Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/08518016-7c2b-49e6-933d-1c140d561499/
ABEV
Ambev SA ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
13 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#11.00000000
◆
Quality × Value
QV 0.975
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.6
💎
Deep Value
P/E 3.1
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
89.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
28.3%
💰
High Yield
Div 28.3%
🚀
Momentum Leaders
12-1 41%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.27
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
3.1×
P/S
0.6×
P/B
0.5×
E/P
0.3185
FCF Yield
0.949
EBITDA/EV
0.898
SH Yield
0.283
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 3.1x places this firmly in deep value territory. FCF yield of 94.9% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.173
ROA
0.109
Net Margin
0.177
Op Margin
0.252
GPA
0.318
D/E
0.58
Current
1.03
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.038
Earn Growth
0.079
Stability
0.239
lower=better
Accruals
-0.076
lower=better
5yr Consist
Yes
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
80.0%ile
6M Return
34.2%
12M Return
33.9%
12-1 Mom
41.2%
Risk-Adj
1.27
Vol 252d
32.4%
Vol 60d
75.3%
↑ Expanding
Max DD 12M
-14.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 41% is very strong — a clear uptrend. Near-term vol (75%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 236 peers
Sector Value %ile
99.6%
Sector Quality %ile
100.0%
P/E z-score
-0.47
P/B z-score
-0.17
Sector Avg OS
49.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (97th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (98th value) with strong momentum (80th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (98th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 28.3% backed by 94.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (75%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
99.7% avg (7 factors)
Quality
B
65.8% avg (8 factors)
Momentum
B
74.1% avg (4 factors)
Risk
B
62.6% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.990 | —1 | — | |
| Value %ile | 0.980 | —1 | — | |
| Quality %ile | 0.970 | —1 | — | |
| Momentum %ile | 0.800 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.324 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.14
Earnings Yield (E/P)
0.3185
Price / Sales
0.55
Price / Book
0.54
Price / Cash Flow
1.85
FCF Yield
94.9%
EBITDA / EV
89.8%
Sales Yield (1/P·S)
2.7350
Shareholder Yield
Div + net buyback / mktcap
28.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.3%
Return on Assets
10.9%
Net Margin
17.7%
Operating Margin
25.2%
Gross Profit / Assets
Novy-Marx GPA
31.8%
Debt / Equity
0.58
Current Ratio
1.03
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.076
MomentumPrice trend strength over different horizons
6M Return
34.2%
12M Return
33.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
41.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.27
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.8%
Earnings Growth (YoY)
7.9%
Earnings Stability (CV)
Lower = more stable
0.239
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
28.3%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
11
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
Show all
Op Income
OCF
CapEx
Equity