Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c7164643-bf8c-416c-98d0-b310f849ae92/
HRZN
Horizon Technology FinanceSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.919
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 4.00000000
📐
EBITDA/EV
14.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
25.3%
💰
High Yield
Div 25.3%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 96th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
10.1×
P/S
2.9×
P/B
0.7×
E/P
0.0990
FCF Yield
0.570
EBITDA/EV
0.146
SH Yield
0.253
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 10.1x places this firmly in deep value territory. FCF yield of 57.0% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.065
ROA
0.027
Net Margin
0.288
Op Margin
0.308
GPA
0.057
D/E
1.37
Current
1.83
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
9.978
lower=better
Accruals
-0.123
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
9.0%ile
6M Return
-24.5%
12M Return
-26.4%
12-1 Mom
-28.5%
Risk-Adj
-0.64
Vol 252d
44.3%
Vol 60d
105.3%
↑ Expanding
Max DD 12M
-45.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -28% signals a downtrend — price is moving against you. Near-term vol (105%) is expanding vs long-term (44%) — 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
Financial Services
· 500 peers
Sector Value %ile
94.2%
Sector Quality %ile
83.0%
P/E z-score
-0.19
P/B z-score
-0.08
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (96th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (9th) despite looking cheap (96th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 25.3% backed by 57.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (105%) significantly exceeds 252-day (44%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
86.8% avg (7 factors)
Quality
C
57.8% avg (8 factors)
Momentum
F
4.9% avg (4 factors)
Risk
D
42.9% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —1 | — | |
| Value %ile | 0.960 | —1 | — | |
| Quality %ile | 0.880 | —1 | — | |
| Momentum %ile | 0.090 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.443 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.10
Earnings Yield (E/P)
0.0990
Price / Sales
2.91
Price / Book
0.65
Price / Cash Flow
1.83
FCF Yield
57.0%
EBITDA / EV
14.6%
Sales Yield (1/P·S)
0.3578
Shareholder Yield
Div + net buyback / mktcap
25.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.5%
Return on Assets
2.7%
Net Margin
28.8%
Operating Margin
30.8%
Gross Profit / Assets
Novy-Marx GPA
5.7%
Debt / Equity
1.37
Current Ratio
1.83
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.123
MomentumPrice trend strength over different horizons
6M Return
-24.5%
12M Return
-26.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-28.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.64
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
9.978
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
25.3%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
84
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