Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/44af0fd9-e5ef-40c0-a7ea-e7b6ac449727/

EPRT

Essential Properties Realty Trust Inc
Chart
32.34 USD
Latest Week 2026-07-24
Real EstateReit - RetailMID
Snapshot 2026-07-26 · 0.6w · Fresh
0.25
OS Score
26.0%
Value
70.0%
Quality
31.0%
Momentum
5/9
F-Score
0.427
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 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
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
Div 3.8%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.82
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
26.0%ile
P/E
26.1×
P/S
11.3×
P/B
1.6×
E/P
0.0411
FCF Yield
0.162
EBITDA/EV
0.058
SH Yield
-0.041
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
84.00000000
/100 — 1=cheapest
VC2 (Trending Value)
89.00000000
/100
VC3 (Buyback)
89.00000000
/100
FCF yield of 16.2% is strong — the business generates significant free cash relative to price. VC2 score of 89.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
70.0%ile
ROE
0.061
ROA
0.036
Net Margin
0.434
Op Margin
0.653
GPA
0.053
D/E
0.69
Current
3.29
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.228
Earn Growth
0.197
Stability
0.131
lower=better
Accruals
-0.020
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
31.0%ile
6M Return
7.6%
12M Return
8.9%
12-1 Mom
2.0%
Risk-Adj
0.09
Vol 252d
21.9%
Vol 60d
50.7%
↑ Expanding
Max DD 12M
-14.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (51%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.25
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 242 peers
Sector Value %ile
41.2%
Sector Quality %ile
73.3%
P/E z-score
-0.20
P/B z-score
-0.13
Sector Avg OS
39.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IHS IHS Holding Ltd 97.0% 92.0% 93.0% 78.0%
RMR RMR Group Inc 96.0% 92.0% 85.0% 75.0%
CBL CBL & Associates Properties Inc 96.0% 81.0% 88.0% 95.0%
HST Host Hotels & Resorts Inc 92.0% 71.0% 84.0% 86.0%
IIPR Innovative Industrial Properties Inc 90.0% 81.0% 67.0% 74.0%
MRP Millrose Properties, Inc. 89.0% 91.0% 88.0% 27.0%
JLL Jones Lang LaSalle Incorporated 88.0% 69.0% 85.0% 71.0%
VNO Vornado Realty Trust 88.0% 87.0% 94.0% 28.0%
Factor Interactions
Quality at a Premium
High quality (70th) but expensive (26th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
45.7% avg (7 factors)
Quality
B
62.1% avg (8 factors)
Momentum
D
38.4% avg (4 factors)
Risk
A
80.1% 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 Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.250—8—
Value %ile0.260—8—
Quality %ile0.700—6—
Momentum %ile0.310—0—
F-Score5.000—0—
Confidence1.000—8—
Volatility0.219—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
26.10
Earnings Yield (E/P)
0.0411
Price / Sales
11.32
Price / Book
1.59
Price / Cash Flow
16.89
FCF Yield
16.2%
EBITDA / EV
5.8%
Sales Yield (1/P·S)
0.0630
Shareholder Yield
Div + net buyback / mktcap
-4.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.1%
Return on Assets
3.6%
Net Margin
43.4%
Operating Margin
65.3%
Gross Profit / Assets
Novy-Marx GPA
5.3%
Debt / Equity
0.69
Current Ratio
3.29
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.020
MomentumPrice trend strength over different horizons
6M Return
7.6%
12M Return
8.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
2.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.09
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
22.8%
Earnings Growth (YoY)
19.7%
Earnings Stability (CV)
Lower = more stable
0.131
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
3.8%
Buyback Yield
-7.9%
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
84
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
89
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
89
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