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BWP

BWP Trust
Chart
3.85 AUD
Latest Week 2026-07-24
Real EstateReit - IndustrialMID
Snapshot 2026-07-19 · 1.0w · Fresh
0.95
OS Score
84.0%
Value
94.0%
Quality
87.0%
Momentum
5/9
F-Score
0.889
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.889
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +17%
🔄
Shareholder Yield
4.9%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 14%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
84.0%ile
P/E
10.7×
P/S
14.1×
P/B
1.0×
E/P
0.0464
FCF Yield
0.033
EBITDA/EV
0.083
SH Yield
0.049
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 10.7x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.095
ROA
0.072
Net Margin
1.310
Op Margin
0.826
GPA
0.046
Current
0.53
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.167
Earn Growth
0.474
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
0.0%
12M Return
13.7%
12-1 Mom
9.7%
Risk-Adj
0.68
Vol 252d
14.3%
Vol 60d
33.3%
↑ Expanding
Max DD 12M
-8.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (33%) is expanding vs long-term (14%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 51 peers
Sector Value %ile
65.4%
Sector Quality %ile
94.2%
P/E z-score
-0.48
P/B z-score
-0.16
Sector Avg OS
56.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
UOS United Overseas Australia Ltd 98.0% 96.0% 87.0% 89.0%
FRI Finbar Group Limited 97.0% 96.0% 86.0% 85.0%
WPR Waypoint REIT 96.0% 90.0% 92.0% 84.0%
CDP Carindale Property Trust 96.0% 88.0% 91.0% 87.0%
CMW Cromwell Property Group 95.0% 88.0% 83.0% 91.0%
SCG Scentre Group 95.0% 83.0% 96.0% 86.0%
HDN HomeCo Daily Needs REIT 95.0% 87.0% 88.0% 85.0%
SRV Servcorp Limited 95.0% 83.0% 93.0% 88.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (84th) and quality (94th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (84th value) with strong momentum (87th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 17% with P/E of 11×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (33%) significantly exceeds 252-day (14%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
51.9% avg (7 factors)
Quality
C
45.6% avg (6 factors)
Momentum
D
43.6% avg (4 factors)
Risk
A
92.9% 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
FactorCurrentStreakTrendSpark
OS Composite0.950—3—
Value %ile0.840—3—
Quality %ile0.940—7—
Momentum %ile0.870—7—
F-Score5.000—0—
Confidence0.460—0—
Volatility0.143—7—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.73
Earnings Yield (E/P)
0.0464
Price / Sales
14.06
Price / Book
1.02
FCF Yield
3.3%
EBITDA / EV
8.3%
Sales Yield (1/P·S)
0.0562
Shareholder Yield
Div + net buyback / mktcap
4.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.5%
Return on Assets
7.2%
Net Margin
131.0%
Operating Margin
82.6%
Gross Profit / Assets
Novy-Marx GPA
4.6%
Current Ratio
0.53
MomentumPrice trend strength over different horizons
6M Return
0.0%
12M Return
13.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
9.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.68
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
16.7%
Earnings Growth (YoY)
47.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
4.9%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity