Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5fba27fa-4940-41b1-bc29-b1a2ff5f5d57/
BSTZ
BlackRock Science and Technology Trust IISnapshot 2026-07-19 · 0.4w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
#16
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 9
📐
EBITDA/EV
30.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 34%
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
47.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 60%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 25%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.51
⚡
Risk-Adj Momentum
RAM 2.45
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
3.2×
P/S
5.2×
P/B
1.1×
E/P
0.2892
FCF Yield
-0.073
EBITDA/EV
0.307
SH Yield
0.470
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
15.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
10.00000000
/100
P/E of 3.2x places this firmly in deep value territory. Negative FCF yield (-7.3%) — the business is currently cash-consumptive. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
28.0%ile
ROE
0.342
ROA
0.335
Net Margin
1.623
Op Margin
1.530
GPA
0.163
D/E
0.02
Current
1.82
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
2.278
Stability
9.547
lower=better
Accruals
0.414
lower=better
5yr Consist
No
ROE of 34% is exceptional. Conservative balance sheet with D/E of 0.02. Accruals ratio of 0.414 is elevated — earnings quality may be lower than headline numbers suggest. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
84.0%ile
6M Return
25.7%
12M Return
43.1%
12-1 Mom
60.5%
Risk-Adj
2.45
Vol 252d
24.6%
Vol 60d
59.3%
↑ Expanding
Max DD 12M
-10.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 60% is very strong — a clear uptrend. Risk-adjusted momentum of 2.45 is excellent — strong returns relative to volatility. Near-term vol (59%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
68.7%
Sector Quality %ile
7.4%
P/E z-score
-0.42
P/B z-score
-0.06
Sector Avg OS
85.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (87th value) with strong momentum (84th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (87th value) but weak quality (28th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 228% with P/E of 3×. Growth isn't fully priced in.
Earnings Quality Concern
ROE looks strong (34%) but high accruals (0.414) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (59%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
79.8% avg (7 factors)
Quality
B
72.8% avg (8 factors)
Momentum
A
84.3% avg (4 factors)
Risk
A
75.6% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.860 | —7 | — | |
| Value %ile | 0.870 | —7 | — | |
| Quality %ile | 0.280 | —1 | — | |
| Momentum %ile | 0.840 | —7 | — | |
| F-Score | 2.000 | —7 | — | |
| Confidence | 0.778 | —7 | — | |
| Volatility | 0.246 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.23
Earnings Yield (E/P)
0.2892
Price / Sales
5.24
Price / Book
1.10
FCF Yield
-7.3%
EBITDA / EV
30.7%
Sales Yield (1/P·S)
0.1891
Shareholder Yield
Div + net buyback / mktcap
47.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
34.2%
Return on Assets
33.5%
Net Margin
162.3%
Operating Margin
153.0%
Gross Profit / Assets
Novy-Marx GPA
16.3%
Debt / Equity
0.02
Current Ratio
1.82
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.414
External Financing
Net issuance — lower=better
0.413
MomentumPrice trend strength over different horizons
6M Return
25.7%
12M Return
43.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
60.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.45
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
227.8%
Earnings Stability (CV)
Lower = more stable
9.547
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
8.8%
Buyback Yield
38.2%
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
15
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
16
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