Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d042404b-c290-4817-8614-5d91461eb9a5/
CDZ0
MHP Hotel AGSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.4
◇
VC2 Cheapest
✗
📐
EBITDA/EV
22.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
Val 79%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
79.0%ile
P/E
11.4×
P/S
0.4×
P/B
1.1×
E/P
0.1565
FCF Yield
-0.102
EBITDA/EV
0.227
SH Yield
-0.069
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
21.00000000
/100 — 1=cheapest
VC2 (Trending Value)
34.00000000
/100
VC3 (Buyback)
35.00000000
/100
P/E of 11.4x places this firmly in deep value territory. Negative FCF yield (-10.2%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
23.0%ile
ROE
0.097
ROA
0.051
Net Margin
0.032
Op Margin
0.055
GPA
0.387
Current
1.44
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.106
Accruals
0.026
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
36.0%ile
6M Return
-0.7%
12M Return
-1.4%
12-1 Mom
0.7%
Risk-Adj
0.03
Vol 252d
26.3%
Vol 60d
57.9%
↑ Expanding
Max DD 12M
-11.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (58%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.64
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 85 peers
Sector Value %ile
70.9%
Sector Quality %ile
32.6%
P/E z-score
-0.17
P/B z-score
-0.46
Sector Avg OS
47.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (79th value) but weak quality (23th). Classic value trap risk.
Volatility Expanding
60-day vol (58%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.2% avg (7 factors)
Quality
D
39.3% avg (7 factors)
Momentum
D
32.1% avg (4 factors)
Risk
B
72.9% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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 Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.640 | —0 | — | |
| Value %ile | 0.790 | —8 | — | |
| Quality %ile | 0.230 | —8 | — | |
| Momentum %ile | 0.360 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.719 | —8 | — | |
| Volatility | 0.263 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.40
Earnings Yield (E/P)
0.1565
Price / Sales
0.37
Price / Book
1.10
Price / Cash Flow
23.02
FCF Yield
-10.2%
EBITDA / EV
22.7%
Sales Yield (1/P·S)
2.8511
Shareholder Yield
Div + net buyback / mktcap
-6.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.7%
Return on Assets
5.1%
Net Margin
3.2%
Operating Margin
5.5%
Gross Profit / Assets
Novy-Marx GPA
38.7%
Current Ratio
1.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.026
External Financing
Net issuance — lower=better
0.040
MomentumPrice trend strength over different horizons
6M Return
-0.7%
12M Return
-1.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
0.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.03
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Buyback Yield
-6.9%
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
21
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
34
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
35
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity