Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0baeaed5-dd9e-4bc6-9033-8962f361a50d/
BAM
Brookfield Asset Management Ltd.Snapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 33%
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
4.7%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.51
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
4.0%ile
P/E
30.8×
P/S
16.1×
P/B
10.1×
E/P
0.0365
FCF Yield
0.027
EBITDA/EV
0.037
SH Yield
0.047
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
97.00000000
/100 — 1=cheapest
VC2 (Trending Value)
94.00000000
/100
VC3 (Buyback)
94.00000000
/100
P/E of 30.8x is premium-priced — the market is paying up for expected growth. VC2 score of 94.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.329
ROA
0.140
Net Margin
0.523
Op Margin
0.649
GPA
0.192
D/E
0.88
Current
1.42
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.146
Earn Growth
0.085
Stability
0.122
lower=better
Accruals
0.010
lower=better
5yr Consist
Yes
ROE of 33% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-6.5%
12M Return
-17.5%
12-1 Mom
-19.0%
Risk-Adj
-0.77
Vol 252d
24.7%
Vol 60d
56.5%
↑ Expanding
Max DD 12M
-30.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -19% signals a downtrend — price is moving against you. Near-term vol (57%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.1
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
87.0%
P/E z-score
0.47
P/B z-score
0.02
Sector Avg OS
85.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (89th) but expensive (4th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (57%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
26.1% avg (7 factors)
Quality
B
71.6% avg (8 factors)
Momentum
F
14.2% avg (4 factors)
Risk
A
75.5% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.100 | —7 | — | |
| Value %ile | 0.040 | —7 | — | |
| Quality %ile | 0.890 | —7 | — | |
| Momentum %ile | 0.150 | —7 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.247 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
30.81
Earnings Yield (E/P)
0.0365
Price / Sales
16.13
Price / Book
10.13
Price / Cash Flow
33.28
FCF Yield
2.7%
EBITDA / EV
3.7%
Sales Yield (1/P·S)
0.0562
Shareholder Yield
Div + net buyback / mktcap
4.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
32.9%
Return on Assets
14.0%
Net Margin
52.3%
Operating Margin
64.9%
Gross Profit / Assets
Novy-Marx GPA
19.2%
Debt / Equity
0.88
Current Ratio
1.42
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.010
External Financing
Net issuance — lower=better
0.039
MomentumPrice trend strength over different horizons
6M Return
-6.5%
12M Return
-17.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-19.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.77
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
14.6%
Earnings Growth (YoY)
8.5%
Earnings Stability (CV)
Lower = more stable
0.122
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
3.9%
Buyback Yield
0.8%
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
97
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
94
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
94
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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