Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/70240e22-e0bd-44b5-859f-151e9d2fda46/
AZUL
Azul SASnapshot 2026-08-09 · 0.3w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
#50
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8
📐
EBITDA/EV
31.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 88%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
0.4×
P/S
0.1×
E/P
0.1382
FCF Yield
-0.089
EBITDA/EV
0.316
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 0.4x places this firmly in deep value territory. Negative FCF yield (-8.9%) — the business is currently cash-consumptive. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
16.0%ile
ROE
-1.144
ROA
0.139
Net Margin
0.199
Op Margin
0.128
GPA
0.218
Current
0.50
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.073
Stability
9.558
lower=better
Accruals
0.172
lower=better
5yr Consist
No
Accruals ratio of 0.172 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
35.0%ile
Max DD 12M
-7.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
OS
Composite & Factor Heatmap
All factors at a glance
0.66
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
92.4%
Sector Quality %ile
14.6%
P/E z-score
-0.73
Sector Avg OS
51.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (88th value) but weak quality (16th). Classic value trap risk.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.4% avg (5 factors)
Quality
D
35.2% avg (7 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence2 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.660 | —0 | — | |
| Value %ile | 0.880 | —2 | — | |
| Quality %ile | 0.160 | —2 | — | |
| Momentum %ile | 0.350 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.539 | —0 | — | |
| Volatility | — | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.36
Earnings Yield (E/P)
0.1382
Price / Sales
0.07
FCF Yield
-8.9%
EBITDA / EV
31.6%
Sales Yield (1/P·S)
1.0798
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-114.4%
Return on Assets
13.9%
Net Margin
19.9%
Operating Margin
12.8%
Gross Profit / Assets
Novy-Marx GPA
21.8%
Current Ratio
0.50
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.172
External Financing
Net issuance — lower=better
0.090
MomentumPrice trend strength over different horizons
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.3%
Earnings Stability (CV)
Lower = more stable
9.558
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
50
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