Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/cf729a57-f60f-4c54-90b7-ac072dba8b73/
CBL
CBL & Associates Properties IncSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.854
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.8
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +10%
🔄
Shareholder Yield
5.0%
💰
High Yield
Div 3.9%
🚀
Momentum Leaders
12-1 90%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 82%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.95
⚡
Risk-Adj Momentum
RAM 3.05
V
Value Analysis
Cheapness relative to fundamentals
82.0%ile
P/E
9.8×
P/S
2.9×
P/B
4.3×
E/P
0.0936
FCF Yield
0.209
EBITDA/EV
0.136
SH Yield
0.050
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
20.00000000
/100
VC3 (Buyback)
17.00000000
/100
P/E of 9.8x places this firmly in deep value territory. FCF yield of 20.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.436
ROA
0.066
Net Margin
0.298
Op Margin
0.591
GPA
0.024
D/E
5.67
Current
0.48
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.103
Earn Growth
1.565
Stability
0.866
lower=better
Accruals
-0.037
lower=better
5yr Consist
No
ROE of 44% is exceptional. Highly leveraged with D/E of 5.67 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
94.0%ile
6M Return
57.3%
12M Return
121.0%
12-1 Mom
89.6%
Risk-Adj
3.05
Vol 252d
29.4%
Vol 60d
65.4%
↑ Expanding
Max DD 12M
-11.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 90% is very strong — a clear uptrend. Risk-adjusted momentum of 3.05 is excellent — strong returns relative to volatility. Near-term vol (65%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 242 peers
Sector Value %ile
93.4%
Sector Quality %ile
95.1%
P/E z-score
-0.34
P/B z-score
0.35
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 (82th) and quality (89th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (82th value) with strong momentum (94th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (82th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 5.0% backed by 20.9% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (44%) boosted by high leverage (D/E 5.7). Returns look good but come with balance sheet risk.
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
B
74.0% avg (7 factors)
Quality
C
51.5% avg (8 factors)
Momentum
A
100.0% avg (4 factors)
Risk
B
67.7% avg (1 factors)
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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —7 | — | |
| Value %ile | 0.820 | —7 | — | |
| Quality %ile | 0.890 | —7 | — | |
| Momentum %ile | 0.940 | —7 | — | |
| F-Score | 8.000 | —7 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.294 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.85
Earnings Yield (E/P)
0.0936
Price / Sales
2.94
Price / Book
4.30
Price / Cash Flow
6.31
FCF Yield
20.9%
EBITDA / EV
13.6%
Sales Yield (1/P·S)
0.1584
Shareholder Yield
Div + net buyback / mktcap
5.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
43.6%
Return on Assets
6.6%
Net Margin
29.8%
Operating Margin
59.1%
Gross Profit / Assets
Novy-Marx GPA
2.4%
Debt / Equity
5.67
Current Ratio
0.48
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.037
MomentumPrice trend strength over different horizons
6M Return
57.3%
12M Return
121.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
89.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.05
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.3%
Earnings Growth (YoY)
156.5%
Earnings Stability (CV)
Lower = more stable
0.866
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
3.9%
Buyback Yield
1.1%
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
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
20
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
17
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