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PSEC

Prospect Capital Corporation
Chart
2.25 USD
Latest Week 2026-07-17
Financial ServicesAsset ManagementSMALL
Snapshot 2026-07-19 · 0.6w · Fresh
0.36
OS Score
69.0%
Value
19.0%
Quality
13.0%
Momentum
3/9
F-Score
0.362
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
17.6%
💰
High Yield
Div 23.1%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.80
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
69.0%ile
P/S
11.3×
P/B
0.2×
E/P
0.0104
FCF Yield
0.146
SH Yield
0.176
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
16.00000000
/100
VC3 (Buyback)
16.00000000
/100
FCF yield of 14.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
19.0%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
3/9
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.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
13.0%ile
6M Return
-14.7%
12M Return
-20.6%
12-1 Mom
-23.2%
Risk-Adj
-0.59
Vol 252d
39.1%
Vol 60d
88.0%
↑ Expanding
Max DD 12M
-26.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -23% signals a downtrend — price is moving against you. Near-term vol (88%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.36
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
25.7%
Sector Quality %ile
3.0%
P/B z-score
-0.07
Sector Avg OS
85.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CARE Carter Bank and Trust 99.0% 96.0% 96.0% 91.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 91.0%
RILYL BRC Group Holdings, Inc. 99.0% 94.0% 88.0% 95.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 89.0%
IX Orix Corp Ads 99.0% 98.0% 82.0% 90.0%
MRX Marex Group plc Ordinary Shares 98.0% 93.0% 81.0% 89.0%
MFG Mizuho Financial Group Inc. 98.0% 97.0% 70.0% 91.0%
RNR Renaissancere Holdings Ltd 98.0% 96.0% 94.0% 78.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (69th value) but weak quality (19th). Classic value trap risk.
Falling Knife
Weak momentum (13th) despite looking cheap (69th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 17.6% backed by 14.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (88%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.4% avg (5 factors)
Quality
C
47.1% avg (8 factors)
Momentum
F
10.5% avg (4 factors)
Risk
C
51.4% 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 Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.360—0—
Value %ile0.690—0—
Quality %ile0.190—7—
Momentum %ile0.130—7—
F-Score3.000—7—
Confidence0.881—7—
Volatility0.391—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0104
Price / Sales
11.35
Price / Book
0.25
Price / Cash Flow
2.73
FCF Yield
14.6%
Sales Yield (1/P·S)
0.0352
Shareholder Yield
Div + net buyback / mktcap
17.6%
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
External Financing
Net issuance — lower=better
0.012
MomentumPrice trend strength over different horizons
6M Return
-14.7%
12M Return
-20.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-23.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.59
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
3
Dividend Yield
23.1%
Buyback Yield
-5.5%
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
16
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
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