Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a34236ee-b0eb-4aa5-a06c-8c30a6fd3406/
SOFI
SoFi Technologies Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
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
9.0%ile
P/E
38.3×
P/S
4.3×
P/B
2.0×
E/P
0.0261
FCF Yield
-0.102
EBITDA/EV
0.045
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
84.00000000
/100 — 1=cheapest
VC2 (Trending Value)
88.00000000
/100
VC3 (Buyback)
88.00000000
/100
P/E of 38.3x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-10.2%) — the business is currently cash-consumptive. VC2 score of 88.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
13.0%ile
ROE
0.053
ROA
0.011
Net Margin
0.112
Op Margin
0.126
GPA
0.073
D/E
3.97
Current
5.06
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.321
Earn Growth
0.198
Stability
0.735
lower=better
Accruals
0.053
lower=better
5yr Consist
No
Highly leveraged with D/E of 3.97 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
30.0%ile
6M Return
-42.3%
12M Return
12.6%
12-1 Mom
10.6%
Risk-Adj
0.19
Vol 252d
55.7%
Vol 60d
125.8%
↑ Expanding
Max DD 12M
-48.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (126%) is expanding vs long-term (56%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.02
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
1.4%
P/E z-score
1.17
P/B z-score
-0.03
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (126%) significantly exceeds 252-day (56%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
32.8% avg (7 factors)
Quality
D
34.9% avg (8 factors)
Momentum
D
31.1% avg (4 factors)
Risk
F
23.9% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.020 | —1 | — | |
| Value %ile | 0.090 | —1 | — | |
| Quality %ile | 0.130 | —1 | — | |
| Momentum %ile | 0.300 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.557 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
38.29
Earnings Yield (E/P)
0.0261
Price / Sales
4.30
Price / Book
2.04
FCF Yield
-10.2%
EBITDA / EV
4.5%
Sales Yield (1/P·S)
0.2616
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.3%
Return on Assets
1.1%
Net Margin
11.2%
Operating Margin
12.6%
Gross Profit / Assets
Novy-Marx GPA
7.3%
Debt / Equity
3.97
Current Ratio
5.06
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.053
MomentumPrice trend strength over different horizons
6M Return
-42.3%
12M Return
12.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
10.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.19
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
32.1%
Earnings Growth (YoY)
19.8%
Earnings Stability (CV)
Lower = more stable
0.735
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
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
84
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
88
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
88
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