Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/739e648e-ad2b-425d-8951-ebb4db3ed6c4/
BCAT
BlackRock Capital Allocation TrustSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
#25.00000000
◆
Quality × Value
QV 0.940
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 7.3
◇
VC2 Cheapest
VC2 8.00000000
📐
EBITDA/EV
13.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
21.3%
💰
High Yield
Div 21.3%
🚀
Momentum Leaders
12-1 24%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 93th
🛡
Low Volatility
Vol 11%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.25
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/E
7.3×
P/S
7.2×
P/B
1.0×
E/P
0.1370
FCF Yield
0.204
EBITDA/EV
0.138
SH Yield
0.213
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
8.00000000
/100
P/E of 7.3x places this firmly in deep value territory. FCF yield of 20.4% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
95.0%ile
ROE
0.139
ROA
0.113
Net Margin
0.987
Op Margin
0.987
GPA
0.114
D/E
0.23
Current
0.02
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
-0.055
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.23.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
74.0%ile
6M Return
18.1%
12M Return
26.0%
12-1 Mom
24.4%
Risk-Adj
2.25
Vol 252d
10.8%
Vol 60d
26.2%
↑ Expanding
Max DD 12M
-6.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 24% is very strong — a clear uptrend. Risk-adjusted momentum of 2.25 is excellent — strong returns relative to volatility. Near-term vol (26%) is expanding vs long-term (11%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
85.0%
Sector Quality %ile
96.6%
P/E z-score
-0.32
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (95th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (93th value) with strong momentum (74th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 21.3% backed by 20.4% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (26%) significantly exceeds 252-day (11%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.9% avg (7 factors)
Quality
B
61.9% avg (8 factors)
Momentum
B
67.4% avg (4 factors)
Risk
A
98.6% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —1 | — | |
| Value %ile | 0.930 | —1 | — | |
| Quality %ile | 0.950 | —1 | — | |
| Momentum %ile | 0.740 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.786 | —1 | — | |
| Volatility | 0.108 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.30
Earnings Yield (E/P)
0.1370
Price / Sales
7.20
Price / Book
1.02
Price / Cash Flow
4.92
FCF Yield
20.4%
EBITDA / EV
13.8%
Sales Yield (1/P·S)
0.1395
Shareholder Yield
Div + net buyback / mktcap
21.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.9%
Return on Assets
11.3%
Net Margin
98.7%
Operating Margin
98.7%
Gross Profit / Assets
Novy-Marx GPA
11.4%
Debt / Equity
0.23
Current Ratio
0.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.055
MomentumPrice trend strength over different horizons
6M Return
18.1%
12M Return
26.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
24.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.25
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
21.3%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
25
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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OCF
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