Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d362082a-b15c-40f1-a409-4ab00ae5dd38/

PIPR

Piper Sandler Companies
Chart
72.10 USD
Latest Week 2026-07-10
Financial ServicesCapital MarketsMID
Snapshot 2026-07-12 · 0.7w · Fresh
0.82
OS Score
73.0%
Value
97.0%
Quality
21.0%
Momentum
5/9
F-Score
0.841
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
✗
◆
Quality × Value
QV 0.841
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 21%
📈
Consistent Earners
✗
🌱
GARP
Rev +33%
🔄
Shareholder Yield
5.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.86
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
73.0%ile
P/E
17.3×
P/S
2.4×
P/B
3.6×
E/P
0.0895
FCF Yield
0.128
EBITDA/EV
0.095
SH Yield
0.050
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
35.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
33.00000000
/100
FCF yield of 12.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.210
ROA
0.132
Net Margin
0.141
Op Margin
0.218
GPA
0.913
D/E
0.43
Current
13.40
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.331
Earn Growth
0.384
Stability
0.424
lower=better
Accruals
-0.148
lower=better
5yr Consist
No
ROE of 21% is exceptional. Conservative balance sheet with D/E of 0.43.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
21.0%ile
6M Return
-18.4%
12M Return
-2.1%
12-1 Mom
7.3%
Risk-Adj
0.22
Vol 252d
33.2%
Vol 60d
79.1%
↑ Expanding
Max DD 12M
-23.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (79%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
29.3%
Sector Quality %ile
99.0%
P/E z-score
0.02
P/B z-score
0.12
Sector Avg OS
85.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BAP Credicorp Ltd 99.0% 97.0% 96.0% 86.0%
RILY BRC Group Holdings, Inc. 99.0% 95.0% 88.0% 92.0%
RILYL BRC Group Holdings, Inc. 99.0% 95.0% 87.0% 97.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 89.0% 81.0%
CARE Carter Bank and Trust 99.0% 96.0% 95.0% 92.0%
IX Orix Corp Ads 98.0% 98.0% 82.0% 85.0%
VBNK VersaBank 98.0% 94.0% 74.0% 93.0%
MRX Marex Group plc Ordinary Shares 98.0% 92.0% 80.0% 92.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (73th) and quality (97th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 33% with P/E of 17×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 5.0% backed by 12.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (79%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.1% avg (7 factors)
Quality
A
81.9% avg (8 factors)
Momentum
F
29.8% avg (4 factors)
Risk
B
61.3% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.820—6—
Value %ile0.730—3—
Quality %ile0.970—6—
Momentum %ile0.210—2—
F-Score5.000—0—
Confidence0.980—6—
Volatility0.332—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.30
Earnings Yield (E/P)
0.0895
Price / Sales
2.44
Price / Book
3.63
Price / Cash Flow
8.17
FCF Yield
12.8%
EBITDA / EV
9.5%
Sales Yield (1/P·S)
0.4115
Shareholder Yield
Div + net buyback / mktcap
5.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.0%
Return on Assets
13.2%
Net Margin
14.1%
Operating Margin
21.8%
Gross Profit / Assets
Novy-Marx GPA
91.3%
Debt / Equity
0.43
Current Ratio
13.40
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.148
External Financing
Net issuance — lower=better
0.055
MomentumPrice trend strength over different horizons
6M Return
-18.4%
12M Return
-2.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
7.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.22
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
33.1%
Earnings Growth (YoY)
38.4%
Earnings Stability (CV)
Lower = more stable
0.424
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
2.7%
Buyback Yield
2.3%
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
35
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
33
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