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ECAT

BlackRock ESG Capital Allocation Trust
Chart
$15.36
Latest Week 2026-06-05
Financial ServicesAsset ManagementSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.97
OS Score
94.0%
Value
91.0%
Quality
68.0%
Momentum
#37.00000000
TV Rank
4/9
F-Score
0.925
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
#37.00000000
◆
Quality × Value
QV 0.925
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 7.00000000
📐
EBITDA/EV
14.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
22.8%
💰
High Yield
Div 22.8%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 14%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.06
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
7.2×
P/S
7.1×
P/B
0.9×
E/P
0.1397
FCF Yield
0.226
EBITDA/EV
0.140
SH Yield
0.228
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
7.00000000
/100
P/E of 7.2x places this firmly in deep value territory. FCF yield of 22.6% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.133
ROA
0.119
Net Margin
0.987
Op Margin
0.987
GPA
0.121
D/E
0.11
Current
0.02
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
-0.073
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.11.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
68.0%ile
6M Return
8.3%
12M Return
18.7%
12-1 Mom
14.7%
Risk-Adj
1.06
Vol 252d
13.9%
Vol 60d
33.8%
↑ Expanding
Max DD 12M
-11.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (34%) is expanding vs long-term (14%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
88.2%
Sector Quality %ile
91.0%
P/E z-score
-0.33
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
UFCS United Fire Group Inc 98.0% 96.0% 81.0% 88.0%
RILY BRC Group Holdings, Inc. 98.0% 95.0% 79.0% 96.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (94th) and quality (91th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 22.8% backed by 22.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (34%) significantly exceeds 252-day (14%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
86.6% avg (7 factors)
Quality
B
63.5% avg (8 factors)
Momentum
C
51.6% avg (4 factors)
Risk
A
93.6% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.970—1—
Value %ile0.940—1—
Quality %ile0.910—1—
Momentum %ile0.680—0—
F-Score4.000—1—
Confidence0.786—1—
Volatility0.139—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.16
Earnings Yield (E/P)
0.1397
Price / Sales
7.07
Price / Book
0.95
Price / Cash Flow
4.43
FCF Yield
22.6%
EBITDA / EV
14.0%
Sales Yield (1/P·S)
0.1418
Shareholder Yield
Div + net buyback / mktcap
22.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.3%
Return on Assets
11.9%
Net Margin
98.7%
Operating Margin
98.7%
Gross Profit / Assets
Novy-Marx GPA
12.1%
Debt / Equity
0.11
Current Ratio
0.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.073
MomentumPrice trend strength over different horizons
6M Return
8.3%
12M Return
18.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
14.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.06
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
22.8%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
37
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
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Op Income
OCF
CapEx
Equity