Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/71fde936-0d2f-4c47-a160-d8e5c252e763/

KRG

Kite Realty Group Trust
Chart
28.62 USD
Latest Week 2026-07-31
Real EstateReit - RetailMID
Snapshot 2026-07-26 · 0.9w · Fresh
0.57
OS Score
26.0%
Value
78.0%
Quality
78.0%
Momentum
7/9
F-Score
0.450
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.1%
💰
High Yield
Div 4.4%
🚀
Momentum Leaders
12-1 33%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.59
⚡
Risk-Adj Momentum
RAM 1.68
V
Value Analysis
Cheapness relative to fundamentals
26.0%ile
P/E
20.8×
P/S
7.2×
P/B
2.1×
E/P
0.0468
FCF Yield
0.061
EBITDA/EV
0.087
SH Yield
0.111
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
76.00000000
/100 — 1=cheapest
VC2 (Trending Value)
67.00000000
/100
VC3 (Buyback)
68.00000000
/100
FCF yield of 6.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
78.0%ile
ROE
0.100
ROA
0.045
Net Margin
0.346
Op Margin
0.512
GPA
0.068
D/E
1.18
Current
1.92
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.035
Stability
1.957
lower=better
Accruals
-0.019
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
78.0%ile
6M Return
28.1%
12M Return
35.0%
12-1 Mom
33.2%
Risk-Adj
1.68
Vol 252d
19.7%
Vol 60d
41.9%
↑ Expanding
Max DD 12M
-7.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 33% is very strong — a clear uptrend. Risk-adjusted momentum of 1.68 is excellent — strong returns relative to volatility. Near-term vol (42%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.57
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
83.5%
P/E z-score
-0.24
P/B z-score
-0.04
Sector Avg OS
39.0%
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%
VNO Vornado Realty Trust 88.0% 87.0% 94.0% 28.0%
JLL Jones Lang LaSalle Incorporated 88.0% 69.0% 85.0% 71.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (78th) and momentum (78th) but expensive (26th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 11.1% backed by 6.1% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (78th) but expensive (26th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (42%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.4% avg (7 factors)
Quality
C
57.4% avg (8 factors)
Momentum
B
72.4% avg (4 factors)
Risk
A
83.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.570—0—
Value %ile0.260—8—
Quality %ile0.780—8—
Momentum %ile0.780—8—
F-Score7.000—8—
Confidence0.958—8—
Volatility0.197—1—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.79
Earnings Yield (E/P)
0.0468
Price / Sales
7.20
Price / Book
2.08
Price / Cash Flow
14.68
FCF Yield
6.1%
EBITDA / EV
8.7%
Sales Yield (1/P·S)
0.0914
Shareholder Yield
Div + net buyback / mktcap
11.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.0%
Return on Assets
4.5%
Net Margin
34.6%
Operating Margin
51.2%
Gross Profit / Assets
Novy-Marx GPA
6.8%
Debt / Equity
1.18
Current Ratio
1.92
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.019
External Financing
Net issuance — lower=better
0.063
MomentumPrice trend strength over different horizons
6M Return
28.1%
12M Return
35.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
33.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.68
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.5%
Earnings Stability (CV)
Lower = more stable
1.957
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
4.4%
Buyback Yield
6.8%
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
76
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
67
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
68
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