Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/fe7e11ee-69bc-458d-a317-79d080757d7f/
VEL
Velocity Financial LlcSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.0
💎
Deep Value
P/E 6.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 73th
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
73.0%ile
P/E
6.3×
P/S
1.0×
P/B
1.0×
E/P
0.1587
FCF Yield
0.004
EBITDA/EV
0.050
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
27.00000000
/100 — 1=cheapest
VC2 (Trending Value)
70.00000000
/100
VC3 (Buyback)
70.00000000
/100
P/E of 6.3x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
24.0%ile
ROE
0.156
ROA
0.014
Net Margin
0.158
Op Margin
0.523
GPA
0.062
D/E
9.90
Current
0.64
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.441
Earn Growth
0.560
Stability
0.292
lower=better
Accruals
0.011
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 9.90 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
26.0%ile
6M Return
-7.4%
12M Return
2.1%
12-1 Mom
6.7%
Risk-Adj
0.28
Vol 252d
24.2%
Vol 60d
49.4%
↑ Expanding
Max DD 12M
-17.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (49%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.52
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
28.9%
Sector Quality %ile
6.0%
P/E z-score
-0.37
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (73th value) but weak quality (24th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 44% with P/E of 6×. Growth isn't fully priced in.
Leveraged Returns
Strong ROE (16%) boosted by high leverage (D/E 9.9). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (49%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.7% avg (7 factors)
Quality
D
36.8% avg (8 factors)
Momentum
D
34.5% avg (4 factors)
Risk
A
76.4% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.520 | —0 | — | |
| Value %ile | 0.730 | —1 | — | |
| Quality %ile | 0.240 | —1 | — | |
| Momentum %ile | 0.260 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.242 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.30
Earnings Yield (E/P)
0.1587
Price / Sales
0.99
Price / Book
0.98
Price / Cash Flow
25.65
FCF Yield
0.4%
EBITDA / EV
5.0%
Sales Yield (1/P·S)
0.0944
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.6%
Return on Assets
1.4%
Net Margin
15.8%
Operating Margin
52.3%
Gross Profit / Assets
Novy-Marx GPA
6.2%
Debt / Equity
9.90
Current Ratio
0.64
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.011
MomentumPrice trend strength over different horizons
6M Return
-7.4%
12M Return
2.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
6.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.28
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
44.1%
Earnings Growth (YoY)
56.0%
Earnings Stability (CV)
Lower = more stable
0.292
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
0.0%
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
27
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
70
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
70
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