Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e46757a3-4ecb-47a5-926b-a22d8cd4e4ce/
WBS
Webster Financial CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
✗
◆
Quality × Value
QV 0.795
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
2.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 38%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.68
V
Value Analysis
Cheapness relative to fundamentals
80.0%ile
P/E
11.3×
P/S
2.7×
P/B
1.2×
E/P
0.0885
FCF Yield
0.091
EBITDA/EV
0.092
SH Yield
0.024
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
20.00000000
/100
VC3 (Buyback)
20.00000000
/100
P/E of 11.3x places this firmly in deep value territory. FCF yield of 9.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
79.0%ile
ROE
0.107
ROA
0.012
Net Margin
0.235
Op Margin
0.271
GPA
0.032
D/E
7.94
Current
0.04
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.037
Earn Growth
0.312
Stability
0.159
lower=better
Accruals
-0.003
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 7.94 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
16.9%
12M Return
38.0%
12-1 Mom
38.5%
Risk-Adj
1.68
Vol 252d
22.9%
Vol 60d
47.0%
↑ Expanding
Max DD 12M
-12.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 38% is very strong — a clear uptrend. Risk-adjusted momentum of 1.68 is excellent — strong returns relative to volatility. Near-term vol (47%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
47.9%
Sector Quality %ile
58.9%
P/E z-score
-0.13
P/B z-score
-0.06
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (80th) and quality (79th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (80th value) with strong momentum (81th). The market is starting to recognise the value.
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
B
69.0% avg (7 factors)
Quality
D
36.3% avg (8 factors)
Momentum
B
71.5% avg (4 factors)
Risk
A
78.4% 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 | 0.930 | —1 | — | |
| Value %ile | 0.800 | —1 | — | |
| Quality %ile | 0.790 | —1 | — | |
| Momentum %ile | 0.810 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.229 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.30
Earnings Yield (E/P)
0.0885
Price / Sales
2.65
Price / Book
1.21
Price / Cash Flow
9.23
FCF Yield
9.1%
EBITDA / EV
9.2%
Sales Yield (1/P·S)
0.3040
Shareholder Yield
Div + net buyback / mktcap
2.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.7%
Return on Assets
1.2%
Net Margin
23.5%
Operating Margin
27.1%
Gross Profit / Assets
Novy-Marx GPA
3.2%
Debt / Equity
7.94
Current Ratio
0.04
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.003
MomentumPrice trend strength over different horizons
6M Return
16.9%
12M Return
38.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
38.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.68
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.7%
Earnings Growth (YoY)
31.2%
Earnings Stability (CV)
Lower = more stable
0.159
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
2.4%
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
20
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
20
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
CapEx
Equity