Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3f6a62b0-2599-484d-b7bb-0ac4621a3075/

BDSB

Banco de Sabadell, S.A.
Chart
€2.87
Latest Week 2026-06-05
Financial ServicesBanks - DiversifiedLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.79
OS Score
81.0%
Value
32.0%
Quality
57.0%
Momentum
4/9
F-Score
0.509
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
16.8%
💰
High Yield
Div 9.7%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
81.0%ile
P/E
8.6×
P/S
2.3×
P/B
1.0×
E/P
0.1158
FCF Yield
0.095
SH Yield
0.168
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
27.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
19.00000000
/100
P/E of 8.6x places this firmly in deep value territory. FCF yield of 9.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
32.0%ile
ROE
0.117
ROA
0.007
Net Margin
0.267
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.050
Earn Growth
0.051
Stability
0.147
lower=better
Accruals
0.000
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
57.0%ile
Vol 252d
30.1%
Vol 60d
29.5%
↓ Contracting
Max DD 12M
-8.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
78.9%
Sector Quality %ile
35.8%
P/E z-score
-0.37
P/B z-score
-0.29
Sector Avg OS
56.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PA9 The Travelers Companies, Inc. 98.0% 91.0% 75.0% 88.0%
LUS1 Lang & Schwarz Aktiengesellschaft 97.0% 95.0% 68.0% 81.0%
DBK Deutsche Bank Aktiengesellschaft 96.0% 93.0% 69.0% 67.0%
BNP BNP Paribas SA 96.0% 91.0% 66.0% 75.0%
UN9 UNIQA Insurance Group AG 95.0% 80.0% 72.0% 83.0%
RAW Raiffeisen Bank International AG 95.0% 83.0% 59.0% 90.0%
FO4N ageas SA/NV 95.0% 93.0% 61.0% 68.0%
BCY Barclays PLC 95.0% 85.0% 66.0% 80.0%
Factor Interactions
Strong Capital Return
Shareholder yield 16.8% backed by 9.5% FCF yield. Returns are well-funded.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
88.5% avg (6 factors)
Quality
C
49.2% avg (4 factors)
Risk
B
66.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.790—1—
Value %ile0.810—1—
Quality %ile0.320—0—
Momentum %ile0.570—0—
F-Score4.000—1—
Confidence0.667—0—
Volatility0.301—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.63
Earnings Yield (E/P)
0.1158
Price / Sales
2.30
Price / Book
1.01
Price / Cash Flow
8.40
FCF Yield
9.5%
Sales Yield (1/P·S)
0.5438
Shareholder Yield
Div + net buyback / mktcap
16.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.7%
Return on Assets
0.7%
Net Margin
26.7%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.000
External Financing
Net issuance — lower=better
0.004
MomentumPrice trend strength over different horizons
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.0%
Earnings Growth (YoY)
5.1%
Earnings Stability (CV)
Lower = more stable
0.147
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
9.7%
Buyback Yield
7.1%
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
27
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
19
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity