Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d27a32b0-de04-4f96-9ac0-1c4ce38ac3cf/

SHBI

Shore Bancshares Inc
Chart
23.18 USD
Latest Week 2026-07-17
Financial ServicesBanks - RegionalSMALL
Snapshot 2026-07-19 · 0.6w · Fresh
0.96
OS Score
87.0%
Value
87.0%
Quality
81.0%
Momentum
8/9
F-Score
0.870
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.870
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
2.1%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 35%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 87%
🛡
Low Volatility
Vol 25%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.44
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
12.3×
P/S
2.2×
P/B
1.3×
E/P
0.0999
FCF Yield
0.093
EBITDA/EV
0.118
SH Yield
0.021
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
18.00000000
/100 — 1=cheapest
VC2 (Trending Value)
21.00000000
/100
VC3 (Buyback)
24.00000000
/100
FCF yield of 9.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
87.0%ile
ROE
0.104
ROA
0.010
Net Margin
0.182
Op Margin
0.241
GPA
0.036
D/E
9.30
Current
42.84
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.041
Earn Growth
0.270
Stability
0.151
lower=better
Accruals
-0.002
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 9.30 — 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
81.0%ile
6M Return
28.7%
12M Return
42.8%
12-1 Mom
35.3%
Risk-Adj
1.44
Vol 252d
24.5%
Vol 60d
55.0%
↑ Expanding
Max DD 12M
-12.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 35% is very strong — a clear uptrend. Near-term vol (55%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
68.7%
Sector Quality %ile
83.0%
P/E z-score
-0.16
P/B z-score
-0.06
Sector Avg OS
85.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BAP Credicorp Ltd 99.0% 97.0% 96.0% 91.0%
CARE Carter Bank and Trust 99.0% 96.0% 96.0% 91.0%
RILYL BRC Group Holdings, Inc. 99.0% 94.0% 88.0% 95.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 89.0%
IX Orix Corp Ads 99.0% 98.0% 82.0% 90.0%
MCY Mercury General Corporation 98.0% 95.0% 83.0% 86.0%
HG Hamilton Insurance Group, Ltd. 98.0% 97.0% 82.0% 90.0%
UVE Universal Insurance Holdings Inc 98.0% 96.0% 86.0% 86.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (87th) and quality (87th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (87th value) with strong momentum (81th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (87th). Strong fundamental improvement in a cheap stock.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.6% avg (7 factors)
Quality
C
45.4% avg (8 factors)
Momentum
B
73.9% avg (4 factors)
Risk
A
75.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.960—7—
Value %ile0.870—7—
Quality %ile0.870—7—
Momentum %ile0.810—7—
F-Score8.000—7—
Confidence0.969—7—
Volatility0.245—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.34
Earnings Yield (E/P)
0.0999
Price / Sales
2.25
Price / Book
1.29
Price / Cash Flow
10.45
FCF Yield
9.3%
EBITDA / EV
11.8%
Sales Yield (1/P·S)
0.4155
Shareholder Yield
Div + net buyback / mktcap
2.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.4%
Return on Assets
1.0%
Net Margin
18.2%
Operating Margin
24.1%
Gross Profit / Assets
Novy-Marx GPA
3.6%
Debt / Equity
9.30
Current Ratio
42.84
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.002
MomentumPrice trend strength over different horizons
6M Return
28.7%
12M Return
42.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
35.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.44
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.1%
Earnings Growth (YoY)
27.0%
Earnings Stability (CV)
Lower = more stable
0.151
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
2.2%
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
18
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
21
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
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