Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b625f947-74e8-4824-ba9f-3c56bfa743a3/
HNNA
Hennessy AdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
#47.00000000
◆
Quality × Value
QV 0.900
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.3
◇
VC2 Cheapest
VC2 5.00000000
📐
EBITDA/EV
26.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
5.5%
💰
High Yield
Div 5.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 92th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/E
9.3×
P/S
2.4×
P/B
0.8×
E/P
0.1071
FCF Yield
0.245
EBITDA/EV
0.263
SH Yield
0.055
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 9.3x places this firmly in deep value territory. FCF yield of 24.5% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.084
ROA
0.052
Net Margin
0.254
Op Margin
0.354
GPA
0.158
D/E
0.61
Current
1.78
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.071
Earn Growth
-0.142
Stability
0.146
lower=better
Accruals
-0.015
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
20.0%ile
6M Return
0.7%
12M Return
-6.0%
12-1 Mom
-2.8%
Risk-Adj
-0.11
Vol 252d
26.1%
Vol 60d
47.0%
↑ Expanding
Max DD 12M
-26.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (47%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
82.4%
Sector Quality %ile
83.0%
P/E z-score
-0.23
P/B z-score
-0.08
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (92th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (20th) despite looking cheap (92th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 5.5% backed by 24.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (47%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
88.1% avg (7 factors)
Quality
B
60.5% avg (8 factors)
Momentum
F
29.2% avg (4 factors)
Risk
B
73.2% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —1 | — | |
| Value %ile | 0.920 | —1 | — | |
| Quality %ile | 0.880 | —1 | — | |
| Momentum %ile | 0.200 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.261 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.34
Earnings Yield (E/P)
0.1071
Price / Sales
2.37
Price / Book
0.78
Price / Cash Flow
7.26
FCF Yield
24.5%
EBITDA / EV
26.3%
Sales Yield (1/P·S)
0.7243
Shareholder Yield
Div + net buyback / mktcap
5.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.4%
Return on Assets
5.2%
Net Margin
25.4%
Operating Margin
35.4%
Gross Profit / Assets
Novy-Marx GPA
15.8%
Debt / Equity
0.61
Current Ratio
1.78
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.015
MomentumPrice trend strength over different horizons
6M Return
0.7%
12M Return
-6.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-2.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.11
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-7.1%
Earnings Growth (YoY)
-14.2%
Earnings Stability (CV)
Lower = more stable
0.146
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
5.5%
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
47
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity