Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/307445cf-8b2d-471b-b0f2-3386fa5baef8/
BF-A
Brown-Forman CorporationSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.7%
💰
High Yield
Div 3.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.55
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
34.0%ile
P/E
17.1×
P/S
3.1×
P/B
3.0×
E/P
0.0788
FCF Yield
0.079
EBITDA/EV
0.075
SH Yield
0.067
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
71.00000000
/100 — 1=cheapest
VC2 (Trending Value)
63.00000000
/100
VC3 (Buyback)
64.00000000
/100
FCF yield of 7.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.178
ROA
0.091
Net Margin
0.182
Op Margin
0.282
GPA
0.301
D/E
0.96
Current
3.24
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.012
Earn Growth
-0.177
Stability
0.374
lower=better
Accruals
-0.036
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
3.6%
12M Return
-6.1%
12-1 Mom
-3.2%
Risk-Adj
-0.08
Vol 252d
38.6%
Vol 60d
88.2%
↑ Expanding
Max DD 12M
-23.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (88%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.4
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 217 peers
Sector Value %ile
26.6%
Sector Quality %ile
94.5%
P/E z-score
-0.25
P/B z-score
-0.07
Sector Avg OS
51.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 6.7% backed by 7.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (88%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.7% avg (7 factors)
Quality
B
72.3% avg (8 factors)
Momentum
D
30.1% avg (4 factors)
Risk
C
52.3% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.400 | —0 | — | |
| Value %ile | 0.340 | —0 | — | |
| Quality %ile | 0.920 | —6 | — | |
| Momentum %ile | 0.160 | —2 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 1.000 | —6 | — | |
| Volatility | 0.386 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.07
Earnings Yield (E/P)
0.0788
Price / Sales
3.11
Price / Book
3.04
Price / Cash Flow
12.21
FCF Yield
7.9%
EBITDA / EV
7.5%
Sales Yield (1/P·S)
0.2796
Shareholder Yield
Div + net buyback / mktcap
6.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.8%
Return on Assets
9.1%
Net Margin
18.2%
Operating Margin
28.2%
Gross Profit / Assets
Novy-Marx GPA
30.1%
Debt / Equity
0.96
Current Ratio
3.24
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.036
MomentumPrice trend strength over different horizons
6M Return
3.6%
12M Return
-6.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-3.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.08
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.2%
Earnings Growth (YoY)
-17.7%
Earnings Stability (CV)
Lower = more stable
0.374
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
3.5%
Buyback Yield
3.3%
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
71
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
63
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
64
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