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AOMR

Angel Oak Mortgage Inc
Chart
8.85 USD
Latest Week 2026-07-31
Real EstateReit - MortgageMICRO
Snapshot 2026-07-26 · 1.0w · Fresh
0.08
OS Score
26.0%
Value
13.0%
Quality
30.0%
Momentum
6/9
F-Score
0.184
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 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
9.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
26.0%ile
P/E
13.6×
P/S
1.4×
P/B
0.9×
E/P
0.0174
FCF Yield
-0.134
EBITDA/EV
0.019
SH Yield
0.090
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
32.00000000
/100 — 1=cheapest
VC2 (Trending Value)
24.00000000
/100
VC3 (Buyback)
27.00000000
/100
Negative FCF yield (-13.4%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
13.0%ile
ROE
0.063
ROA
0.006
Net Margin
0.104
Op Margin
0.291
GPA
0.025
D/E
9.94
Current
0.29
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.942
Earn Growth
-0.557
Stability
2.296
lower=better
Accruals
0.130
lower=better
5yr Consist
No
Highly leveraged with D/E of 9.94 — returns are being amplified by debt. Accruals ratio of 0.130 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
30.0%ile
6M Return
4.1%
12M Return
5.5%
12-1 Mom
1.8%
Risk-Adj
0.08
Vol 252d
23.6%
Vol 60d
52.4%
↑ Expanding
Max DD 12M
-14.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (52%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.08
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 242 peers
Sector Value %ile
41.2%
Sector Quality %ile
13.2%
P/E z-score
-0.30
P/B z-score
-0.26
Sector Avg OS
39.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IHS IHS Holding Ltd 97.0% 92.0% 93.0% 78.0%
RMR RMR Group Inc 96.0% 92.0% 85.0% 75.0%
CBL CBL & Associates Properties Inc 96.0% 81.0% 88.0% 95.0%
HST Host Hotels & Resorts Inc 92.0% 71.0% 84.0% 86.0%
IIPR Innovative Industrial Properties Inc 90.0% 81.0% 67.0% 74.0%
MRP Millrose Properties, Inc. 89.0% 91.0% 88.0% 27.0%
UNIT Uniti Group Inc 88.0% 91.0% 77.0% 34.0%
VNO Vornado Realty Trust 88.0% 87.0% 94.0% 28.0%
Factor Interactions
Growth at Reasonable Price
Revenue growing 94% with P/E of 14×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (52%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
55.7% avg (7 factors)
Quality
F
22.8% avg (8 factors)
Momentum
D
36.2% avg (4 factors)
Risk
A
77.3% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.080—8—
Value %ile0.260—8—
Quality %ile0.130—8—
Momentum %ile0.300—1—
F-Score6.000—0—
Confidence0.929—8—
Volatility0.236—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.61
Earnings Yield (E/P)
0.0174
Price / Sales
1.41
Price / Book
0.85
FCF Yield
-13.4%
EBITDA / EV
1.9%
Sales Yield (1/P·S)
0.0598
Shareholder Yield
Div + net buyback / mktcap
9.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.3%
Return on Assets
0.6%
Net Margin
10.4%
Operating Margin
29.1%
Gross Profit / Assets
Novy-Marx GPA
2.5%
Debt / Equity
9.94
Current Ratio
0.29
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.130
External Financing
Net issuance — lower=better
0.004
MomentumPrice trend strength over different horizons
6M Return
4.1%
12M Return
5.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
1.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.08
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
94.2%
Earnings Growth (YoY)
-55.7%
Earnings Stability (CV)
Lower = more stable
2.296
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
14.5%
Buyback Yield
-5.6%
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
32
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
24
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
27
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
Show all
Op Income
OCF
CapEx
Equity