Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b6bc523c-0730-4694-9431-74fb079fe27f/
SITC
Site Centers CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.840
↗
Trending Value
✗
◆
Quality × Value
QV 0.792
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8.00000000
📐
EBITDA/EV
348.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
135.9%
💰
High Yield
✗
🚀
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
95.0%ile
P/E
1.5×
P/S
2.8×
P/B
0.8×
E/P
0.6714
FCF Yield
0.811
EBITDA/EV
3.488
SH Yield
1.359
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
8.00000000
/100
P/E of 1.5x places this firmly in deep value territory. FCF yield of 81.1% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
66.0%ile
ROE
0.523
ROA
0.437
Net Margin
1.879
Op Margin
2.295
GPA
-0.099
D/E
0.20
Current
3.25
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.528
Earn Growth
-0.685
Stability
1.391
lower=better
Accruals
0.412
lower=better
5yr Consist
No
ROE of 52% is exceptional. Conservative balance sheet with D/E of 0.20. Accruals ratio of 0.412 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
17.0%ile
6M Return
-20.9%
12M Return
-14.6%
12-1 Mom
-5.0%
Risk-Adj
-0.19
Vol 252d
25.9%
Vol 60d
50.3%
↑ Expanding
Max DD 12M
-29.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (50%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.84
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 252 peers
Sector Value %ile
99.6%
Sector Quality %ile
64.8%
P/E z-score
-0.31
P/B z-score
-0.17
Sector Avg OS
40.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Falling Knife
Weak momentum (17th) despite looking cheap (95th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 135.9% backed by 81.1% FCF yield. Returns are well-funded.
Earnings Quality Concern
ROE looks strong (52%) but high accruals (0.412) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (50%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
97.0% avg (7 factors)
Quality
B
74.4% avg (8 factors)
Momentum
F
18.9% avg (4 factors)
Risk
B
73.5% 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 | 0.840 | —1 | — | |
| Value %ile | 0.950 | —1 | — | |
| Quality %ile | 0.660 | —0 | — | |
| Momentum %ile | 0.170 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.259 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.49
Earnings Yield (E/P)
0.6714
Price / Sales
2.80
Price / Book
0.78
Price / Cash Flow
26.11
FCF Yield
81.1%
EBITDA / EV
348.8%
Sales Yield (1/P·S)
1.2989
Shareholder Yield
Div + net buyback / mktcap
135.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
52.3%
Return on Assets
43.7%
Net Margin
187.9%
Operating Margin
229.5%
Gross Profit / Assets
Novy-Marx GPA
-9.9%
Debt / Equity
0.20
Current Ratio
3.25
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.412
MomentumPrice trend strength over different horizons
6M Return
-20.9%
12M Return
-14.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-5.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.19
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-52.8%
Earnings Growth (YoY)
-68.5%
Earnings Stability (CV)
Lower = more stable
1.391
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
80
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