.8%
Debt / Equity
0.44
Current Ratio
0.40
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.015
MomentumPrice trend strength over different horizons
6M Return
-4.3%
12M Return
-9.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-3.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.15
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.0%
Earnings Growth (YoY)
-19.7%
Earnings Stability (CV)
Lower = more stable
0.215
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
3
Dividend Yield
16.6%
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
11
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
6
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
58
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
Show all
Op Income
OCF
CapEx
Equity