Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f7cea496-8cf3-4c9d-ba9c-fd63e83530eb/

BBDC

Barings BDC Inc
Chart
$8.34
Latest Week 2026-06-05
Financial ServicesAsset ManagementSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.88
OS Score
90.0%
Value
87.0%
Quality
26.0%
Momentum
#55.00000000
TV Rank
6/9
F-Score
0.885
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.885
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.8
◇
VC2 Cheapest
VC2 8.00000000
📐
EBITDA/EV
10.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +12%
🔄
Shareholder Yield
13.7%
💰
High Yield
Div 13.7%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 90th
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
9.8×
P/S
4.0×
P/B
0.8×
E/P
0.1023
FCF Yield
0.177
EBITDA/EV
0.100
SH Yield
0.137
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
8.00000000
/100
P/E of 9.8x places this firmly in deep value territory. FCF yield of 17.7% is strong — the business generates significant free cash relative to price. 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
87.0%ile
ROE
0.077
ROA
0.034
Net Margin
0.408
Op Margin
0.365
GPA
0.057
D/E
1.25
Current
2.74
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.116
Earn Growth
-0.096
Stability
0.181
lower=better
Accruals
-0.057
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
26.0%ile
6M Return
-3.0%
12M Return
2.9%
12-1 Mom
6.1%
Risk-Adj
0.33
Vol 252d
18.6%
Vol 60d
42.8%
↑ Expanding
Max DD 12M
-12.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (43%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
76.4%
Sector Quality %ile
80.6%
P/E z-score
-0.20
P/B z-score
-0.08
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
HAFC Hanmi Financial Corporation 98.0% 94.0% 90.0% 79.0%
BOTJ Bank of the James Financial Group 98.0% 92.0% 89.0% 88.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (87th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 13.7% backed by 17.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (43%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
82.7% avg (7 factors)
Quality
B
61.4% avg (8 factors)
Momentum
D
36.2% avg (4 factors)
Risk
A
85.7% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 Composite0.880—1—
Value %ile0.900—1—
Quality %ile0.870—1—
Momentum %ile0.260—1—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.186—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.77
Earnings Yield (E/P)
0.1023
Price / Sales
3.99
Price / Book
0.76
Price / Cash Flow
3.70
FCF Yield
17.7%
EBITDA / EV
10.0%
Sales Yield (1/P·S)
0.1638
Shareholder Yield
Div + net buyback / mktcap
13.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.7%
Return on Assets
3.4%
Net Margin
40.8%
Operating Margin
36.5%
Gross Profit / Assets
Novy-Marx GPA
5.7%
Debt / Equity
1.25
Current Ratio
2.74
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.057
MomentumPrice trend strength over different horizons
6M Return
-3.0%
12M Return
2.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
6.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.33
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
11.6%
Earnings Growth (YoY)
-9.6%
Earnings Stability (CV)
Lower = more stable
0.181
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
13.7%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
55
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