Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/33a74238-f04e-427e-980f-8ecbb7aaa1c5/
BAS
BASF SESnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 29%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
58.0%ile
P/E
19.2×
P/S
0.7×
P/B
1.3×
E/P
0.0522
FCF Yield
-0.007
EBITDA/EV
0.129
SH Yield
0.054
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
28.00000000
/100
VC3 (Buyback)
32.00000000
/100
Negative FCF yield (-0.7%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
21.0%ile
ROE
0.069
ROA
0.029
Net Margin
0.038
Op Margin
0.064
GPA
0.194
Current
1.91
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.029
Earn Growth
0.247
Stability
2.196
lower=better
Accruals
-0.013
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
77.0%ile
6M Return
21.6%
12M Return
27.0%
12-1 Mom
28.7%
Risk-Adj
0.96
Vol 252d
30.0%
Vol 60d
61.8%
↑ Expanding
Max DD 12M
-12.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 29% is very strong — a clear uptrend. Near-term vol (62%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.63
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 43 peers
Sector Value %ile
47.7%
Sector Quality %ile
27.3%
P/E z-score
-0.16
P/B z-score
-0.54
Sector Avg OS
60.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (62%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.0% avg (7 factors)
Quality
D
36.7% avg (7 factors)
Momentum
B
62.1% avg (4 factors)
Risk
B
66.6% 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 | 0.630 | —0 | — | |
| Value %ile | 0.580 | —0 | — | |
| Quality %ile | 0.210 | —1 | — | |
| Momentum %ile | 0.770 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.300 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.17
Earnings Yield (E/P)
0.0522
Price / Sales
0.73
Price / Book
1.33
Price / Cash Flow
13.22
FCF Yield
-0.7%
EBITDA / EV
12.9%
Sales Yield (1/P·S)
0.9432
Shareholder Yield
Div + net buyback / mktcap
5.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.9%
Return on Assets
2.9%
Net Margin
3.8%
Operating Margin
6.4%
Gross Profit / Assets
Novy-Marx GPA
19.4%
Current Ratio
1.91
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.013
MomentumPrice trend strength over different horizons
6M Return
21.6%
12M Return
27.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
28.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.96
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.9%
Earnings Growth (YoY)
24.7%
Earnings Stability (CV)
Lower = more stable
2.196
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
4.6%
Buyback Yield
0.8%
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
34
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
28
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
32
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
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