Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c454861b-cf02-4ae8-9812-87112ce51820/

BWP

BWP Trust
Chart
3.74 AUD
Latest Week 2026-06-05
Real EstateReit - IndustrialMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.57
OS Score
17.0%
Value
93.0%
Quality
84.0%
Momentum
5/9
F-Score
0.398
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +17%
🔄
Shareholder Yield
4.5%
💰
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
17.0%ile
P/E
11.1×
P/S
14.5×
P/B
1.0×
E/P
0.0453
FCF Yield
0.032
EBITDA/EV
0.081
SH Yield
0.045
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
18.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
16.00000000
/100
P/E of 11.1x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
93.0%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
84.0%ile
6M Return
-0.5%
12M Return
8.0%
12-1 Mom
11.5%
Risk-Adj
0.84
Vol 252d
13.7%
Vol 60d
29.7%
↑ Expanding
Max DD 12M
-8.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (30%) is expanding vs long-term (14%) — 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 · 52 peers
Sector Value %ile
34.0%
Sector Quality %ile
90.6%
P/E z-score
-0.45
P/B z-score
-0.15
Sector Avg OS
54.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
UOS United Overseas Australia Ltd 98.0% 96.0% 90.0% 88.0%
CWP Cedar Woods Properties Limited 97.0% 94.0% 91.0% 84.0%
FRI Finbar Group Limited 96.0% 96.0% 86.0% 83.0%
CDP Carindale Property Trust 95.0% 88.0% 90.0% 86.0%
CMW Cromwell Property Group 95.0% 88.0% 82.0% 89.0%
ACU Acumentis Group Limited 91.0% 79.0% 78.0% 79.0%
APW Aims Property Securities Fund 90.0% 78.0% 76.0% 78.0%
LED LDR Capital Property Fund 88.0% 90.0% 84.0% 41.0%
Factor Interactions
Growth at Reasonable Price
Revenue growing 17% with P/E of 11×. Growth isn't fully priced in.
Quality Momentum — Expensive
Strong quality (93th) and momentum (84th) but expensive (17th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (93th) but expensive (17th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (30%) significantly exceeds 252-day (14%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
50.3% avg (7 factors)
Quality
C
45.6% avg (6 factors)
Momentum
D
43.5% avg (4 factors)
Risk
A
93.8% 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 Composite0.570—0—
Value %ile0.170—1—
Quality %ile0.930—1—
Momentum %ile0.840—1—
F-Score5.000—0—
Confidence0.516—0—
Volatility0.137—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.06
Earnings Yield (E/P)
0.0453
Price / Sales
14.49
Price / Book
1.05
FCF Yield
3.2%
EBITDA / EV
8.1%
Sales Yield (1/P·S)
0.0549
Shareholder Yield
Div + net buyback / mktcap
4.5%
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
-0.5%
12M Return
8.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
11.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.84
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
0.0%
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
18
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
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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Op Income
OCF
CapEx
Equity