Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/bb3023df-dfc9-495b-88cf-ef332540b6b3/
SSSS
SuRo Capital CorpSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
4 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
✗
💰
High Yield
Div 4.2%
🚀
Momentum Leaders
12-1 80%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.99
⚡
Risk-Adj Momentum
RAM 2.25
V
Value Analysis
Cheapness relative to fundamentals
42.0%ile
P/E
1.5×
P/S
1.4×
P/B
0.9×
FCF Yield
0.096
SH Yield
0.008
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
58.00000000
/100 — 1=cheapest
VC2 (Trending Value)
59.00000000
/100
VC3 (Buyback)
59.00000000
/100
P/E of 1.5x places this firmly in deep value territory. FCF yield of 9.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
40.0%ile
ROE
0.568
ROA
0.474
Net Margin
0.937
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
2.333
lower=better
Accruals
0.399
lower=better
5yr Consist
No
ROE of 57% is exceptional. Accruals ratio of 0.399 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
41.0%ile
6M Return
26.7%
12M Return
58.2%
12-1 Mom
80.3%
Risk-Adj
2.25
Vol 252d
35.6%
Vol 60d
87.2%
↑ Expanding
Max DD 12M
-12.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 80% is very strong — a clear uptrend. Risk-adjusted momentum of 2.25 is excellent — strong returns relative to volatility. Near-term vol (87%) is expanding vs long-term (36%) — 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
1.0%
Sector Quality %ile
14.8%
P/E z-score
-0.54
P/B z-score
-0.07
Sector Avg OS
85.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Earnings Quality Concern
ROE looks strong (57%) but high accruals (0.399) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (87%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.1% avg (5 factors)
Quality
A
75.0% avg (4 factors)
Momentum
A
87.6% avg (4 factors)
Risk
C
57.3% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.330 | —0 | — | |
| Value %ile | 0.420 | —0 | — | |
| Quality %ile | 0.400 | —0 | — | |
| Momentum %ile | 0.410 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.646 | —0 | — | |
| Volatility | 0.356 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.51
Price / Sales
1.41
Price / Book
0.85
Price / Cash Flow
9.57
FCF Yield
9.6%
Sales Yield (1/P·S)
0.6526
Shareholder Yield
Div + net buyback / mktcap
0.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
56.8%
Return on Assets
47.4%
Net Margin
93.7%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.399
External Financing
Net issuance — lower=better
0.025
MomentumPrice trend strength over different horizons
6M Return
26.7%
12M Return
58.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
80.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.25
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
2.333
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
4.2%
Buyback Yield
-3.4%
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
58
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
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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