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MFA

MFA Financial Inc
Chart
9.45 USD
Latest Week 2026-07-17
Real EstateReit - MortgageSMALL
Snapshot 2026-07-19 · 0.6w · Fresh
0.86
OS Score
76.0%
Value
68.0%
Quality
65.0%
Momentum
#52.00000000
TV Rank
6/9
F-Score
0.719
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.719
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 7
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +162%
🔄
Shareholder Yield
16.3%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 76%
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.58
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
76.0%ile
P/E
7.2×
P/S
1.3×
P/B
0.5×
E/P
0.0368
FCF Yield
0.022
EBITDA/EV
0.056
SH Yield
0.163
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
11.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 7.2x 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
68.0%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
65.0%ile
6M Return
-2.9%
12M Return
15.0%
12-1 Mom
11.9%
Risk-Adj
0.64
Vol 252d
18.4%
Vol 60d
41.0%
↑ Expanding
Max DD 12M
-12.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (41%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 242 peers
Sector Value %ile
86.8%
Sector Quality %ile
68.3%
P/E z-score
-0.36
P/B z-score
-0.32
Sector Avg OS
38.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IHS IHS Holding Ltd 98.0% 92.0% 93.0% 80.0%
CBL CBL & Associates Properties Inc 97.0% 82.0% 89.0% 94.0%
AXR AMREP Corporation 96.0% 94.0% 86.0% 67.0%
RMR RMR Group Inc 96.0% 91.0% 84.0% 76.0%
UNIT Uniti Group Inc 96.0% 91.0% 77.0% 81.0%
HST Host Hotels & Resorts Inc 92.0% 72.0% 84.0% 86.0%
IIPR Innovative Industrial Properties Inc 90.0% 79.0% 67.0% 77.0%
MRP Millrose Properties, Inc. 88.0% 91.0% 88.0% 26.0%
Factor Interactions
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 (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.2% avg (7 factors)
Quality
C
46.7% avg (8 factors)
Momentum
D
43.5% avg (4 factors)
Risk
A
85.9% avg (1 factors)
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
FactorCurrentStreakTrendSpark
OS Composite0.860—7—
Value %ile0.760—7—
Quality %ile0.680—0—
Momentum %ile0.650—0—
F-Score6.000—0—
Confidence0.969—7—
Volatility0.184—7—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.17
Earnings Yield (E/P)
0.0368
Price / Sales
1.35
Price / Book
0.54
Price / Cash Flow
5.96
FCF Yield
2.2%
EBITDA / EV
5.6%
Sales Yield (1/P·S)
0.0989
Shareholder Yield
Div + net buyback / mktcap
16.3%
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
External Financing
Net issuance — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
-2.9%
12M Return
15.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
11.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.64
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
15.2%
Buyback Yield
1.0%
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
11
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
52
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