Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/bc9e7ced-5275-48d1-b523-ab1fb7cde8c5/
MRP
Millrose Properties, Inc.Snapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.895
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +762%
🔄
Shareholder Yield
10.2%
💰
High Yield
Div 10.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
91.0%ile
P/E
10.6×
P/S
6.9×
P/B
0.8×
E/P
0.0822
FCF Yield
0.967
EBITDA/EV
0.083
SH Yield
0.102
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
13.00000000
/100
P/E of 10.6x places this firmly in deep value territory. FCF yield of 96.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.079
ROA
0.048
Net Margin
0.650
Op Margin
0.838
GPA
0.072
D/E
0.63
Current
28.65
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
7.618
Stability
5.296
lower=better
Accruals
-0.416
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
26.0%ile
6M Return
-2.5%
12M Return
3.3%
12-1 Mom
-2.9%
Risk-Adj
-0.10
Vol 252d
28.5%
Vol 60d
65.0%
↑ Expanding
Max DD 12M
-18.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (65%) is expanding vs long-term (29%) — 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
Real Estate
· 242 peers
Sector Value %ile
97.5%
Sector Quality %ile
94.7%
P/E z-score
-0.33
P/B z-score
-0.27
Sector Avg OS
38.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (91th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 762% with P/E of 11×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 10.2% backed by 96.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (65%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
76.4% avg (7 factors)
Quality
B
68.2% avg (8 factors)
Momentum
D
30.8% avg (4 factors)
Risk
B
69.1% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —7 | — | |
| Value %ile | 0.910 | —7 | — | |
| Quality %ile | 0.880 | —7 | — | |
| Momentum %ile | 0.260 | —2 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 0.940 | —7 | — | |
| Volatility | 0.285 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.55
Earnings Yield (E/P)
0.0822
Price / Sales
6.85
Price / Book
0.83
Price / Cash Flow
1.10
FCF Yield
96.7%
EBITDA / EV
8.3%
Sales Yield (1/P·S)
0.0981
Shareholder Yield
Div + net buyback / mktcap
10.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.9%
Return on Assets
4.8%
Net Margin
65.0%
Operating Margin
83.8%
Gross Profit / Assets
Novy-Marx GPA
7.2%
Debt / Equity
0.63
Current Ratio
28.65
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.416
MomentumPrice trend strength over different horizons
6M Return
-2.5%
12M Return
3.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-2.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.10
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
761.8%
Earnings Stability (CV)
Lower = more stable
5.296
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
10.2%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
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