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

KRG

Kite Realty Group Trust
Chart
$27.69
Latest Week 2026-06-05
Real EstateReit - RetailMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.57
OS Score
24.0%
Value
82.0%
Quality
75.0%
Momentum
7/9
F-Score
0.444
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.8%
💰
High Yield
Div 6.8%
🚀
Momentum Leaders
12-1 24%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.35
V
Value Analysis
Cheapness relative to fundamentals
24.0%ile
P/E
19.9×
P/S
6.9×
P/B
2.0×
E/P
0.0502
FCF Yield
0.064
EBITDA/EV
0.091
SH Yield
0.068
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
76.00000000
/100 — 1=cheapest
VC2 (Trending Value)
67.00000000
/100
VC3 (Buyback)
67.00000000
/100
FCF yield of 6.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%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
75.0%ile
6M Return
26.0%
12M Return
29.4%
12-1 Mom
24.4%
Risk-Adj
1.35
Vol 252d
18.1%
Vol 60d
38.5%
↑ Expanding
Max DD 12M
-8.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 24% is very strong — a clear uptrend. Near-term vol (39%) is expanding vs long-term (18%) — 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 · 252 peers
Sector Value %ile
39.9%
Sector Quality %ile
88.5%
P/E z-score
-0.22
P/B z-score
-0.09
Sector Avg OS
40.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IHS IHS Holding Ltd 97.0% 87.0% 92.0% 84.0%
RMR RMR Group Inc 97.0% 91.0% 85.0% 83.0%
AXR AMREP Corporation 96.0% 92.0% 84.0% 71.0%
CBL CBL & Associates Properties Inc 96.0% 82.0% 88.0% 92.0%
UNIT Uniti Group Inc 92.0% 79.0% 66.0% 87.0%
HST Host Hotels & Resorts Inc 92.0% 68.0% 89.0% 87.0%
VTMX Corporación Inmobiliaria Vesta, S.A.B de C.V. 91.0% 78.0% 79.0% 74.0%
JLL Jones Lang LaSalle Incorporated 91.0% 71.0% 85.0% 78.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (82th) and momentum (75th) but expensive (24th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 6.8% backed by 6.4% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (82th) but expensive (24th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (39%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.0% avg (7 factors)
Quality
C
57.4% avg (8 factors)
Momentum
B
65.2% avg (4 factors)
Risk
A
86.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.570—0—
Value %ile0.240—1—
Quality %ile0.820—1—
Momentum %ile0.750—1—
F-Score7.000—1—
Confidence1.000—1—
Volatility0.181—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.93
Earnings Yield (E/P)
0.0502
Price / Sales
6.90
Price / Book
2.00
Price / Cash Flow
14.08
FCF Yield
6.4%
EBITDA / EV
9.1%
Sales Yield (1/P·S)
0.0954
Shareholder Yield
Div + net buyback / mktcap
6.8%
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
MomentumPrice trend strength over different horizons
6M Return
26.0%
12M Return
29.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
24.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.35
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
6.8%
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
76
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
67
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
67
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