Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ae728246-58f1-4a79-8434-bd7e50d39234/
ORC
Orchid Island Capital Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 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
17.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 68th
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.12
V
Value Analysis
Cheapness relative to fundamentals
68.0%ile
P/E
10.3×
P/S
3.7×
P/B
0.9×
E/P
0.0969
FCF Yield
0.012
EBITDA/EV
0.040
SH Yield
0.170
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
30.00000000
/100 — 1=cheapest
VC2 (Trending Value)
21.00000000
/100
VC3 (Buyback)
21.00000000
/100
P/E of 10.3x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
32.0%ile
ROE
0.088
ROA
0.010
Net Margin
0.360
Op Margin
0.893
GPA
0.019
D/E
8.10
Current
0.09
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
5.489
Earn Growth
2.484
Stability
2.358
lower=better
Accruals
-0.002
lower=better
5yr Consist
No
Highly leveraged with D/E of 8.10 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
69.0%ile
6M Return
-0.7%
12M Return
16.4%
12-1 Mom
21.6%
Risk-Adj
1.12
Vol 252d
19.3%
Vol 60d
45.3%
↑ Expanding
Max DD 12M
-15.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Near-term vol (45%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.71
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 252 peers
Sector Value %ile
70.8%
Sector Quality %ile
51.0%
P/E z-score
-0.26
P/B z-score
-0.16
Sector Avg OS
40.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 549% with P/E of 10×. Growth isn't fully priced in.
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
B
66.7% avg (7 factors)
Quality
D
36.8% avg (8 factors)
Momentum
C
50.8% avg (4 factors)
Risk
A
84.4% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.710 | —1 | — | |
| Value %ile | 0.680 | —0 | — | |
| Quality %ile | 0.320 | —0 | — | |
| Momentum %ile | 0.690 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.193 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.32
Earnings Yield (E/P)
0.0969
Price / Sales
3.71
Price / Book
0.90
Price / Cash Flow
8.78
FCF Yield
1.2%
EBITDA / EV
4.0%
Sales Yield (1/P·S)
0.0289
Shareholder Yield
Div + net buyback / mktcap
17.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.8%
Return on Assets
1.0%
Net Margin
36.0%
Operating Margin
89.3%
Gross Profit / Assets
Novy-Marx GPA
1.9%
Debt / Equity
8.10
Current Ratio
0.09
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.002
MomentumPrice trend strength over different horizons
6M Return
-0.7%
12M Return
16.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
21.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
548.9%
Earnings Growth (YoY)
248.4%
Earnings Stability (CV)
Lower = more stable
2.358
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
17.0%
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
30
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
21
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
21
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