Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/25959118-2053-4df4-9c37-3c95a1769a08/
BNP
BNP Paribas SASnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
#22
◆
Quality × Value
QV 0.733
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
16.9%
💰
High Yield
Div 5.1%
🚀
Momentum Leaders
12-1 39%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.43
V
Value Analysis
Cheapness relative to fundamentals
84.0%ile
P/E
9.1×
P/S
1.4×
P/B
0.9×
FCF Yield
0.158
SH Yield
0.169
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
11.00000000
/100
P/E of 9.1x places this firmly in deep value territory. FCF yield of 15.8% 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
64.0%ile
ROE
0.095
ROA
0.004
Net Margin
0.157
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.045
Earn Growth
0.074
Stability
0.127
lower=better
Accruals
-0.012
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
20.5%
12M Return
39.5%
12-1 Mom
38.9%
Risk-Adj
1.43
Vol 252d
27.3%
Vol 60d
56.3%
↑ Expanding
Max DD 12M
-19.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 39% is very strong — a clear uptrend. Near-term vol (56%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 94 peers
Sector Value %ile
91.6%
Sector Quality %ile
81.1%
P/E z-score
-0.36
P/B z-score
-0.28
Sector Avg OS
51.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (84th value) with strong momentum (81th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 16.9% backed by 15.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
95.7% avg (5 factors)
Quality
D
40.8% avg (4 factors)
Momentum
B
71.5% avg (4 factors)
Risk
B
71.2% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.950 | —7 | — | |
| Value %ile | 0.840 | —7 | — | |
| Quality %ile | 0.640 | —0 | — | |
| Momentum %ile | 0.810 | —7 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.704 | —7 | — | |
| Volatility | 0.273 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.05
Price / Sales
1.42
Price / Book
0.86
Price / Cash Flow
2.41
FCF Yield
15.8%
Sales Yield (1/P·S)
0.2868
Shareholder Yield
Div + net buyback / mktcap
16.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.5%
Return on Assets
0.4%
Net Margin
15.7%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.012
MomentumPrice trend strength over different horizons
6M Return
20.5%
12M Return
39.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
38.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.43
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.5%
Earnings Growth (YoY)
7.4%
Earnings Stability (CV)
Lower = more stable
0.127
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
5.1%
Buyback Yield
11.9%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
22
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
Yes
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
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OCF
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