Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2de3c6eb-5128-4c9d-8946-57ba13e5892b/
BXMT
Blackstone Mortgage Trust IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 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
10.3%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
29.0%ile
P/E
29.9×
P/S
2.0×
P/B
0.9×
E/P
0.0334
FCF Yield
0.019
EBITDA/EV
0.052
SH Yield
0.103
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
26.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
32.0%ile
ROE
0.030
ROA
0.005
Net Margin
0.067
Op Margin
0.589
GPA
0.049
D/E
4.75
Current
0.07
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.070
Stability
15.483
lower=better
Accruals
-0.012
lower=better
5yr Consist
No
Highly leveraged with D/E of 4.75 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
29.0%ile
6M Return
-3.1%
12M Return
6.5%
12-1 Mom
11.0%
Risk-Adj
0.61
Vol 252d
17.9%
Vol 60d
39.3%
↑ Expanding
Max DD 12M
-11.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (39%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.12
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 252 peers
Sector Value %ile
48.2%
Sector Quality %ile
51.0%
P/E z-score
-0.17
P/B z-score
-0.16
Sector Avg OS
40.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (39%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
57.7% avg (7 factors)
Quality
F
28.2% avg (8 factors)
Momentum
D
40.6% avg (4 factors)
Risk
A
86.8% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.120 | —1 | — | |
| Value %ile | 0.290 | —1 | — | |
| Quality %ile | 0.320 | —0 | — | |
| Momentum %ile | 0.290 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.179 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
29.94
Earnings Yield (E/P)
0.0334
Price / Sales
2.02
Price / Book
0.91
Price / Cash Flow
8.99
FCF Yield
1.9%
EBITDA / EV
5.2%
Sales Yield (1/P·S)
0.0832
Shareholder Yield
Div + net buyback / mktcap
10.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.0%
Return on Assets
0.5%
Net Margin
6.7%
Operating Margin
58.9%
Gross Profit / Assets
Novy-Marx GPA
4.9%
Debt / Equity
4.75
Current Ratio
0.07
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.012
MomentumPrice trend strength over different horizons
6M Return
-3.1%
12M Return
6.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
11.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.61
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-7.0%
Earnings Stability (CV)
Lower = more stable
15.483
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
10.3%
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
34
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
26
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