Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/af1f3167-4e5b-4860-9a9a-7d06e897db42/
CRT
Cross Timbers Royalty TrustSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.2%
💰
High Yield
Div 5.2%
🚀
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
11.0%ile
P/E
19.0×
P/S
13.5×
P/B
28.7×
E/P
0.0529
FCF Yield
0.071
EBITDA/EV
0.057
SH Yield
0.052
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
91.00000000
/100 — 1=cheapest
VC2 (Trending Value)
84.00000000
/100
VC3 (Buyback)
86.00000000
/100
FCF yield of 7.1% is strong — the business generates significant free cash relative to price. VC2 score of 84.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
1.511
ROA
0.884
Net Margin
0.714
Op Margin
0.698
GPA
1.194
D/E
0.71
Current
271.86
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.341
Earn Growth
-0.462
Stability
0.419
lower=better
Accruals
-0.277
lower=better
5yr Consist
No
ROE of 151% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
32.0%ile
6M Return
20.7%
12M Return
12.7%
12-1 Mom
-0.3%
Risk-Adj
-0.01
Vol 252d
33.7%
Vol 60d
75.1%
↑ Expanding
Max DD 12M
-19.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (75%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.23
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 219 peers
Sector Value %ile
4.5%
Sector Quality %ile
94.1%
P/E z-score
-0.23
P/B z-score
-0.03
Sector Avg OS
68.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 5.2% backed by 7.1% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (94th) but expensive (11th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (75%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
39.5% avg (7 factors)
Quality
A
97.8% avg (8 factors)
Momentum
D
42.1% avg (4 factors)
Risk
B
60.5% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.230 | —4 | — | |
| Value %ile | 0.110 | —8 | — | |
| Quality %ile | 0.940 | —8 | — | |
| Momentum %ile | 0.320 | —0 | — | |
| F-Score | 4.000 | —8 | — | |
| Confidence | 0.900 | —8 | — | |
| Volatility | 0.337 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.97
Earnings Yield (E/P)
0.0529
Price / Sales
13.54
Price / Book
28.66
Price / Cash Flow
14.45
FCF Yield
7.1%
EBITDA / EV
5.7%
Sales Yield (1/P·S)
0.0757
Shareholder Yield
Div + net buyback / mktcap
5.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
151.1%
Return on Assets
88.4%
Net Margin
71.4%
Operating Margin
69.8%
Gross Profit / Assets
Novy-Marx GPA
119.4%
Debt / Equity
0.71
Current Ratio
271.86
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.277
MomentumPrice trend strength over different horizons
6M Return
20.7%
12M Return
12.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-0.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.01
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-34.1%
Earnings Growth (YoY)
-46.2%
Earnings Stability (CV)
Lower = more stable
0.419
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
5.2%
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
91
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
84
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
86
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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