Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7ba6b146-6243-43b5-a69f-6a600d9e7708/

KBDC

Kayne Anderson BDC, Inc.
Chart
$14.34
Latest Week 2026-06-05
Financial ServicesAsset ManagementSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.62
OS Score
83.0%
Value
27.0%
Quality
25.0%
Momentum
3/9
F-Score
0.473
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
12.4%
💰
High Yield
Div 12.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
83.0%ile
P/E
10.9×
P/S
4.9×
P/B
0.9×
E/P
0.0922
FCF Yield
0.072
EBITDA/EV
0.137
SH Yield
0.124
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 10.9x places this firmly in deep value territory. FCF yield of 7.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
27.0%ile
ROE
0.082
ROA
0.039
Net Margin
0.449
Op Margin
0.530
GPA
0.063
D/E
1.09
Current
1.64
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.117
Earn Growth
-0.298
Stability
0.264
lower=better
Accruals
0.009
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
25.0%ile
6M Return
-1.1%
12M Return
1.6%
12-1 Mom
5.3%
Risk-Adj
0.31
Vol 252d
17.0%
Vol 60d
40.3%
↑ Expanding
Max DD 12M
-14.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (40%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.62
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
55.9%
Sector Quality %ile
7.6%
P/E z-score
-0.15
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
RM Regional Management Corp 98.0% 95.0% 90.0% 79.0%
SYF Synchrony Financial 98.0% 96.0% 97.0% 72.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (83th value) but weak quality (27th). Classic value trap risk.
Strong Capital Return
Shareholder yield 12.4% backed by 7.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (40%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.0% avg (7 factors)
Quality
C
53.8% avg (8 factors)
Momentum
D
36.1% avg (4 factors)
Risk
A
88.4% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.620—0—
Value %ile0.830—1—
Quality %ile0.270—1—
Momentum %ile0.250—1—
F-Score3.000—1—
Confidence0.970—1—
Volatility0.170—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.85
Earnings Yield (E/P)
0.0922
Price / Sales
4.87
Price / Book
0.89
Price / Cash Flow
14.09
FCF Yield
7.2%
EBITDA / EV
13.7%
Sales Yield (1/P·S)
0.2084
Shareholder Yield
Div + net buyback / mktcap
12.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.2%
Return on Assets
3.9%
Net Margin
44.9%
Operating Margin
53.0%
Gross Profit / Assets
Novy-Marx GPA
6.3%
Debt / Equity
1.09
Current Ratio
1.64
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.009
MomentumPrice trend strength over different horizons
6M Return
-1.1%
12M Return
1.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
5.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.31
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
11.7%
Earnings Growth (YoY)
-29.8%
Earnings Stability (CV)
Lower = more stable
0.264
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
3
Dividend Yield
12.4%
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
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
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
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
Show all
Op Income
OCF
CapEx
Equity