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ORC

Orchid Island Capital Inc.
Chart
6.54 USD
Latest Week 2026-07-24
Real EstateReit - MortgageSMALL
Snapshot 2026-07-26 · 0.6w · Fresh
0.52
OS Score
67.0%
Value
33.0%
Quality
31.0%
Momentum
5/9
F-Score
0.470
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 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
Val 67%
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.54
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
5.3×
P/S
2.3×
P/B
0.9×
E/P
0.0381
FCF Yield
0.010
EBITDA/EV
0.052
SH Yield
-0.351
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
36.00000000
/100
VC3 (Buyback)
36.00000000
/100
P/E of 5.3x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
33.0%ile
ROE
0.170
ROA
0.019
Net Margin
0.431
Op Margin
0.811
GPA
0.035
D/E
8.09
Current
0.07
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
1.620
lower=better
Accruals
0.009
lower=better
5yr Consist
No
Highly leveraged with D/E of 8.09 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
31.0%ile
6M Return
-13.4%
12M Return
5.4%
12-1 Mom
10.4%
Risk-Adj
0.54
Vol 252d
19.3%
Vol 60d
44.8%
↑ Expanding
Max DD 12M
-16.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (45%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.52
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 242 peers
Sector Value %ile
78.6%
Sector Quality %ile
48.6%
P/E z-score
-0.37
P/B z-score
-0.25
Sector Avg OS
39.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IHS IHS Holding Ltd 97.0% 92.0% 93.0% 78.0%
RMR RMR Group Inc 96.0% 92.0% 85.0% 75.0%
CBL CBL & Associates Properties Inc 96.0% 81.0% 88.0% 95.0%
HST Host Hotels & Resorts Inc 92.0% 71.0% 84.0% 86.0%
IIPR Innovative Industrial Properties Inc 90.0% 81.0% 67.0% 74.0%
MRP Millrose Properties, Inc. 89.0% 91.0% 88.0% 27.0%
UNIT Uniti Group Inc 88.0% 91.0% 77.0% 34.0%
JLL Jones Lang LaSalle Incorporated 88.0% 69.0% 85.0% 71.0%
Factor Interactions
Leveraged Returns
Strong ROE (17%) boosted by high leverage (D/E 8.1). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (45%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
50.4% avg (7 factors)
Quality
D
40.1% avg (8 factors)
Momentum
D
36.4% avg (4 factors)
Risk
A
84.6% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.520—0—
Value %ile0.670—0—
Quality %ile0.330—0—
Momentum %ile0.310—0—
F-Score5.000—0—
Confidence1.000—8—
Volatility0.193—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.33
Earnings Yield (E/P)
0.0381
Price / Sales
2.30
Price / Book
0.91
Price / Cash Flow
10.84
FCF Yield
1.0%
EBITDA / EV
5.2%
Sales Yield (1/P·S)
0.0470
Shareholder Yield
Div + net buyback / mktcap
-35.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.0%
Return on Assets
1.9%
Net Margin
43.1%
Operating Margin
81.1%
Gross Profit / Assets
Novy-Marx GPA
3.5%
Debt / Equity
8.09
Current Ratio
0.07
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.009
External Financing
Net issuance — lower=better
0.057
MomentumPrice trend strength over different horizons
6M Return
-13.4%
12M Return
5.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
10.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.54
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
1.620
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
21.1%
Buyback Yield
-56.2%
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
36
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
36
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