Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4a685f1b-244e-4850-ba57-13af52aad77b/
UGP
Ultrapar Participacoes SA ADRSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#4
◆
Quality × Value
QV 0.859
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.0
💎
Deep Value
P/E 2.1
◇
VC2 Cheapest
VC2 2
📐
EBITDA/EV
77.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
23.7%
💰
High Yield
Div 21.1%
🚀
Momentum Leaders
12-1 66%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.82
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
2.1×
P/S
0.0×
P/B
1.9×
E/P
0.6295
FCF Yield
0.429
EBITDA/EV
0.774
SH Yield
0.237
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 2.1x places this firmly in deep value territory. FCF yield of 42.9% 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
76.0%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
87.0%ile
6M Return
52.3%
12M Return
103.6%
12-1 Mom
65.9%
Risk-Adj
1.82
Vol 252d
36.1%
Vol 60d
84.7%
↑ Expanding
Max DD 12M
-21.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 66% is very strong — a clear uptrend. Risk-adjusted momentum of 1.82 is excellent — strong returns relative to volatility. Near-term vol (85%) 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
98.7%
Sector Quality %ile
67.4%
P/E z-score
-0.84
P/B z-score
-0.07
Sector Avg OS
69.4%
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 (76th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (97th value) with strong momentum (87th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 23.7% backed by 42.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (85%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
97.3% avg (7 factors)
Quality
B
66.2% avg (8 factors)
Momentum
A
92.7% avg (4 factors)
Risk
C
56.4% 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 | 0.760 | —6 | — | |
| Momentum %ile | 0.870 | —6 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.361 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.14
Earnings Yield (E/P)
0.6295
Price / Sales
0.04
Price / Book
1.94
Price / Cash Flow
1.83
FCF Yield
42.9%
EBITDA / EV
77.4%
Sales Yield (1/P·S)
12.2340
Shareholder Yield
Div + net buyback / mktcap
23.7%
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
52.3%
12M Return
103.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
65.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.82
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
21.1%
Buyback Yield
2.7%
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
3
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
4
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