Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/fc3f801d-f4da-40bc-98b2-d5e22e18b3bb/
VIRT
Virtu Financial, Inc.Snapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.835
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 7.6
◇
VC2 Cheapest
✗
📐
EBITDA/EV
18.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +21%
🔄
Shareholder Yield
5.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 41%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.82
⚡
Risk-Adj Momentum
RAM 1.05
V
Value Analysis
Cheapness relative to fundamentals
83.0%ile
P/E
7.6×
P/S
1.3×
P/B
3.0×
E/P
0.1700
FCF Yield
0.062
EBITDA/EV
0.182
SH Yield
0.050
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
15.00000000
/100 — 1=cheapest
VC2 (Trending Value)
13.00000000
/100
VC3 (Buyback)
16.00000000
/100
P/E of 7.6x places this firmly in deep value territory. FCF yield of 6.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.395
ROA
0.027
Net Margin
0.168
Op Margin
0.389
GPA
0.090
D/E
13.21
Current
0.54
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.208
Earn Growth
0.691
Stability
0.533
lower=better
Accruals
0.007
lower=better
5yr Consist
No
ROE of 39% is exceptional. Highly leveraged with D/E of 13.21 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
62.4%
12M Return
38.3%
12-1 Mom
40.5%
Risk-Adj
1.05
Vol 252d
38.7%
Vol 60d
91.6%
↑ Expanding
Max DD 12M
-23.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 41% is very strong — a clear uptrend. Near-term vol (92%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
58.1%
Sector Quality %ile
76.8%
P/E z-score
-0.34
P/B z-score
-0.02
Sector Avg OS
85.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (83th) and quality (84th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (83th value) with strong momentum (81th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 21% with P/E of 8×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 5.0% backed by 6.2% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (39%) boosted by high leverage (D/E 13.2). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (92%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.5% avg (7 factors)
Quality
C
45.4% avg (8 factors)
Momentum
A
78.6% avg (4 factors)
Risk
C
52.1% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.950 | —8 | — | |
| Value %ile | 0.830 | —8 | — | |
| Quality %ile | 0.840 | —8 | — | |
| Momentum %ile | 0.810 | —8 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —8 | — | |
| Volatility | 0.387 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.59
Earnings Yield (E/P)
0.1700
Price / Sales
1.27
Price / Book
3.00
Price / Cash Flow
10.03
FCF Yield
6.2%
EBITDA / EV
18.2%
Sales Yield (1/P·S)
0.4374
Shareholder Yield
Div + net buyback / mktcap
5.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
39.5%
Return on Assets
2.7%
Net Margin
16.8%
Operating Margin
38.9%
Gross Profit / Assets
Novy-Marx GPA
9.0%
Debt / Equity
13.21
Current Ratio
0.54
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.007
External Financing
Net issuance — lower=better
0.008
MomentumPrice trend strength over different horizons
6M Return
62.4%
12M Return
38.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
40.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.05
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
20.8%
Earnings Growth (YoY)
69.1%
Earnings Stability (CV)
Lower = more stable
0.533
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
1.6%
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
15
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
13
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
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