Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4a685f1b-244e-4850-ba57-13af52aad77b/
UGP
Ultrapar Participacoes SA ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#18.00000000
◆
Quality × Value
QV 0.836
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 1.8
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
45.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
25.6%
💰
High Yield
Div 25.6%
🚀
Momentum Leaders
12-1 122%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.43
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
1.8×
P/S
0.0×
P/B
1.6×
E/P
0.5676
FCF Yield
0.249
EBITDA/EV
0.450
SH Yield
0.256
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 1.8x places this firmly in deep value territory. FCF yield of 24.9% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
72.0%ile
ROE
0.906
ROA
0.292
Net Margin
0.021
Op Margin
0.051
GPA
1.014
D/E
1.98
Current
1.67
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.069
Earn Growth
0.324
Stability
0.420
lower=better
Accruals
-0.050
lower=better
5yr Consist
No
ROE of 91% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
26.8%
12M Return
75.6%
12-1 Mom
122.2%
Risk-Adj
3.43
Vol 252d
35.6%
Vol 60d
71.4%
↑ Expanding
Max DD 12M
-20.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 122% is very strong — a clear uptrend. Risk-adjusted momentum of 3.43 is excellent — strong returns relative to volatility. Near-term vol (71%) is expanding vs long-term (36%) — 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
· 226 peers
Sector Value %ile
99.1%
Sector Quality %ile
60.8%
P/E z-score
-0.98
P/B z-score
-0.07
Sector Avg OS
71.8%
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 (72th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (97th value) with strong momentum (91th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 25.6% backed by 24.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (71%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
97.9% avg (7 factors)
Quality
B
66.2% avg (8 factors)
Momentum
A
92.8% avg (4 factors)
Risk
C
57.3% 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 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —1 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.720 | —1 | — | |
| Momentum %ile | 0.910 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.356 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.76
Earnings Yield (E/P)
0.5676
Price / Sales
0.04
Price / Book
1.60
Price / Cash Flow
1.50
FCF Yield
24.9%
EBITDA / EV
45.0%
Sales Yield (1/P·S)
7.1087
Shareholder Yield
Div + net buyback / mktcap
25.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
90.6%
Return on Assets
29.2%
Net Margin
2.1%
Operating Margin
5.1%
Gross Profit / Assets
Novy-Marx GPA
101.4%
Debt / Equity
1.98
Current Ratio
1.67
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.050
MomentumPrice trend strength over different horizons
6M Return
26.8%
12M Return
75.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
122.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.43
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.9%
Earnings Growth (YoY)
32.4%
Earnings Stability (CV)
Lower = more stable
0.420
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
25.6%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
18
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