Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e46757a3-4ecb-47a5-926b-a22d8cd4e4ce/
WBS
Webster Financial CorporationSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.759
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.0
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
5.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 27%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.74
⚡
Risk-Adj Momentum
RAM 1.28
V
Value Analysis
Cheapness relative to fundamentals
79.0%ile
P/E
12.0×
P/S
2.8×
P/B
1.3×
E/P
0.0767
FCF Yield
0.085
EBITDA/EV
0.086
SH Yield
0.055
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
21.00000000
/100
VC3 (Buyback)
24.00000000
/100
FCF yield of 8.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%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
75.0%ile
6M Return
19.1%
12M Return
28.1%
12-1 Mom
27.4%
Risk-Adj
1.28
Vol 252d
21.4%
Vol 60d
40.9%
↑ Expanding
Max DD 12M
-12.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 27% is very strong — a clear uptrend. Near-term vol (41%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (79th) and quality (73th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (79th value) with strong momentum (75th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 5.5% backed by 8.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (41%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.0% avg (7 factors)
Quality
D
36.3% avg (8 factors)
Momentum
B
63.2% avg (4 factors)
Risk
A
81.1% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.900 | —7 | — | |
| Value %ile | 0.790 | —7 | — | |
| Quality %ile | 0.730 | —7 | — | |
| Momentum %ile | 0.750 | —7 | — | |
| F-Score | 7.000 | —7 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.214 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.05
Earnings Yield (E/P)
0.0767
Price / Sales
2.83
Price / Book
1.29
Price / Cash Flow
9.84
FCF Yield
8.5%
EBITDA / EV
8.6%
Sales Yield (1/P·S)
0.2833
Shareholder Yield
Div + net buyback / mktcap
5.5%
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
19.1%
12M Return
28.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
27.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.28
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
2.1%
Buyback Yield
3.4%
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
21
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
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