Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e8204fae-49db-49a6-bfce-84dc182b8c6e/

ICMB

Investcorp Credit Management BDC Inc
Chart
0.85 USD
Latest Week 2026-07-17
Financial ServicesAsset ManagementNANO
Snapshot 2026-07-19 · 0.6w · Fresh
0.54
OS Score
51.0%
Value
49.0%
Quality
50.0%
Momentum
4/9
F-Score
0.500
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 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
32.8%
💰
High Yield
Div 32.8%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.62
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
51.0%ile
P/B
0.2×
FCF Yield
0.090
SH Yield
0.328
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
49.00000000
/100 — 1=cheapest
VC2 (Trending Value)
50.00000000
/100
VC3 (Buyback)
50.00000000
/100
FCF yield of 9.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
49.0%ile
ROE
-0.374
ROA
-0.120
Net Margin
2.500
Op Margin
2.436
GPA
-0.094
D/E
2.12
Current
1.11
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
3.147
lower=better
Accruals
-0.184
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.12 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
50.0%ile
6M Return
-70.3%
12M Return
-66.9%
12-1 Mom
-54.2%
Risk-Adj
-0.81
Vol 252d
66.9%
Vol 60d
166.6%
↑ Expanding
Max DD 12M
-72.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -54% signals a downtrend — price is moving against you. Near-term vol (167%) is expanding vs long-term (67%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.54
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
1.0%
Sector Quality %ile
14.8%
P/B z-score
-0.07
Sector Avg OS
85.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BAP Credicorp Ltd 99.0% 97.0% 96.0% 91.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 89.0%
RILYL BRC Group Holdings, Inc. 99.0% 94.0% 88.0% 95.0%
CARE Carter Bank and Trust 99.0% 96.0% 96.0% 91.0%
IX Orix Corp Ads 99.0% 98.0% 82.0% 90.0%
RNR Renaissancere Holdings Ltd 98.0% 96.0% 94.0% 78.0%
BBDO Banco Bradesco S/A ADR 98.0% 97.0% 92.0% 77.0%
IFS Intercorp Financial Services Inc 98.0% 98.0% 83.0% 88.0%
Factor Interactions
Strong Capital Return
Shareholder yield 32.8% backed by 9.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (167%) significantly exceeds 252-day (67%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
92.8% avg (3 factors)
Quality
C
46.4% avg (8 factors)
Momentum
F
1.2% avg (4 factors)
Risk
F
5.1% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.540—0—
Value %ile0.510—0—
Quality %ile0.490—0—
Momentum %ile0.500—0—
F-Score4.000—7—
Confidence0.909—7—
Volatility0.669—7—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.23
Price / Cash Flow
1.17
FCF Yield
9.0%
Shareholder Yield
Div + net buyback / mktcap
32.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-37.4%
Return on Assets
-12.0%
Net Margin
250.0%
Operating Margin
243.6%
Gross Profit / Assets
Novy-Marx GPA
-9.4%
Debt / Equity
2.12
Current Ratio
1.11
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.184
MomentumPrice trend strength over different horizons
6M Return
-70.3%
12M Return
-66.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-54.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.81
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
3.147
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
32.8%
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
49
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
50
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
50
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