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JBSS
John B Sanfilippo & Son IncSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
✗
◆
Quality × Value
QV 0.743
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.9
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
4.6%
💰
High Yield
Div 4.6%
🚀
Momentum Leaders
12-1 25%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
85.0%ile
P/E
15.2×
P/S
0.9×
P/B
2.6×
E/P
0.0835
FCF Yield
0.192
EBITDA/EV
0.113
SH Yield
0.046
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
19.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
14.00000000
/100
FCF yield of 19.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
65.0%ile
ROE
0.173
ROA
0.103
Net Margin
0.058
Op Margin
0.080
GPA
0.332
D/E
0.68
Current
2.30
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.051
Earn Growth
0.210
Stability
0.237
lower=better
Accruals
-0.099
lower=better
5yr Consist
Yes
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
25.4%
12M Return
36.9%
12-1 Mom
24.7%
Risk-Adj
0.88
Vol 252d
28.2%
Vol 60d
61.5%
↑ Expanding
Max DD 12M
-10.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (61%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 217 peers
Sector Value %ile
79.8%
Sector Quality %ile
63.8%
P/E z-score
-0.28
P/B z-score
-0.07
Sector Avg OS
51.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (85th value) with strong momentum (82th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 4.6% backed by 19.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (61%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
74.2% avg (7 factors)
Quality
B
61.9% avg (8 factors)
Momentum
B
64.2% avg (4 factors)
Risk
B
69.6% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.930 | —6 | — | |
| Value %ile | 0.850 | —6 | — | |
| Quality %ile | 0.650 | —0 | — | |
| Momentum %ile | 0.820 | —2 | — | |
| F-Score | 2.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.282 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.20
Earnings Yield (E/P)
0.0835
Price / Sales
0.88
Price / Book
2.63
Price / Cash Flow
7.76
FCF Yield
19.2%
EBITDA / EV
11.3%
Sales Yield (1/P·S)
1.0433
Shareholder Yield
Div + net buyback / mktcap
4.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.3%
Return on Assets
10.3%
Net Margin
5.8%
Operating Margin
8.0%
Gross Profit / Assets
Novy-Marx GPA
33.2%
Debt / Equity
0.68
Current Ratio
2.30
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.099
MomentumPrice trend strength over different horizons
6M Return
25.4%
12M Return
36.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
24.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.88
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.1%
Earnings Growth (YoY)
21.0%
Earnings Stability (CV)
Lower = more stable
0.237
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
2
Dividend Yield
4.6%
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
19
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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
CapEx
Equity