Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f90b85e8-8803-4322-9fdf-56aa5f61cd87/
ACRE
Ares Commercial Real EstateSnapshot 2026-06-07 · 0.0w · Fresh
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
12.1%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
26.0%ile
P/S
3.5×
P/B
0.6×
FCF Yield
-0.083
EBITDA/EV
0.036
SH Yield
0.121
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
69.00000000
/100 — 1=cheapest
VC2 (Trending Value)
28.00000000
/100
VC3 (Buyback)
28.00000000
/100
Negative FCF yield (-8.3%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
10.0%ile
ROE
-0.040
ROA
-0.011
Net Margin
-0.249
Op Margin
0.136
GPA
0.030
D/E
2.73
Current
0.47
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
2.094
Stability
1.791
lower=better
Accruals
0.013
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.73 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
70.0%ile
6M Return
4.1%
12M Return
18.1%
12-1 Mom
21.6%
Risk-Adj
0.67
Vol 252d
32.4%
Vol 60d
71.0%
↑ Expanding
Max DD 12M
-13.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Near-term vol (71%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.16
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 252 peers
Sector Value %ile
44.7%
Sector Quality %ile
11.5%
P/B z-score
-0.19
Sector Avg OS
40.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (71%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.1% avg (5 factors)
Quality
F
18.2% avg (8 factors)
Momentum
C
50.0% avg (4 factors)
Risk
B
62.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.160 | —1 | — | |
| Value %ile | 0.260 | —1 | — | |
| Quality %ile | 0.100 | —1 | — | |
| Momentum %ile | 0.700 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 0.324 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
3.46
Price / Book
0.56
FCF Yield
-8.3%
EBITDA / EV
3.6%
Sales Yield (1/P·S)
0.1581
Shareholder Yield
Div + net buyback / mktcap
12.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-4.0%
Return on Assets
-1.1%
Net Margin
-24.9%
Operating Margin
13.6%
Gross Profit / Assets
Novy-Marx GPA
3.0%
Debt / Equity
2.73
Current Ratio
0.47
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.013
MomentumPrice trend strength over different horizons
6M Return
4.1%
12M Return
18.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
21.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.67
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
209.4%
Earnings Stability (CV)
Lower = more stable
1.791
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
12.1%
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
69
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
28
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
28
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