Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/da2204b3-7286-4253-abe5-72318d608959/
MNSB
Mainstreet BankSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
#22.00000000
◆
Quality × Value
QV 0.796
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 6.00000000
📐
EBITDA/EV
29.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.9%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 32%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 96th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.12
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
10.4×
P/S
1.3×
P/B
0.8×
E/P
0.0966
FCF Yield
0.300
EBITDA/EV
0.295
SH Yield
0.029
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
6.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 10.4x places this firmly in deep value territory. FCF yield of 30.0% is strong — the business generates significant free cash relative to price. VC2 score of 6.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
66.0%ile
ROE
0.080
ROA
0.008
Net Margin
0.130
Op Margin
0.160
GPA
0.033
D/E
9.34
Current
0.14
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.038
Stability
8.721
lower=better
Accruals
-0.001
lower=better
5yr Consist
No
Highly leveraged with D/E of 9.34 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
77.0%ile
6M Return
21.5%
12M Return
33.7%
12-1 Mom
31.6%
Risk-Adj
1.12
Vol 252d
28.3%
Vol 60d
57.4%
↑ Expanding
Max DD 12M
-20.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 32% is very strong — a clear uptrend. Near-term vol (57%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
94.2%
Sector Quality %ile
30.7%
P/E z-score
-0.18
P/B z-score
-0.08
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (96th value) with strong momentum (77th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (57%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
83.5% avg (7 factors)
Quality
F
26.7% avg (8 factors)
Momentum
B
65.9% avg (4 factors)
Risk
B
69.5% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.950 | —1 | — | |
| Value %ile | 0.960 | —1 | — | |
| Quality %ile | 0.660 | —0 | — | |
| Momentum %ile | 0.770 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.283 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.35
Earnings Yield (E/P)
0.0966
Price / Sales
1.34
Price / Book
0.83
Price / Cash Flow
8.95
FCF Yield
30.0%
EBITDA / EV
29.5%
Sales Yield (1/P·S)
1.6531
Shareholder Yield
Div + net buyback / mktcap
2.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.0%
Return on Assets
0.8%
Net Margin
13.0%
Operating Margin
16.0%
Gross Profit / Assets
Novy-Marx GPA
3.3%
Debt / Equity
9.34
Current Ratio
0.14
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.001
MomentumPrice trend strength over different horizons
6M Return
21.5%
12M Return
33.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
31.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.8%
Earnings Stability (CV)
Lower = more stable
8.721
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
2.9%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
6
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
22
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
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