Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/aadd4ee8-958e-4451-862c-39bac0f66505/

CCAP

Crescent Capital BDC Inc
Chart
$11.11
Latest Week 2026-06-05
Financial ServicesAsset ManagementSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.84
OS Score
85.0%
Value
85.0%
Quality
17.0%
Momentum
7/9
F-Score
0.850
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.840
↗
Trending Value
✗
◆
Quality × Value
QV 0.850
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
16.1%
💰
High Yield
Div 16.1%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 85th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
85.0%ile
P/E
27.2×
P/S
3.3×
P/B
0.6×
E/P
0.0368
FCF Yield
0.172
EBITDA/EV
0.133
SH Yield
0.161
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
20.00000000
/100 — 1=cheapest
VC2 (Trending Value)
13.00000000
/100
VC3 (Buyback)
13.00000000
/100
FCF yield of 17.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.022
ROA
0.009
Net Margin
0.121
Op Margin
0.416
GPA
0.052
D/E
1.40
Current
2.13
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.053
Earn Growth
-0.695
Stability
1.348
lower=better
Accruals
-0.032
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
17.0%ile
6M Return
-20.3%
12M Return
-16.1%
12-1 Mom
2.1%
Risk-Adj
0.07
Vol 252d
28.2%
Vol 60d
67.4%
↑ Expanding
Max DD 12M
-23.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (67%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.84
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
61.1%
Sector Quality %ile
74.1%
P/E z-score
0.63
P/B z-score
-0.08
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
DCOM Dime Community Bancshares, Inc. 98.0% 93.0% 87.0% 83.0%
FXNC First National Corp 98.0% 90.0% 92.0% 84.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (85th) and quality (85th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (17th) despite looking cheap (85th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 16.1% backed by 17.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (67%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
74.3% avg (7 factors)
Quality
C
47.7% avg (8 factors)
Momentum
F
22.6% avg (4 factors)
Risk
B
69.7% 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
FactorCurrentStreakTrendSpark
OS Composite0.840—1—
Value %ile0.850—1—
Quality %ile0.850—1—
Momentum %ile0.170—1—
F-Score7.000—1—
Confidence0.970—1—
Volatility0.282—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
27.18
Earnings Yield (E/P)
0.0368
Price / Sales
3.29
Price / Book
0.61
Price / Cash Flow
6.21
FCF Yield
17.2%
EBITDA / EV
13.3%
Sales Yield (1/P·S)
0.3253
Shareholder Yield
Div + net buyback / mktcap
16.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.2%
Return on Assets
0.9%
Net Margin
12.1%
Operating Margin
41.6%
Gross Profit / Assets
Novy-Marx GPA
5.2%
Debt / Equity
1.40
Current Ratio
2.13
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.032
MomentumPrice trend strength over different horizons
6M Return
-20.3%
12M Return
-16.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
2.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.07
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.3%
Earnings Growth (YoY)
-69.5%
Earnings Stability (CV)
Lower = more stable
1.348
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
16.1%
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
20
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
13
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
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