Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/bb3023df-dfc9-495b-88cf-ef332540b6b3/
SSSS
SuRo Capital CorpSnapshot 2026-06-07 · 0.0w · Fresh
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
ROE 57%
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 89%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.55
V
Value Analysis
Cheapness relative to fundamentals
30.0%ile
P/E
2.0×
P/S
6.3×
P/B
1.1×
E/P
0.4953
FCF Yield
0.000
EBITDA/EV
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
70.00000000
/100 — 1=cheapest
VC2 (Trending Value)
69.00000000
/100
VC3 (Buyback)
28.00000000
/100
P/E of 2.0x places this firmly in deep value territory. Negative FCF yield (-0.0%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
25.0%ile
ROE
0.568
ROA
0.474
Net Margin
3.145
Op Margin
3.184
GPA
0.142
D/E
0.20
Current
23.60
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
9.043
Stability
2.501
lower=better
Accruals
0.480
lower=better
5yr Consist
No
ROE of 57% is exceptional. Conservative balance sheet with D/E of 0.20. Accruals ratio of 0.480 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
92.0%ile
6M Return
45.7%
12M Return
96.6%
12-1 Mom
89.2%
Risk-Adj
2.55
Vol 252d
35.0%
Vol 60d
81.2%
↑ Expanding
Max DD 12M
-10.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 89% is very strong — a clear uptrend. Risk-adjusted momentum of 2.55 is excellent — strong returns relative to volatility. Near-term vol (81%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.41
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
6.6%
P/E z-score
-0.58
P/B z-score
-0.06
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 904% with P/E of 2×. Growth isn't fully priced in.
Earnings Quality Concern
ROE looks strong (57%) but high accruals (0.480) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (81%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
60.8% avg (6 factors)
Quality
A
77.9% avg (8 factors)
Momentum
A
95.9% avg (4 factors)
Risk
C
58.4% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.410 | —0 | — | |
| Value %ile | 0.300 | —1 | — | |
| Quality %ile | 0.250 | —1 | — | |
| Momentum %ile | 0.920 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.350 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.02
Earnings Yield (E/P)
0.4953
Price / Sales
6.35
Price / Book
1.15
FCF Yield
-0.0%
EBITDA / EV
0.0%
Sales Yield (1/P·S)
0.0000
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
56.8%
Return on Assets
47.4%
Net Margin
314.5%
Operating Margin
318.4%
Gross Profit / Assets
Novy-Marx GPA
14.2%
Debt / Equity
0.20
Current Ratio
23.60
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.480
MomentumPrice trend strength over different horizons
6M Return
45.7%
12M Return
96.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
89.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.55
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
904.3%
Earnings Stability (CV)
Lower = more stable
2.501
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
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
70
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
69
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
28
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