Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d0158d57-31b5-4b14-8649-165da3dd5334/
RGN
Region GroupSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.3%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 14%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
7.0%ile
P/E
12.2×
P/S
6.8×
P/B
173.3×
E/P
0.0516
FCF Yield
0.037
EBITDA/EV
0.067
SH Yield
0.063
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
93.00000000
/100 — 1=cheapest
VC2 (Trending Value)
89.00000000
/100
VC3 (Buyback)
89.00000000
/100
VC2 score of 89.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
14.167
ROA
0.046
Net Margin
0.556
Op Margin
0.561
GPA
0.053
Current
0.33
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.016
5yr Consist
No
ROE of 1417% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-3.1%
12M Return
-0.5%
12-1 Mom
1.3%
Risk-Adj
0.09
Vol 252d
13.7%
Vol 60d
29.2%
↑ Expanding
Max DD 12M
-12.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (29%) is expanding vs long-term (14%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.26
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 52 peers
Sector Value %ile
9.4%
Sector Quality %ile
100.0%
P/E z-score
-0.37
P/B z-score
120.66
Sector Avg OS
56.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (98th) but expensive (7th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (29%) significantly exceeds 252-day (14%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
47.1% avg (7 factors)
Quality
C
55.6% avg (6 factors)
Momentum
D
32.2% avg (4 factors)
Risk
A
93.8% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.260 | —1 | — | |
| Value %ile | 0.070 | —1 | — | |
| Quality %ile | 0.980 | —1 | — | |
| Momentum %ile | 0.150 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.516 | —0 | — | |
| Volatility | 0.137 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.24
Earnings Yield (E/P)
0.0516
Price / Sales
6.81
Price / Book
173.33
FCF Yield
3.7%
EBITDA / EV
6.7%
Sales Yield (1/P·S)
0.0920
Shareholder Yield
Div + net buyback / mktcap
6.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
1416.7%
Return on Assets
4.6%
Net Margin
55.6%
Operating Margin
56.1%
Gross Profit / Assets
Novy-Marx GPA
5.3%
Current Ratio
0.33
MomentumPrice trend strength over different horizons
6M Return
-3.1%
12M Return
-0.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
1.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.09
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
6.1%
Buyback Yield
0.2%
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
93
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
89
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
89
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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