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PSEC

Prospect Capital Corporation
Chart
$2.23
Latest Week 2026-06-05
Financial ServicesAsset ManagementSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.33
OS Score
41.0%
Value
41.0%
Quality
41.0%
Momentum
2/9
F-Score
0.410
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 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
31.1%
💰
High Yield
Div 31.1%
🚀
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
41.0%ile
P/S
10.6×
P/B
0.2×
FCF Yield
0.397
SH Yield
0.311
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
59.00000000
/100 — 1=cheapest
VC2 (Trending Value)
59.00000000
/100
VC3 (Buyback)
59.00000000
/100
FCF yield of 39.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
41.0%ile
ROE
-0.008
ROA
-0.006
Net Margin
-0.380
Op Margin
0.295
GPA
-0.004
D/E
0.40
Current
3.10
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
2.967
lower=better
Accruals
-0.071
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.40. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
41.0%ile
6M Return
-7.8%
12M Return
-16.7%
12-1 Mom
-9.1%
Risk-Adj
-0.24
Vol 252d
38.5%
Vol 60d
87.9%
↑ Expanding
Max DD 12M
-25.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (88%) is expanding vs long-term (38%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.33
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
11.8%
P/B z-score
-0.10
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
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%
VBNK VersaBank 98.0% 94.0% 85.0% 91.0%
Factor Interactions
Strong Capital Return
Shareholder yield 31.1% backed by 39.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (88%) significantly exceeds 252-day (38%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
82.5% avg (4 factors)
Quality
C
47.1% avg (8 factors)
Momentum
F
20.7% avg (4 factors)
Risk
C
52.6% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.330—0—
Value %ile0.410—0—
Quality %ile0.410—0—
Momentum %ile0.410—0—
F-Score2.000—1—
Confidence0.879—1—
Volatility0.385—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
10.60
Price / Book
0.23
Price / Cash Flow
2.55
FCF Yield
39.7%
Sales Yield (1/P·S)
0.0957
Shareholder Yield
Div + net buyback / mktcap
31.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-0.8%
Return on Assets
-0.6%
Net Margin
-38.0%
Operating Margin
29.5%
Gross Profit / Assets
Novy-Marx GPA
-0.4%
Debt / Equity
0.40
Current Ratio
3.10
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.071
MomentumPrice trend strength over different horizons
6M Return
-7.8%
12M Return
-16.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-9.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.24
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
2.967
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
31.1%
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
59
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
59
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
59
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