Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5391f013-a625-4b58-8e3f-57e5234465b1/
BHR
Braemar Hotel & Resorts IncSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3
📐
EBITDA/EV
13.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
54.8%
💰
High Yield
Div 5.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.69
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/S
0.2×
P/B
0.3×
E/P
0.0613
FCF Yield
0.128
EBITDA/EV
0.136
SH Yield
0.548
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
7.00000000
/100
FCF yield of 12.8% 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
17.0%ile
ROE
-0.032
ROA
-0.008
Net Margin
-0.022
Op Margin
0.109
GPA
0.045
D/E
2.78
Current
2.05
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.039
Stability
6.384
lower=better
Accruals
-0.034
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.78 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
18.0%ile
6M Return
-30.8%
12M Return
-14.0%
12-1 Mom
-10.6%
Risk-Adj
-0.20
Vol 252d
53.3%
Vol 60d
109.6%
↑ Expanding
Max DD 12M
-36.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -11% signals a downtrend — price is moving against you. Near-term vol (110%) is expanding vs long-term (53%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.64
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 242 peers
Sector Value %ile
98.4%
Sector Quality %ile
20.2%
P/B z-score
-0.36
Sector Avg OS
38.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (93th value) but weak quality (17th). Classic value trap risk.
Falling Knife
Weak momentum (18th) despite looking cheap (93th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 54.8% backed by 12.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (110%) significantly exceeds 252-day (53%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.8% avg (6 factors)
Quality
F
28.7% avg (8 factors)
Momentum
F
14.2% avg (4 factors)
Risk
F
27.9% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.640 | —0 | — | |
| Value %ile | 0.930 | —7 | — | |
| Quality %ile | 0.170 | —7 | — | |
| Momentum %ile | 0.180 | —5 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 0.910 | —7 | — | |
| Volatility | 0.533 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0613
Price / Sales
0.20
Price / Book
0.28
Price / Cash Flow
2.89
FCF Yield
12.8%
EBITDA / EV
13.6%
Sales Yield (1/P·S)
0.5643
Shareholder Yield
Div + net buyback / mktcap
54.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-3.2%
Return on Assets
-0.8%
Net Margin
-2.2%
Operating Margin
10.9%
Gross Profit / Assets
Novy-Marx GPA
4.5%
Debt / Equity
2.78
Current Ratio
2.05
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.034
External Financing
Net issuance — lower=better
0.037
MomentumPrice trend strength over different horizons
6M Return
-30.8%
12M Return
-14.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-10.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.20
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.9%
Earnings Stability (CV)
Lower = more stable
6.384
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
5.0%
Buyback Yield
49.8%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
86
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