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FBRT

Franklin BSP Realty Trust Inc
Chart
$8.57
Latest Week 2026-06-05
Real EstateReit - MortgageSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.73
OS Score
77.0%
Value
70.0%
Quality
17.0%
Momentum
8/9
F-Score
0.734
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.734
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.5
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
21.2%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 77th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
77.0%ile
P/E
9.5×
P/S
1.7×
P/B
0.5×
E/P
0.1047
FCF Yield
0.024
EBITDA/EV
0.027
SH Yield
0.212
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
17.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
10.00000000
/100
P/E of 9.5x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
70.0%ile
ROE
0.052
ROA
0.011
Net Margin
0.174
Op Margin
0.305
GPA
0.036
D/E
3.46
Current
18.47
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.280
Earn Growth
0.258
Stability
0.697
lower=better
Accruals
-0.008
lower=better
5yr Consist
No
Highly leveraged with D/E of 3.46 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
17.0%ile
6M Return
-14.6%
12M Return
-12.7%
12-1 Mom
-7.4%
Risk-Adj
-0.32
Vol 252d
23.3%
Vol 60d
55.7%
↑ Expanding
Max DD 12M
-23.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (56%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.73
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 252 peers
Sector Value %ile
83.8%
Sector Quality %ile
71.1%
P/E z-score
-0.27
P/B z-score
-0.19
Sector Avg OS
40.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IHS IHS Holding Ltd 97.0% 87.0% 92.0% 84.0%
RMR RMR Group Inc 97.0% 91.0% 85.0% 83.0%
CBL CBL & Associates Properties Inc 96.0% 82.0% 88.0% 92.0%
AXR AMREP Corporation 96.0% 92.0% 84.0% 71.0%
UNIT Uniti Group Inc 92.0% 79.0% 66.0% 87.0%
HST Host Hotels & Resorts Inc 92.0% 68.0% 89.0% 87.0%
VTMX Corporación Inmobiliaria Vesta, S.A.B de C.V. 91.0% 78.0% 79.0% 74.0%
MRP Millrose Properties, Inc. 91.0% 91.0% 92.0% 31.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (77th) and quality (70th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (77th). Strong fundamental improvement in a cheap stock.
Falling Knife
Weak momentum (17th) despite looking cheap (77th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.7% avg (7 factors)
Quality
C
47.4% avg (8 factors)
Momentum
F
19.8% avg (4 factors)
Risk
A
77.8% 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 Composite0.730—1—
Value %ile0.770—1—
Quality %ile0.700—1—
Momentum %ile0.170—1—
F-Score8.000—1—
Confidence1.000—1—
Volatility0.233—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.55
Earnings Yield (E/P)
0.1047
Price / Sales
1.66
Price / Book
0.49
Price / Cash Flow
5.63
FCF Yield
2.4%
EBITDA / EV
2.7%
Sales Yield (1/P·S)
0.0799
Shareholder Yield
Div + net buyback / mktcap
21.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.2%
Return on Assets
1.1%
Net Margin
17.4%
Operating Margin
30.5%
Gross Profit / Assets
Novy-Marx GPA
3.6%
Debt / Equity
3.46
Current Ratio
18.47
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.008
MomentumPrice trend strength over different horizons
6M Return
-14.6%
12M Return
-12.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-7.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.32
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-28.0%
Earnings Growth (YoY)
25.8%
Earnings Stability (CV)
Lower = more stable
0.697
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
21.2%
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
17
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
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