Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/dd4958ca-fe22-4d70-b2f7-38d230a6b656/
BENF
Beneficient Class A Common StockSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
11.0%ile
P/E
119.7×
P/B
19.5×
E/P
0.0084
FCF Yield
-0.022
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
86.00000000
/100 — 1=cheapest
VC2 (Trending Value)
86.00000000
/100
VC3 (Buyback)
86.00000000
/100
P/E of 119.7x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-2.2%) — the business is currently cash-consumptive. VC2 score of 86.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
67.0%ile
ROE
0.163
ROA
0.044
Net Margin
-0.320
Op Margin
2.031
GPA
-0.166
D/E
4.15
Current
0.03
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.292
Stability
575.741
lower=better
Accruals
0.164
lower=better
5yr Consist
No
Highly leveraged with D/E of 4.15 — returns are being amplified by debt. Accruals ratio of 0.164 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
80.0%ile
6M Return
-33.0%
12M Return
40.4%
12-1 Mom
36.4%
Risk-Adj
0.19
Vol 252d
193.9%
Vol 60d
488.9%
↑ Expanding
Max DD 12M
-57.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 36% is very strong — a clear uptrend. Near-term vol (489%) is expanding vs long-term (194%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.36
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
32.3%
P/E z-score
5.08
P/B z-score
0.63
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Hot but Volatile
Strong momentum (80th) but high volatility (194%). Momentum could reverse sharply.
Leveraged Returns
Strong ROE (16%) boosted by high leverage (D/E 4.2). Returns look good but come with balance sheet risk.
Earnings Quality Concern
ROE looks strong (16%) but high accruals (0.164) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (489%) significantly exceeds 252-day (194%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
3.3% avg (5 factors)
Quality
F
21.0% avg (8 factors)
Momentum
C
47.5% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.360 | —0 | — | |
| Value %ile | 0.110 | —1 | — | |
| Quality %ile | 0.670 | —0 | — | |
| Momentum %ile | 0.800 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.813 | —1 | — | |
| Volatility | 1.939 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
119.69
Earnings Yield (E/P)
0.0084
Price / Book
19.47
FCF Yield
-2.2%
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.3%
Return on Assets
4.4%
Net Margin
-32.0%
Operating Margin
203.1%
Gross Profit / Assets
Novy-Marx GPA
-16.6%
Debt / Equity
4.15
Current Ratio
0.03
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.164
MomentumPrice trend strength over different horizons
6M Return
-33.0%
12M Return
40.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
36.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.19
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
129.2%
Earnings Stability (CV)
Lower = more stable
575.741
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
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
86
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
86
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
86
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