Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7386b92f-f587-4783-ac68-609f491ee403/
BAH
Booz Allen Hamilton HoldingSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.800
↗
Trending Value
✗
◆
Quality × Value
QV 0.830
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.8%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
10.6%
💰
High Yield
Div 3.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.74
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
84.0%ile
P/E
9.2×
P/S
0.7×
P/B
7.1×
E/P
0.0934
FCF Yield
0.101
EBITDA/EV
0.108
SH Yield
0.106
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
18.00000000
/100 — 1=cheapest
VC2 (Trending Value)
13.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 9.2x places this firmly in deep value territory. FCF yield of 10.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
0.768
ROA
0.115
Net Margin
0.076
Op Margin
0.093
GPA
0.674
D/E
5.70
Current
1.78
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.064
Earn Growth
-0.092
Stability
0.334
lower=better
Accruals
-0.026
lower=better
5yr Consist
Yes
ROE of 77% is exceptional. Highly leveraged with D/E of 5.70 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
7.0%ile
6M Return
-32.0%
12M Return
-38.7%
12-1 Mom
-37.7%
Risk-Adj
-1.01
Vol 252d
37.3%
Vol 60d
89.8%
↑ Expanding
Max DD 12M
-43.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -38% signals a downtrend — price is moving against you. Near-term vol (90%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.8
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
88.6%
Sector Quality %ile
83.4%
P/E z-score
-0.43
P/B z-score
-0.05
Sector Avg OS
51.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (84th) and quality (82th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (7th) despite looking cheap (84th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 10.6% backed by 10.1% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (77%) boosted by high leverage (D/E 5.7). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (90%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.8% avg (7 factors)
Quality
C
57.7% avg (8 factors)
Momentum
F
0.0% avg (4 factors)
Risk
C
54.5% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.800 | —7 | — | |
| Value %ile | 0.840 | —7 | — | |
| Quality %ile | 0.820 | —7 | — | |
| Momentum %ile | 0.070 | —7 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.940 | —7 | — | |
| Volatility | 0.373 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.21
Earnings Yield (E/P)
0.0934
Price / Sales
0.70
Price / Book
7.08
Price / Cash Flow
7.51
FCF Yield
10.1%
EBITDA / EV
10.8%
Sales Yield (1/P·S)
1.0002
Shareholder Yield
Div + net buyback / mktcap
10.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
76.8%
Return on Assets
11.5%
Net Margin
7.6%
Operating Margin
9.3%
Gross Profit / Assets
Novy-Marx GPA
67.4%
Debt / Equity
5.70
Current Ratio
1.78
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.026
External Financing
Net issuance — lower=better
0.087
MomentumPrice trend strength over different horizons
6M Return
-32.0%
12M Return
-38.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-37.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.01
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-6.4%
Earnings Growth (YoY)
-9.2%
Earnings Stability (CV)
Lower = more stable
0.334
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
3.5%
Buyback Yield
7.1%
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
18
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
13
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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