Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/39b6daf7-63a7-49d7-9119-a21835e3f50e/
PBR-A
Petróleo Brasileiro S.A. - PetrobrasSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#8
◆
Quality × Value
QV 0.934
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.1
💎
Deep Value
P/E 5.2
◇
VC2 Cheapest
VC2 6
📐
EBITDA/EV
24.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 47%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.51
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
5.2×
P/S
1.1×
P/B
1.3×
E/P
0.1571
FCF Yield
0.314
EBITDA/EV
0.249
SH Yield
0.017
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
6.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 5.2x places this firmly in deep value territory. FCF yield of 31.4% is strong — the business generates significant free cash relative to price. VC2 score of 6.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
0.239
ROA
0.085
Net Margin
0.218
Op Margin
0.295
GPA
0.182
D/E
1.80
Current
0.74
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.051
Earn Growth
1.333
Stability
0.937
lower=better
Accruals
-0.061
lower=better
5yr Consist
No
ROE of 24% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
39.4%
12M Return
40.0%
12-1 Mom
46.8%
Risk-Adj
1.51
Vol 252d
31.1%
Vol 60d
73.9%
↑ Expanding
Max DD 12M
-25.6%
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 1.51 is excellent — strong returns relative to volatility. Near-term vol (74%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 225 peers
Sector Value %ile
98.7%
Sector Quality %ile
84.1%
P/E z-score
-0.72
P/B z-score
-0.08
Sector Avg OS
69.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (90th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (97th value) with strong momentum (75th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (74%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.7% avg (7 factors)
Quality
B
60.6% avg (8 factors)
Momentum
A
80.8% avg (4 factors)
Risk
B
64.9% 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 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 Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —6 | — | |
| Value %ile | 0.970 | —6 | — | |
| Quality %ile | 0.900 | —6 | — | |
| Momentum %ile | 0.750 | —6 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.311 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.24
Earnings Yield (E/P)
0.1571
Price / Sales
1.14
Price / Book
1.25
Price / Cash Flow
3.05
FCF Yield
31.4%
EBITDA / EV
24.9%
Sales Yield (1/P·S)
0.5321
Shareholder Yield
Div + net buyback / mktcap
1.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.9%
Return on Assets
8.5%
Net Margin
21.8%
Operating Margin
29.5%
Gross Profit / Assets
Novy-Marx GPA
18.2%
Debt / Equity
1.80
Current Ratio
0.74
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.061
MomentumPrice trend strength over different horizons
6M Return
39.4%
12M Return
40.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
46.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.51
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.1%
Earnings Growth (YoY)
133.3%
Earnings Stability (CV)
Lower = more stable
0.937
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
1.7%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
6
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
8
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
Show all
Op Income
OCF
CapEx
Equity