Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/08394776-d6b9-4b47-a7e4-b2186653eb25/

BKH

Black Hills Corporation
Chart
71.21 USD
Latest Week 2026-07-31
Snapshot 2026-08-02 · 0.1w · Fresh
0.85
OS Score
74.0%
Value
64.0%
Quality
66.0%
Momentum
5/9
F-Score
0.688
QV
Strategy Eligibility
8 of 23 passing
OS Composite
OS 0.850
Trending Value
Quality × Value
QV 0.688
🏛
Cornerstone Value
🌿
Cornerstone Growth
💎
Deep Value
VC2 Cheapest
📐
EBITDA/EV
8.2%
Veiled Value
Piotroski Bargains
🔬
Quality Compounders
📈
Consistent Earners
🌱
GARP
🔄
Shareholder Yield
💰
High Yield
Div 3.9%
🚀
Momentum Leaders
12-1 33%
Market Leaders
Tiny Titans
🔍
Small Cap Value
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
🧠
Capital Allocators
CAQ 1.00
Risk-Adj Momentum
RAM 1.43
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/E
18.8×
P/S
2.4×
P/B
1.4×
E/P
0.0535
FCF Yield
0.154
EBITDA/EV
0.082
SH Yield
-0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
28.00000000
/100 — 1=cheapest
VC2 (Trending Value)
66.00000000
/100
VC3 (Buyback)
66.00000000
/100
FCF yield of 15.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
64.0%ile
ROE
0.073
ROA
0.027
Net Margin
0.126
Op Margin
0.237
GPA
0.075
D/E
1.72
Current
0.65
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.036
Earn Growth
0.031
Stability
0.714
lower=better
Accruals
-0.031
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
66.0%ile
6M Return
-0.5%
12M Return
28.2%
12-1 Mom
32.8%
Risk-Adj
1.43
Vol 252d
22.9%
Vol 60d
47.3%
↑ Expanding
Max DD 12M
-8.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 33% is very strong — a clear uptrend. Near-term vol (47%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
Sector Context
Utilities · 107 peers
Sector Value %ile
69.4%
Sector Quality %ile
54.6%
P/E z-score
-0.13
P/B z-score
-0.40
Sector Avg OS
48.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
SBS Companhia de Saneamento Basico do Estado de Sao Paulo SABESP ADR 96.0% 97.0% 70.0% 76.0%
EIX Edison International 95.0% 89.0% 80.0% 74.0%
AXIA AXIA Energia 95.0% 89.0% 69.0% 87.0%
CIG-C Energy of Minas Gerais Co DRC 94.0% 98.0% 64.0% 66.0%
ENIC Enel Chile SA ADR 93.0% 91.0% 64.0% 74.0%
BIP Brookfield Infrastructure Partners LP 90.0% 79.0% 77.0% 70.0%
ARTNA Artesian Resources Corporation 90.0% 84.0% 66.0% 66.0%
ELPC Companhia Paranaense de Energia - COPEL 90.0% 97.0% 28.0% 79.0%
Factor Interactions
Volatility Expanding
60-day vol (47%) significantly exceeds 252-day (23%). Near-term risk is elevated.
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.5% avg (7 factors)
Quality
D
40.6% avg (8 factors)
Momentum
C
59.8% avg (4 factors)
Risk
A
78.5% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends9 snapshots
Factor Persistence9 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.850—9
Value %ile0.740—9
Quality %ile0.640—0
Momentum %ile0.660—0
F-Score5.000—0
Confidence0.947—9
Volatility0.229—0
Value Lens2021-08-03 → 2026-08-02
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.80
Earnings Yield (E/P)
0.0535
Price / Sales
2.37
Price / Book
1.37
Price / Cash Flow
8.72
FCF Yield
15.4%
EBITDA / EV
8.2%
Sales Yield (1/P·S)
0.2257
Shareholder Yield
Div + net buyback / mktcap
-0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.3%
Return on Assets
2.7%
Net Margin
12.6%
Operating Margin
23.7%
Gross Profit / Assets
Novy-Marx GPA
7.5%
Debt / Equity
1.72
Current Ratio
0.65
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.031
MomentumPrice trend strength over different horizons
6M Return
-0.5%
12M Return
28.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
32.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.43
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.6%
Earnings Growth (YoY)
3.1%
Earnings Stability (CV)
Lower = more stable
0.714
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
3.9%
Buyback Yield
-4.0%
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
28
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
66
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
66
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