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SBS

Companhia de Saneamento Basico do Estado de Sao Paulo SABESP ADR
Chart
$5.35
Latest Week 2026-06-05
UtilitiesUtilities - Regulated WaterLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.91
OS Score
97.0%
Value
30.0%
Quality
83.0%
Momentum
#30.00000000
TV Rank
3/9
F-Score
0.539
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.910
↗
Trending Value
#30.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
22.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
25.6%
💰
High Yield
Div 25.6%
🚀
Momentum Leaders
12-1 64%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.83
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
2.2×
P/S
0.5×
P/B
0.4×
E/P
0.4525
FCF Yield
0.316
EBITDA/EV
0.223
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 2.2x places this firmly in deep value territory. FCF yield of 31.6% 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
30.0%ile
ROE
0.198
ROA
0.072
Net Margin
0.220
Op Margin
0.324
GPA
0.119
D/E
1.72
Current
1.74
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.132
Earn Growth
-0.229
Stability
0.630
lower=better
Accruals
0.004
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
12.9%
12M Return
38.1%
12-1 Mom
63.9%
Risk-Adj
1.83
Vol 252d
34.9%
Vol 60d
83.6%
↑ Expanding
Max DD 12M
-22.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 64% is very strong — a clear uptrend. Risk-adjusted momentum of 1.83 is excellent — strong returns relative to volatility. Near-term vol (84%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.91
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities · 109 peers
Sector Value %ile
94.5%
Sector Quality %ile
24.5%
P/E z-score
-0.19
P/B z-score
-0.55
Sector Avg OS
56.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AXIA AXIA Energia 98.0% 96.0% 77.0% 92.0%
EBR-B Centrais Elétricas Brasileiras S.A. - Eletrobrás 97.0% 93.0% 77.0% 87.0%
EIX Edison International 97.0% 90.0% 85.0% 82.0%
AES The AES Corporation 95.0% 87.0% 76.0% 82.0%
ENIC Enel Chile SA ADR 95.0% 92.0% 79.0% 74.0%
CMSA CMS Energy Corporation 5.6% JRSUB NT 78 93.0% 98.0% 90.0% 29.0%
FTS Fortis Inc 92.0% 77.0% 87.0% 71.0%
NGG National Grid PLC ADR 92.0% 81.0% 78.0% 71.0%
Factor Interactions
Trending Value Signal
Cheap (97th value) with strong momentum (83th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 25.6% backed by 31.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (84%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
99.8% avg (7 factors)
Quality
C
58.9% avg (8 factors)
Momentum
A
75.0% avg (4 factors)
Risk
C
58.6% avg (1 factors)
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
FactorCurrentStreakTrendSpark
OS Composite0.910—1—
Value %ile0.970—1—
Quality %ile0.300—1—
Momentum %ile0.830—1—
F-Score3.000—1—
Confidence0.970—1—
Volatility0.349—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.21
Earnings Yield (E/P)
0.4525
Price / Sales
0.49
Price / Book
0.44
Price / Cash Flow
2.35
FCF Yield
31.6%
EBITDA / EV
22.3%
Sales Yield (1/P·S)
0.5810
Shareholder Yield
Div + net buyback / mktcap
25.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
19.8%
Return on Assets
7.2%
Net Margin
22.0%
Operating Margin
32.4%
Gross Profit / Assets
Novy-Marx GPA
11.9%
Debt / Equity
1.72
Current Ratio
1.74
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.004
MomentumPrice trend strength over different horizons
6M Return
12.9%
12M Return
38.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
63.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.83
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-13.2%
Earnings Growth (YoY)
-22.9%
Earnings Stability (CV)
Lower = more stable
0.630
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
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
30
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