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AGM-A
Federal Agricultural Mortgage CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.3
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
5.0%
💰
High Yield
✗
🚀
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
70.0%ile
P/E
8.4×
P/S
1.3×
P/B
1.1×
E/P
0.1195
FCF Yield
0.006
EBITDA/EV
0.007
SH Yield
0.050
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
24.00000000
/100 — 1=cheapest
VC2 (Trending Value)
18.00000000
/100
VC3 (Buyback)
18.00000000
/100
P/E of 8.4x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
10.0%ile
ROE
0.126
ROA
0.006
Net Margin
0.160
Op Margin
0.195
GPA
0.011
D/E
20.39
Current
0.21
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.155
Earn Growth
0.068
Stability
0.084
lower=better
Accruals
0.000
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 20.39 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
30.0%ile
6M Return
9.0%
12M Return
10.7%
12-1 Mom
6.5%
Risk-Adj
0.20
Vol 252d
32.3%
Vol 60d
69.1%
↑ Expanding
Max DD 12M
-20.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (69%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.43
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
23.4%
Sector Quality %ile
1.0%
P/E z-score
-0.27
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (70th value) but weak quality (10th). Classic value trap risk.
Volatility Expanding
60-day vol (69%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.9% avg (7 factors)
Quality
D
30.2% avg (8 factors)
Momentum
D
41.5% avg (4 factors)
Risk
B
62.9% 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 | 0.430 | —0 | — | |
| Value %ile | 0.700 | —1 | — | |
| Quality %ile | 0.100 | —1 | — | |
| Momentum %ile | 0.300 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.323 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.37
Earnings Yield (E/P)
0.1195
Price / Sales
1.34
Price / Book
1.06
Price / Cash Flow
8.18
FCF Yield
0.6%
EBITDA / EV
0.7%
Sales Yield (1/P·S)
0.0381
Shareholder Yield
Div + net buyback / mktcap
5.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.6%
Return on Assets
0.6%
Net Margin
16.0%
Operating Margin
19.5%
Gross Profit / Assets
Novy-Marx GPA
1.1%
Debt / Equity
20.39
Current Ratio
0.21
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.000
MomentumPrice trend strength over different horizons
6M Return
9.0%
12M Return
10.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
6.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.20
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-15.5%
Earnings Growth (YoY)
6.8%
Earnings Stability (CV)
Lower = more stable
0.084
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
3
Dividend Yield
5.0%
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
24
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
18
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
18
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
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Op Income
OCF
CapEx
Equity