Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ec06cd8c-0b50-464e-8c13-4e0924deae52/
FBRT
Franklin BSP Realty Trust IncSnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.729
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.1
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
23.2%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 76%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
76.0%ile
P/E
8.4×
P/S
1.1×
P/B
0.4×
E/P
0.0386
FCF Yield
0.023
EBITDA/EV
0.041
SH Yield
0.232
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 8.4x places this firmly in deep value territory. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
70.0%ile
ROE
0.052
ROA
0.011
Net Margin
0.134
Op Margin
0.390
GPA
0.057
D/E
3.46
Current
18.47
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.005
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
16.0%ile
6M Return
-20.8%
12M Return
-18.2%
12-1 Mom
-15.7%
Risk-Adj
-0.67
Vol 252d
23.3%
Vol 60d
53.3%
↑ Expanding
Max DD 12M
-26.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -16% signals a downtrend — price is moving against you. Near-term vol (53%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.71
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 242 peers
Sector Value %ile
87.2%
Sector Quality %ile
73.3%
P/E z-score
-0.35
P/B z-score
-0.33
Sector Avg OS
39.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (76th) and quality (70th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (76th). Strong fundamental improvement in a cheap stock.
Falling Knife
Weak momentum (16th) despite looking cheap (76th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.2% avg (7 factors)
Quality
C
46.2% avg (8 factors)
Momentum
F
11.3% avg (4 factors)
Risk
A
77.9% 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 Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.710 | —2 | — | |
| Value %ile | 0.760 | —8 | — | |
| Quality %ile | 0.700 | —1 | — | |
| Momentum %ile | 0.160 | —8 | — | |
| F-Score | 8.000 | —8 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.233 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.38
Earnings Yield (E/P)
0.0386
Price / Sales
1.12
Price / Book
0.43
Price / Cash Flow
4.94
FCF Yield
2.3%
EBITDA / EV
4.1%
Sales Yield (1/P·S)
0.0988
Shareholder Yield
Div + net buyback / mktcap
23.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.2%
Return on Assets
1.1%
Net Margin
13.4%
Operating Margin
39.0%
Gross Profit / Assets
Novy-Marx GPA
5.7%
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
-20.8%
12M Return
-18.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-15.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.67
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.5%
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
14.2%
Buyback Yield
9.0%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
73
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity