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ECAT

BlackRock ESG Capital Allocation Trust
Chart
15.85 USD
Latest Week 2026-07-10
Financial ServicesAsset ManagementSMALL
Snapshot 2026-07-12 · 0.9w · Fresh
0.91
OS Score
94.0%
Value
89.0%
Quality
33.0%
Momentum
#29.00000000
TV Rank
4/9
F-Score
0.915
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.910
↗
Trending Value
#29
◆
Quality × Value
QV 0.915
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8
📐
EBITDA/EV
13.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
21.2%
💰
High Yield
Div 21.2%
🚀
Momentum Leaders
12-1 16%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 14%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.12
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
7.4×
P/S
7.3×
P/B
1.0×
E/P
0.1356
FCF Yield
0.219
EBITDA/EV
0.136
SH Yield
0.212
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 7.4x places this firmly in deep value territory. FCF yield of 21.9% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%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
33.0%ile
6M Return
12.3%
12M Return
20.0%
12-1 Mom
15.6%
Risk-Adj
1.12
Vol 252d
14.0%
Vol 60d
34.0%
↑ 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
0.91
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
86.8%
P/E z-score
-0.33
P/B z-score
-0.09
Sector Avg OS
85.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
RILY BRC Group Holdings, Inc. 99.0% 95.0% 88.0% 92.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 86.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 89.0% 81.0%
CARE Carter Bank and Trust 99.0% 96.0% 95.0% 92.0%
RILYL BRC Group Holdings, Inc. 99.0% 95.0% 87.0% 97.0%
MRX Marex Group plc Ordinary Shares 98.0% 92.0% 80.0% 92.0%
BBDO Banco Bradesco S/A ADR 98.0% 97.0% 92.0% 69.0%
FXNC First National Corp 98.0% 93.0% 85.0% 87.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (94th) and quality (89th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 21.2% backed by 21.9% 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
85.6% avg (7 factors)
Quality
B
63.5% avg (8 factors)
Momentum
C
53.9% avg (4 factors)
Risk
A
93.4% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.910—6—
Value %ile0.940—6—
Quality %ile0.890—6—
Momentum %ile0.330—0—
F-Score4.000—6—
Confidence0.764—6—
Volatility0.140—6—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.39
Earnings Yield (E/P)
0.1356
Price / Sales
7.29
Price / Book
0.98
Price / Cash Flow
4.57
FCF Yield
21.9%
EBITDA / EV
13.6%
Sales Yield (1/P·S)
0.1374
Shareholder Yield
Div + net buyback / mktcap
21.2%
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
12.3%
12M Return
20.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
15.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
21.2%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
29
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity