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BXMT

Blackstone Mortgage Trust Inc
Chart
14.54 USD
Latest Week 2026-07-31
Real EstateReit - MortgageMID
Snapshot 2026-08-02 · 0.1w · Fresh
0.06
OS Score
26.0%
Value
23.0%
Quality
9.0%
Momentum
6/9
F-Score
0.245
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
16.3%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
26.0%ile
P/E
158.7×
P/S
1.6×
P/B
0.8×
E/P
0.0439
FCF Yield
0.007
EBITDA/EV
0.056
SH Yield
0.163
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
76.00000000
/100 — 1=cheapest
VC2 (Trending Value)
66.00000000
/100
VC3 (Buyback)
65.00000000
/100
P/E of 158.7x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
23.0%ile
ROE
0.005
ROA
0.001
Net Margin
0.010
Op Margin
0.514
GPA
0.047
D/E
4.95
Current
0.14
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.037
Stability
137.304
lower=better
Accruals
-0.005
lower=better
5yr Consist
No
Highly leveraged with D/E of 4.95 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
9.0%ile
6M Return
-22.6%
12M Return
-16.0%
12-1 Mom
-0.4%
Risk-Adj
-0.02
Vol 252d
22.2%
Vol 60d
51.5%
↑ Expanding
Max DD 12M
-28.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (52%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.06
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 241 peers
Sector Value %ile
39.3%
Sector Quality %ile
31.4%
P/E z-score
0.96
P/B z-score
-0.28
Sector Avg OS
37.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
RMR RMR Group Inc 97.0% 92.0% 84.0% 81.0%
CBL CBL & Associates Properties Inc 95.0% 80.0% 89.0% 88.0%
UNIT Uniti Group Inc 95.0% 91.0% 73.0% 76.0%
HST Host Hotels & Resorts Inc 92.0% 70.0% 84.0% 92.0%
DRH Diamondrock Hospitality Company Common Stock 91.0% 71.0% 71.0% 93.0%
NMRK Newmark Group Inc 91.0% 90.0% 94.0% 32.0%
IHS IHS Holding Ltd 91.0% 92.0% 92.0% 34.0%
IIPR Innovative Industrial Properties Inc 90.0% 83.0% 71.0% 67.0%
Factor Interactions
Volatility Expanding
60-day vol (52%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
52.1% avg (7 factors)
Quality
F
24.2% avg (8 factors)
Momentum
F
20.5% avg (4 factors)
Risk
A
79.7% avg (1 factors)
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 Trends9 snapshots
Factor Persistence9 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.060—1—
Value %ile0.260—1—
Quality %ile0.230—1—
Momentum %ile0.090—7—
F-Score6.000—0—
Confidence0.970—9—
Volatility0.222—0—
Value Lens2021-08-03 → 2026-08-02
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
158.74
Earnings Yield (E/P)
0.0439
Price / Sales
1.61
Price / Book
0.75
Price / Cash Flow
20.75
FCF Yield
0.7%
EBITDA / EV
5.6%
Sales Yield (1/P·S)
0.0855
Shareholder Yield
Div + net buyback / mktcap
16.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
0.5%
Return on Assets
0.1%
Net Margin
1.0%
Operating Margin
51.4%
Gross Profit / Assets
Novy-Marx GPA
4.7%
Debt / Equity
4.95
Current Ratio
0.14
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.005
MomentumPrice trend strength over different horizons
6M Return
-22.6%
12M Return
-16.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-0.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.02
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.7%
Earnings Stability (CV)
Lower = more stable
137.304
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
12.9%
Buyback Yield
3.3%
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
76
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
66
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
65
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
Show all
Op Income
OCF
CapEx
Equity