Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ea2a7910-670f-4842-808a-b36c6863a1c9/

BL

Blackline Inc
Chart
31.40 USD
Latest Week 2026-07-31
TechnologySoftware - ApplicationSMALL
Snapshot 2026-07-26 · 1.0w · Fresh
0.14
OS Score
15.0%
Value
89.0%
Quality
5.0%
Momentum
6/9
F-Score
0.365
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
14.4%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
15.0%ile
P/E
63.4×
P/S
2.4×
P/B
5.5×
E/P
0.0269
FCF Yield
0.086
EBITDA/EV
0.049
SH Yield
0.144
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
86.00000000
/100 — 1=cheapest
VC2 (Trending Value)
75.00000000
/100
VC3 (Buyback)
74.00000000
/100
P/E of 63.4x is premium-priced — the market is paying up for expected growth. FCF yield of 8.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.087
ROA
0.018
Net Margin
0.037
Op Margin
0.081
GPA
0.371
D/E
3.65
Current
1.70
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.081
Earn Growth
-0.830
Stability
1.214
lower=better
Accruals
-0.098
lower=better
5yr Consist
No
Highly leveraged with D/E of 3.65 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
5.0%ile
6M Return
-45.9%
12M Return
-48.7%
12-1 Mom
-49.4%
Risk-Adj
-1.15
Vol 252d
42.9%
Vol 60d
98.9%
↑ Expanding
Max DD 12M
-54.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -49% signals a downtrend — price is moving against you. Near-term vol (99%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.14
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 500 peers
Sector Value %ile
19.0%
Sector Quality %ile
83.0%
P/E z-score
0.02
P/B z-score
-0.07
Sector Avg OS
51.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ASX ASE Industrial Holding Co Ltd ADR 99.0% 98.0% 84.0% 98.0%
ERIC Telefonaktiebolaget LM Ericsson B ADR 99.0% 99.0% 93.0% 78.0%
TSM Taiwan Semiconductor Manufacturing 99.0% 98.0% 98.0% 90.0%
TOYO TOYO Co., Ltd Ordinary Shares 99.0% 97.0% 97.0% 82.0%
UMC United Microelectronics 99.0% 99.0% 80.0% 97.0%
KARO Karooooo Ltd 98.0% 98.0% 98.0% 72.0%
VISN CommScope Holding Company, Inc. 98.0% 95.0% 77.0% 98.0%
PLAB Photronics Inc 98.0% 94.0% 86.0% 86.0%
Factor Interactions
Strong Capital Return
Shareholder yield 14.4% backed by 8.6% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (89th) but expensive (15th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (99%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
48.2% avg (7 factors)
Quality
D
41.3% avg (8 factors)
Momentum
F
0.0% avg (4 factors)
Risk
C
45.1% 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 Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.140—8—
Value %ile0.150—8—
Quality %ile0.890—8—
Momentum %ile0.050—8—
F-Score6.000—0—
Confidence0.900—8—
Volatility0.429—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
63.41
Earnings Yield (E/P)
0.0269
Price / Sales
2.35
Price / Book
5.51
Price / Cash Flow
9.97
FCF Yield
8.6%
EBITDA / EV
4.9%
Sales Yield (1/P·S)
0.3314
Shareholder Yield
Div + net buyback / mktcap
14.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.7%
Return on Assets
1.8%
Net Margin
3.7%
Operating Margin
8.1%
Gross Profit / Assets
Novy-Marx GPA
37.1%
Debt / Equity
3.65
Current Ratio
1.70
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.098
External Financing
Net issuance — lower=better
0.182
MomentumPrice trend strength over different horizons
6M Return
-45.9%
12M Return
-48.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-49.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.15
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.1%
Earnings Growth (YoY)
-83.0%
Earnings Stability (CV)
Lower = more stable
1.214
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Buyback Yield
14.4%
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
86
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
75
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
74
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity