Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2a116e7b-01e7-4465-8ff6-c813eb8a2703/
EBC
Eastern Bankshares IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 36%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.55
V
Value Analysis
Cheapness relative to fundamentals
77.0%ile
P/E
11.9×
P/S
3.2×
P/B
1.0×
E/P
0.0837
FCF Yield
0.083
EBITDA/EV
0.091
SH Yield
0.025
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
23.00000000
/100
P/E of 11.9x places this firmly in deep value territory. FCF yield of 8.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
30.0%ile
ROE
0.087
ROA
0.012
Net Margin
0.265
Op Margin
0.262
GPA
0.033
D/E
6.15
Current
0.03
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.613
Stability
3.658
lower=better
Accruals
0.000
lower=better
5yr Consist
No
Highly leveraged with D/E of 6.15 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
78.0%ile
6M Return
4.9%
12M Return
35.8%
12-1 Mom
36.2%
Risk-Adj
1.55
Vol 252d
23.4%
Vol 60d
49.9%
↑ Expanding
Max DD 12M
-13.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 36% is very strong — a clear uptrend. Risk-adjusted momentum of 1.55 is excellent — strong returns relative to volatility. Near-term vol (50%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
38.5%
Sector Quality %ile
10.2%
P/E z-score
-0.10
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (77th value) with strong momentum (78th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 61% with P/E of 12×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (50%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.4% avg (7 factors)
Quality
D
35.8% avg (8 factors)
Momentum
B
65.5% avg (4 factors)
Risk
A
77.6% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.820 | —1 | — | |
| Value %ile | 0.770 | —1 | — | |
| Quality %ile | 0.300 | —1 | — | |
| Momentum %ile | 0.780 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.234 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.95
Earnings Yield (E/P)
0.0837
Price / Sales
3.16
Price / Book
1.03
Price / Cash Flow
11.81
FCF Yield
8.3%
EBITDA / EV
9.1%
Sales Yield (1/P·S)
0.2927
Shareholder Yield
Div + net buyback / mktcap
2.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.7%
Return on Assets
1.2%
Net Margin
26.5%
Operating Margin
26.2%
Gross Profit / Assets
Novy-Marx GPA
3.3%
Debt / Equity
6.15
Current Ratio
0.03
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.000
MomentumPrice trend strength over different horizons
6M Return
4.9%
12M Return
35.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
36.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.55
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
61.3%
Earnings Stability (CV)
Lower = more stable
3.658
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
2.5%
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity