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MFA

MFA Financial Inc
Chart
$9.28
Latest Week 2026-06-05
Real EstateReit - MortgageSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.82
OS Score
83.0%
Value
29.0%
Quality
67.0%
Momentum
#42.00000000
TV Rank
6/9
F-Score
0.491
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
#42.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 7.3
◇
VC2 Cheapest
VC2 7.00000000
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
19.8%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 21%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 83th
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.06
V
Value Analysis
Cheapness relative to fundamentals
83.0%ile
P/E
7.3×
P/S
1.4×
P/B
0.5×
E/P
0.1378
FCF Yield
0.022
EBITDA/EV
0.056
SH Yield
0.198
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
7.00000000
/100
P/E of 7.3x places this firmly in deep value territory. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
29.0%ile
ROE
0.076
ROA
0.010
Net Margin
0.188
Op Margin
0.372
GPA
0.033
D/E
6.44
Current
4.57
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.618
Earn Growth
-0.019
Stability
0.603
lower=better
Accruals
-0.002
lower=better
5yr Consist
No
Highly leveraged with D/E of 6.44 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
4.1%
12M Return
13.2%
12-1 Mom
20.8%
Risk-Adj
1.06
Vol 252d
19.6%
Vol 60d
41.5%
↑ Expanding
Max DD 12M
-10.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 21% is very strong — a clear uptrend. Near-term vol (41%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 252 peers
Sector Value %ile
91.3%
Sector Quality %ile
46.6%
P/E z-score
-0.28
P/B z-score
-0.19
Sector Avg OS
40.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IHS IHS Holding Ltd 97.0% 87.0% 92.0% 84.0%
RMR RMR Group Inc 97.0% 91.0% 85.0% 83.0%
AXR AMREP Corporation 96.0% 92.0% 84.0% 71.0%
CBL CBL & Associates Properties Inc 96.0% 82.0% 88.0% 92.0%
UNIT Uniti Group Inc 92.0% 79.0% 66.0% 87.0%
HST Host Hotels & Resorts Inc 92.0% 68.0% 89.0% 87.0%
VTMX Corporación Inmobiliaria Vesta, S.A.B de C.V. 91.0% 78.0% 79.0% 74.0%
JLL Jones Lang LaSalle Incorporated 91.0% 71.0% 85.0% 78.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (83th value) but weak quality (29th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 162% with P/E of 7×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (41%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
76.7% avg (7 factors)
Quality
C
46.7% avg (8 factors)
Momentum
C
50.8% avg (4 factors)
Risk
A
84.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.820—1—
Value %ile0.830—1—
Quality %ile0.290—1—
Momentum %ile0.670—0—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.196—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.26
Earnings Yield (E/P)
0.1378
Price / Sales
1.36
Price / Book
0.55
Price / Cash Flow
6.04
FCF Yield
2.2%
EBITDA / EV
5.6%
Sales Yield (1/P·S)
0.0990
Shareholder Yield
Div + net buyback / mktcap
19.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.6%
Return on Assets
1.0%
Net Margin
18.8%
Operating Margin
37.2%
Gross Profit / Assets
Novy-Marx GPA
3.3%
Debt / Equity
6.44
Current Ratio
4.57
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.002
MomentumPrice trend strength over different horizons
6M Return
4.1%
12M Return
13.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
20.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.06
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
161.8%
Earnings Growth (YoY)
-1.9%
Earnings Stability (CV)
Lower = more stable
0.603
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
19.8%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
42
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