Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a38354f9-550a-4261-a3a7-ad52e9b828a0/
AIV
Apartment Investment and Management CoSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
142.7%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 83th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
83.0%ile
P/E
0.7×
P/S
3.0×
P/B
0.6×
E/P
1.3356
FCF Yield
0.203
EBITDA/EV
0.081
SH Yield
1.427
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
28.00000000
/100 — 1=cheapest
VC2 (Trending Value)
18.00000000
/100
VC3 (Buyback)
18.00000000
/100
P/E of 0.7x places this firmly in deep value territory. FCF yield of 20.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
24.0%ile
ROE
0.785
ROA
0.386
Net Margin
4.000
Op Margin
0.237
GPA
-0.032
D/E
1.03
Current
0.70
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
2.636
lower=better
Accruals
0.381
lower=better
5yr Consist
No
ROE of 78% is exceptional. Accruals ratio of 0.381 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
8.0%ile
6M Return
-27.7%
12M Return
-32.2%
12-1 Mom
-33.5%
Risk-Adj
-0.99
Vol 252d
33.7%
Vol 60d
84.1%
↑ Expanding
Max DD 12M
-39.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -33% signals a downtrend — price is moving against you. Near-term vol (84%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.53
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 252 peers
Sector Value %ile
91.3%
Sector Quality %ile
36.4%
P/E z-score
-0.31
P/B z-score
-0.19
Sector Avg OS
40.6%
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 (24th). Classic value trap risk.
Falling Knife
Weak momentum (8th) despite looking cheap (83th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 142.7% backed by 20.3% FCF yield. Returns are well-funded.
Earnings Quality Concern
ROE looks strong (78%) but high accruals (0.381) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (84%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
88.7% avg (7 factors)
Quality
C
58.0% avg (8 factors)
Momentum
F
0.8% avg (4 factors)
Risk
B
60.4% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.530 | —0 | — | |
| Value %ile | 0.830 | —1 | — | |
| Quality %ile | 0.240 | —1 | — | |
| Momentum %ile | 0.080 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.337 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.75
Earnings Yield (E/P)
1.3356
Price / Sales
3.00
Price / Book
0.59
Price / Cash Flow
51.26
FCF Yield
20.3%
EBITDA / EV
8.1%
Sales Yield (1/P·S)
0.1237
Shareholder Yield
Div + net buyback / mktcap
142.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
78.5%
Return on Assets
38.6%
Net Margin
400.0%
Operating Margin
23.7%
Gross Profit / Assets
Novy-Marx GPA
-3.2%
Debt / Equity
1.03
Current Ratio
0.70
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.381
MomentumPrice trend strength over different horizons
6M Return
-27.7%
12M Return
-32.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-33.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.99
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
2.636
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
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
28
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