Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d623951a-be41-4f59-b1d8-63320613e8d5/

SAMG

Silvercrest Asset Management Group Inc
Chart
9.95 USD
Latest Week 2026-07-17
Financial ServicesAsset ManagementMICRO
Snapshot 2026-07-19 · 0.7w · Fresh
0.66
OS Score
76.0%
Value
65.0%
Quality
8.0%
Momentum
5/9
F-Score
0.703
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.703
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
45.7%
💰
High Yield
Div 8.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
Val 76%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
76.0%ile
P/E
28.8×
P/S
0.6×
P/B
1.6×
E/P
0.0575
FCF Yield
0.129
EBITDA/EV
0.077
SH Yield
0.457
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
15.00000000
/100
FCF yield of 12.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
65.0%ile
ROE
0.057
ROA
0.020
Net Margin
0.021
Op Margin
0.058
GPA
0.445
D/E
1.12
Current
2.89
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.004
Earn Growth
-0.705
Stability
0.735
lower=better
Accruals
-0.075
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
8.0%ile
6M Return
-33.8%
12M Return
-35.9%
12-1 Mom
-30.3%
Risk-Adj
-1.16
Vol 252d
26.2%
Vol 60d
61.9%
↑ Expanding
Max DD 12M
-37.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -30% signals a downtrend — price is moving against you. Near-term vol (62%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.66
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
40.5%
Sector Quality %ile
36.5%
P/E z-score
0.40
P/B z-score
-0.06
Sector Avg OS
85.5%
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%
IX Orix Corp Ads 99.0% 98.0% 82.0% 90.0%
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%
CARE Carter Bank and Trust 99.0% 96.0% 96.0% 91.0%
BBDO Banco Bradesco S/A ADR 98.0% 97.0% 92.0% 77.0%
HG Hamilton Insurance Group, Ltd. 98.0% 97.0% 82.0% 90.0%
MRX Marex Group plc Ordinary Shares 98.0% 93.0% 81.0% 89.0%
Factor Interactions
Falling Knife
Weak momentum (8th) despite looking cheap (76th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 45.7% backed by 12.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (62%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.4% avg (7 factors)
Quality
C
53.4% avg (8 factors)
Momentum
F
0.0% avg (4 factors)
Risk
B
73.1% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.660—0—
Value %ile0.760—7—
Quality %ile0.650—0—
Momentum %ile0.080—7—
F-Score5.000—0—
Confidence0.940—7—
Volatility0.262—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
28.81
Earnings Yield (E/P)
0.0575
Price / Sales
0.61
Price / Book
1.63
Price / Cash Flow
6.07
FCF Yield
12.9%
EBITDA / EV
7.7%
Sales Yield (1/P·S)
0.9862
Shareholder Yield
Div + net buyback / mktcap
45.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.7%
Return on Assets
2.0%
Net Margin
2.1%
Operating Margin
5.8%
Gross Profit / Assets
Novy-Marx GPA
44.5%
Debt / Equity
1.12
Current Ratio
2.89
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.075
External Financing
Net issuance — lower=better
0.215
MomentumPrice trend strength over different horizons
6M Return
-33.8%
12M Return
-35.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-30.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.16
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.4%
Earnings Growth (YoY)
-70.5%
Earnings Stability (CV)
Lower = more stable
0.735
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
8.4%
Buyback Yield
37.2%
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
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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