Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/650787e2-24de-447b-a593-f86524c54d39/
BKD
Brookdale Senior Living IncSnapshot 2026-07-26 · 0.6w · 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
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 109%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.80
V
Value Analysis
Cheapness relative to fundamentals
16.0%ile
P/S
1.2×
E/P
0.0053
FCF Yield
0.048
EBITDA/EV
0.044
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
72.00000000
/100 — 1=cheapest
VC2 (Trending Value)
76.00000000
/100
VC3 (Buyback)
75.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
21.0%ile
ROE
3.658
ROA
-0.035
Net Margin
-0.066
Op Margin
0.015
GPA
0.076
D/E
-106.42
Current
3.44
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.031
Stability
0.593
lower=better
Accruals
-0.071
lower=better
5yr Consist
No
ROE of 366% is exceptional. Conservative balance sheet with D/E of -106.42.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
94.0%ile
6M Return
17.0%
12M Return
101.7%
12-1 Mom
109.2%
Risk-Adj
2.80
Vol 252d
39.0%
Vol 60d
93.7%
↑ Expanding
Max DD 12M
-25.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 109% is very strong — a clear uptrend. Risk-adjusted momentum of 2.80 is excellent — strong returns relative to volatility. Near-term vol (94%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.22
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
5.6%
Sector Quality %ile
4.2%
Sector Avg OS
64.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (94%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
35.8% avg (5 factors)
Quality
C
52.8% avg (8 factors)
Momentum
A
88.4% avg (4 factors)
Risk
C
51.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.220 | —8 | — | |
| Value %ile | 0.160 | —8 | — | |
| Quality %ile | 0.210 | —8 | — | |
| Momentum %ile | 0.940 | —8 | — | |
| F-Score | 4.000 | —8 | — | |
| Confidence | 0.812 | —8 | — | |
| Volatility | 0.390 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0053
Price / Sales
1.16
Price / Cash Flow
16.79
FCF Yield
4.8%
EBITDA / EV
4.4%
Sales Yield (1/P·S)
0.3506
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
365.8%
Return on Assets
-3.5%
Net Margin
-6.6%
Operating Margin
1.5%
Gross Profit / Assets
Novy-Marx GPA
7.6%
Debt / Equity
-106.42
Current Ratio
3.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.071
MomentumPrice trend strength over different horizons
6M Return
17.0%
12M Return
101.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
109.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.80
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.1%
Earnings Stability (CV)
Lower = more stable
0.593
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
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
72
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
76
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
75
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