Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/dd72d541-d9f8-4cb9-a047-aeb68706add0/
CXW
CoreCivic IncSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.3
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
7.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 39%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.07
V
Value Analysis
Cheapness relative to fundamentals
35.0%ile
P/E
23.4×
P/S
1.3×
P/B
2.2×
E/P
0.0574
FCF Yield
0.072
EBITDA/EV
0.089
SH Yield
0.077
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
67.00000000
/100 — 1=cheapest
VC2 (Trending Value)
31.00000000
/100
VC3 (Buyback)
34.00000000
/100
FCF yield of 7.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
25.0%ile
ROE
0.093
ROA
0.038
Net Margin
0.055
Op Margin
0.104
GPA
0.154
D/E
1.41
Current
2.44
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.199
Earn Growth
0.531
Stability
0.288
lower=better
Accruals
-0.010
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
53.2%
12M Return
47.3%
12-1 Mom
38.9%
Risk-Adj
1.07
Vol 252d
36.4%
Vol 60d
79.8%
↑ Expanding
Max DD 12M
-22.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 39% is very strong — a clear uptrend. Near-term vol (80%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.41
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
33.9%
Sector Quality %ile
19.2%
P/E z-score
-0.20
P/B z-score
-0.06
Sector Avg OS
51.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 7.7% backed by 7.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (80%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.8% avg (7 factors)
Quality
C
45.2% avg (8 factors)
Momentum
A
80.7% avg (4 factors)
Risk
C
56.0% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.410 | —0 | — | |
| Value %ile | 0.350 | —0 | — | |
| Quality %ile | 0.250 | —7 | — | |
| Momentum %ile | 0.830 | —6 | — | |
| F-Score | 7.000 | —7 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.364 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
23.44
Earnings Yield (E/P)
0.0574
Price / Sales
1.30
Price / Book
2.17
Price / Cash Flow
18.49
FCF Yield
7.2%
EBITDA / EV
8.9%
Sales Yield (1/P·S)
0.5540
Shareholder Yield
Div + net buyback / mktcap
7.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.3%
Return on Assets
3.8%
Net Margin
5.5%
Operating Margin
10.4%
Gross Profit / Assets
Novy-Marx GPA
15.4%
Debt / Equity
1.41
Current Ratio
2.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.010
MomentumPrice trend strength over different horizons
6M Return
53.2%
12M Return
47.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
38.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.07
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
19.9%
Earnings Growth (YoY)
53.1%
Earnings Stability (CV)
Lower = more stable
0.288
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
0.0%
Buyback Yield
7.7%
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
67
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
31
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
34
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