Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9db8a2b5-6f2c-4135-b7b5-b5d32460a81b/
MITT
AG Mortgage Investment Trust IncSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 5
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
12.7%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.72
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
83.0%ile
P/E
6.8×
P/S
0.5×
P/B
0.4×
E/P
0.0433
FCF Yield
0.008
EBITDA/EV
0.058
SH Yield
0.127
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
6.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 6.8x places this firmly in deep value territory. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
20.0%ile
ROE
0.062
ROA
0.004
Net Margin
0.071
Op Margin
0.743
GPA
0.042
D/E
14.22
Current
0.14
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.114
Earn Growth
-0.274
Stability
0.786
lower=better
Accruals
-0.004
lower=better
5yr Consist
No
Highly leveraged with D/E of 14.22 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
29.0%ile
6M Return
-15.6%
12M Return
1.3%
12-1 Mom
10.0%
Risk-Adj
0.41
Vol 252d
24.3%
Vol 60d
55.6%
↑ Expanding
Max DD 12M
-20.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (56%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.61
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 242 peers
Sector Value %ile
93.4%
Sector Quality %ile
25.1%
P/E z-score
-0.36
P/B z-score
-0.33
Sector Avg OS
39.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (83th value) but weak quality (20th). Classic value trap risk.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.6% avg (7 factors)
Quality
F
28.8% avg (8 factors)
Momentum
D
33.7% avg (4 factors)
Risk
A
76.2% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.610 | —0 | — | |
| Value %ile | 0.830 | —8 | — | |
| Quality %ile | 0.200 | —8 | — | |
| Momentum %ile | 0.290 | —1 | — | |
| F-Score | 3.000 | —8 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.243 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.84
Earnings Yield (E/P)
0.0433
Price / Sales
0.49
Price / Book
0.42
Price / Cash Flow
3.39
FCF Yield
0.8%
EBITDA / EV
5.8%
Sales Yield (1/P·S)
0.0584
Shareholder Yield
Div + net buyback / mktcap
12.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.2%
Return on Assets
0.4%
Net Margin
7.1%
Operating Margin
74.3%
Gross Profit / Assets
Novy-Marx GPA
4.2%
Debt / Equity
14.22
Current Ratio
0.14
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.004
MomentumPrice trend strength over different horizons
6M Return
-15.6%
12M Return
1.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
10.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.41
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
11.4%
Earnings Growth (YoY)
-27.4%
Earnings Stability (CV)
Lower = more stable
0.786
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
12.7%
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
6
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
66
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