Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e1e3ee63-378c-4b8d-a64d-dd283dd6bbac/
CASS
Cass Information Systems IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.6%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
25.0%ile
P/E
17.9×
P/S
3.1×
P/B
2.6×
E/P
0.0559
FCF Yield
0.067
EBITDA/EV
0.081
SH Yield
0.026
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
78.00000000
/100 — 1=cheapest
VC2 (Trending Value)
72.00000000
/100
VC3 (Buyback)
72.00000000
/100
FCF yield of 6.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
0.145
ROA
0.014
Net Margin
0.174
Op Margin
0.193
GPA
0.073
D/E
9.48
Current
0.22
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.031
Earn Growth
0.667
Stability
0.363
lower=better
Accruals
0.002
lower=better
5yr Consist
No
Highly leveraged with D/E of 9.48 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
31.0%ile
6M Return
10.9%
12M Return
14.4%
12-1 Mom
14.0%
Risk-Adj
0.62
Vol 252d
22.5%
Vol 60d
47.1%
↑ Expanding
Max DD 12M
-19.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (47%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.37
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
24.8%
Sector Quality %ile
92.8%
P/E z-score
-0.30
P/B z-score
-0.05
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (90th) but expensive (25th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (47%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
57.8% avg (7 factors)
Quality
D
33.2% avg (8 factors)
Momentum
C
48.2% avg (4 factors)
Risk
A
79.1% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.370 | —0 | — | |
| Value %ile | 0.250 | —1 | — | |
| Quality %ile | 0.900 | —1 | — | |
| Momentum %ile | 0.310 | —0 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.225 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.90
Earnings Yield (E/P)
0.0559
Price / Sales
3.11
Price / Book
2.59
Price / Cash Flow
20.59
FCF Yield
6.7%
EBITDA / EV
8.1%
Sales Yield (1/P·S)
0.3818
Shareholder Yield
Div + net buyback / mktcap
2.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.5%
Return on Assets
1.4%
Net Margin
17.4%
Operating Margin
19.3%
Gross Profit / Assets
Novy-Marx GPA
7.3%
Debt / Equity
9.48
Current Ratio
0.22
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
10.9%
12M Return
14.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
14.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.62
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.1%
Earnings Growth (YoY)
66.7%
Earnings Stability (CV)
Lower = more stable
0.363
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
2.6%
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
78
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
72
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
72
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