Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/42f1c595-291f-4732-a9d1-d21c35fcf26d/
BMEZ
BlackRock Health Sciences Trust IISnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.886
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3.00000000
📐
EBITDA/EV
22.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +194%
🔄
Shareholder Yield
37.4%
💰
High Yield
Div 37.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 97th
🛡
Low Volatility
Vol 15%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
4.4×
P/S
3.2×
P/B
0.2×
E/P
0.2289
FCF Yield
0.370
EBITDA/EV
0.229
SH Yield
0.374
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 4.4x places this firmly in deep value territory. FCF yield of 37.0% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%ile
ROE
0.057
ROA
0.056
Net Margin
0.737
Op Margin
0.754
GPA
0.068
D/E
0.01
Current
153.71
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.938
Earn Growth
0.233
Accruals
-0.035
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.01.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
28.0%ile
6M Return
-3.4%
12M Return
7.7%
12-1 Mom
5.7%
Risk-Adj
0.37
Vol 252d
15.4%
Vol 60d
35.5%
↑ Expanding
Max DD 12M
-10.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (35%) is expanding vs long-term (15%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
97.4%
Sector Quality %ile
64.5%
P/E z-score
-0.46
P/B z-score
-0.10
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (81th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 194% with P/E of 4×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 37.4% backed by 37.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (35%) significantly exceeds 252-day (15%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
97.2% avg (7 factors)
Quality
B
66.5% avg (8 factors)
Momentum
D
37.6% avg (4 factors)
Risk
A
91.0% 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. 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 | 0.900 | —1 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.810 | —1 | — | |
| Momentum %ile | 0.280 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.316 | —1 | — | |
| Volatility | 0.154 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.37
Earnings Yield (E/P)
0.2289
Price / Sales
3.22
Price / Book
0.25
Price / Cash Flow
2.70
FCF Yield
37.0%
EBITDA / EV
22.9%
Sales Yield (1/P·S)
0.3101
Shareholder Yield
Div + net buyback / mktcap
37.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.7%
Return on Assets
5.6%
Net Margin
73.7%
Operating Margin
75.4%
Gross Profit / Assets
Novy-Marx GPA
6.8%
Debt / Equity
0.01
Current Ratio
153.71
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.035
MomentumPrice trend strength over different horizons
6M Return
-3.4%
12M Return
7.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
5.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.37
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
193.8%
Earnings Growth (YoY)
23.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
37.4%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
56
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
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Op Income
OCF
CapEx
Equity