Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/70e6d93b-3767-4fa6-a8be-0de0999ada04/
CFR
Cullen/Frost Bankers IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.772
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 13.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
3.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
13.3×
P/S
3.2×
P/B
2.0×
E/P
0.0750
FCF Yield
0.078
EBITDA/EV
0.070
SH Yield
0.030
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
68.00000000
/100 — 1=cheapest
VC2 (Trending Value)
31.00000000
/100
VC3 (Buyback)
31.00000000
/100
FCF yield of 7.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.148
ROA
0.013
Net Margin
0.240
Op Margin
0.285
GPA
0.042
D/E
10.64
Current
0.20
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.027
Earn Growth
0.119
Stability
0.070
lower=better
Accruals
-0.003
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 10.64 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
31.0%ile
6M Return
12.6%
12M Return
11.8%
12-1 Mom
10.0%
Risk-Adj
0.51
Vol 252d
19.4%
Vol 60d
38.0%
↑ Expanding
Max DD 12M
-11.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (38%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.78
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
20.4%
Sector Quality %ile
85.6%
P/E z-score
-0.03
P/B z-score
-0.03
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (38%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.0% avg (7 factors)
Quality
D
38.8% avg (8 factors)
Momentum
C
46.0% avg (4 factors)
Risk
A
84.3% avg (1 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 Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.780 | —1 | — | |
| Value %ile | 0.670 | —0 | — | |
| Quality %ile | 0.890 | —1 | — | |
| Momentum %ile | 0.310 | —0 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.194 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.33
Earnings Yield (E/P)
0.0750
Price / Sales
3.20
Price / Book
1.97
Price / Cash Flow
11.04
FCF Yield
7.8%
EBITDA / EV
7.0%
Sales Yield (1/P·S)
0.2206
Shareholder Yield
Div + net buyback / mktcap
3.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.8%
Return on Assets
1.3%
Net Margin
24.0%
Operating Margin
28.5%
Gross Profit / Assets
Novy-Marx GPA
4.2%
Debt / Equity
10.64
Current Ratio
0.20
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.003
MomentumPrice trend strength over different horizons
6M Return
12.6%
12M Return
11.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
10.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.51
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.7%
Earnings Growth (YoY)
11.9%
Earnings Stability (CV)
Lower = more stable
0.070
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
3.0%
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
68
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
31
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
31
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