Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/08518016-7c2b-49e6-933d-1c140d561499/
ABEV
Ambev SA ADRSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
13 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#19
◆
Quality × Value
QV 0.980
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.5
💎
Deep Value
P/E 3.1
◇
VC2 Cheapest
VC2 2
📐
EBITDA/EV
86.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
3.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 47%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.94
⚡
Risk-Adj Momentum
RAM 1.45
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
3.1×
P/S
0.5×
P/B
0.5×
E/P
0.6652
FCF Yield
0.915
EBITDA/EV
0.866
SH Yield
0.037
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 91.5% 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
98.0%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
75.0%ile
6M Return
19.9%
12M Return
39.6%
12-1 Mom
47.4%
Risk-Adj
1.45
Vol 252d
32.7%
Vol 60d
74.5%
↑ Expanding
Max DD 12M
-14.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 47% is very strong — a clear uptrend. Near-term vol (75%) is expanding vs long-term (33%) — 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
· 217 peers
Sector Value %ile
99.1%
Sector Quality %ile
100.0%
P/E z-score
-0.48
P/B z-score
-0.07
Sector Avg OS
51.1%
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 (98th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (98th value) with strong momentum (75th). 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.
Volatility Expanding
60-day vol (75%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
92.9% avg (7 factors)
Quality
B
65.8% avg (8 factors)
Momentum
B
74.4% avg (4 factors)
Risk
B
62.2% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.990 | —6 | — | |
| Value %ile | 0.980 | —6 | — | |
| Quality %ile | 0.980 | —6 | — | |
| Momentum %ile | 0.750 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.327 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.06
Earnings Yield (E/P)
0.6652
Price / Sales
0.54
Price / Book
0.53
Price / Cash Flow
1.81
FCF Yield
91.5%
EBITDA / EV
86.6%
Sales Yield (1/P·S)
2.6375
Shareholder Yield
Div + net buyback / mktcap
3.7%
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
19.9%
12M Return
39.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
47.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.45
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
1.0%
Buyback Yield
2.7%
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
19
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