Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/17f2b451-be2d-4821-84fc-ac1ce78b552c/
BPOP
Popular IncSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.863
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
6.3%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 47%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.76
⚡
Risk-Adj Momentum
RAM 1.97
V
Value Analysis
Cheapness relative to fundamentals
81.0%ile
P/E
11.3×
P/S
2.4×
P/B
1.7×
E/P
0.0945
FCF Yield
0.089
EBITDA/EV
0.097
SH Yield
0.063
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
21.00000000
/100
VC3 (Buyback)
23.00000000
/100
P/E of 11.3x places this firmly in deep value territory. FCF yield of 8.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.151
ROA
0.012
Net Margin
0.215
Op Margin
0.254
GPA
0.039
D/E
11.28
Current
0.49
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.066
Earn Growth
0.344
Stability
0.192
lower=better
Accruals
0.001
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 11.28 — 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
85.0%ile
6M Return
42.4%
12M Return
52.5%
12-1 Mom
47.3%
Risk-Adj
1.97
Vol 252d
24.0%
Vol 60d
54.6%
↑ Expanding
Max DD 12M
-12.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 47% is very strong — a clear uptrend. Risk-adjusted momentum of 1.97 is excellent — strong returns relative to volatility. Near-term vol (55%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
53.7%
Sector Quality %ile
92.4%
P/E z-score
-0.22
P/B z-score
-0.05
Sector Avg OS
85.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (81th) and quality (92th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (81th value) with strong momentum (85th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (81th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 6.3% backed by 8.9% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (15%) boosted by high leverage (D/E 11.3). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
75.1% avg (7 factors)
Quality
D
36.5% avg (8 factors)
Momentum
A
88.2% avg (4 factors)
Risk
A
76.7% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.960 | —8 | — | |
| Value %ile | 0.810 | —8 | — | |
| Quality %ile | 0.920 | —8 | — | |
| Momentum %ile | 0.850 | —8 | — | |
| F-Score | 8.000 | —8 | — | |
| Confidence | 1.000 | —8 | — | |
| Volatility | 0.240 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.32
Earnings Yield (E/P)
0.0945
Price / Sales
2.44
Price / Book
1.70
Price / Cash Flow
12.49
FCF Yield
8.9%
EBITDA / EV
9.7%
Sales Yield (1/P·S)
0.3724
Shareholder Yield
Div + net buyback / mktcap
6.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.1%
Return on Assets
1.2%
Net Margin
21.5%
Operating Margin
25.4%
Gross Profit / Assets
Novy-Marx GPA
3.9%
Debt / Equity
11.28
Current Ratio
0.49
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.001
External Financing
Net issuance — lower=better
0.006
MomentumPrice trend strength over different horizons
6M Return
42.4%
12M Return
52.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
47.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.97
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.6%
Earnings Growth (YoY)
34.4%
Earnings Stability (CV)
Lower = more stable
0.192
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
1.7%
Buyback Yield
4.5%
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
21
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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