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CTO

CTO Realty Growth Inc
Chart
$20.52
Latest Week 2026-06-05
Real EstateReit - DiversifiedSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.27
OS Score
28.0%
Value
27.0%
Quality
70.0%
Momentum
6/9
F-Score
0.275
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
8.6%
💰
High Yield
Div 8.6%
🚀
Momentum Leaders
12-1 19%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
28.0%ile
P/E
47.2×
P/S
4.3×
P/B
1.2×
E/P
0.0212
FCF Yield
0.124
EBITDA/EV
0.101
SH Yield
0.086
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
70.00000000
/100 — 1=cheapest
VC2 (Trending Value)
29.00000000
/100
VC3 (Buyback)
29.00000000
/100
P/E of 47.2x is premium-priced — the market is paying up for expected growth. FCF yield of 12.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
27.0%ile
ROE
0.025
ROA
0.011
Net Margin
0.091
Op Margin
0.270
GPA
-0.003
D/E
1.26
Current
7.23
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.172
Stability
14.343
lower=better
Accruals
-0.042
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
70.0%ile
6M Return
18.8%
12M Return
20.1%
12-1 Mom
18.7%
Risk-Adj
0.98
Vol 252d
19.2%
Vol 60d
40.7%
↑ Expanding
Max DD 12M
-13.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (41%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.27
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 252 peers
Sector Value %ile
46.6%
Sector Quality %ile
43.1%
P/E z-score
-0.09
P/B z-score
-0.15
Sector Avg OS
40.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IHS IHS Holding Ltd 97.0% 87.0% 92.0% 84.0%
RMR RMR Group Inc 97.0% 91.0% 85.0% 83.0%
CBL CBL & Associates Properties Inc 96.0% 82.0% 88.0% 92.0%
AXR AMREP Corporation 96.0% 92.0% 84.0% 71.0%
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%
VTMX Corporación Inmobiliaria Vesta, S.A.B de C.V. 91.0% 78.0% 79.0% 74.0%
MRP Millrose Properties, Inc. 91.0% 91.0% 92.0% 31.0%
Factor Interactions
Strong Capital Return
Shareholder yield 8.6% backed by 12.4% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (41%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.1% avg (7 factors)
Quality
C
49.6% avg (8 factors)
Momentum
C
56.1% avg (4 factors)
Risk
A
84.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.270—1—
Value %ile0.280—1—
Quality %ile0.270—1—
Momentum %ile0.700—1—
F-Score6.000—0—
Confidence0.970—1—
Volatility0.192—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
47.16
Earnings Yield (E/P)
0.0212
Price / Sales
4.31
Price / Book
1.16
Price / Cash Flow
9.69
FCF Yield
12.4%
EBITDA / EV
10.1%
Sales Yield (1/P·S)
0.1184
Shareholder Yield
Div + net buyback / mktcap
8.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.5%
Return on Assets
1.1%
Net Margin
9.1%
Operating Margin
27.0%
Gross Profit / Assets
Novy-Marx GPA
-0.3%
Debt / Equity
1.26
Current Ratio
7.23
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.042
MomentumPrice trend strength over different horizons
6M Return
18.8%
12M Return
20.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.98
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
17.2%
Earnings Stability (CV)
Lower = more stable
14.343
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
8.6%
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
70
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
29
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
29
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