Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/85c781d2-81e1-4bed-809f-07406bbab8cd/
STNE
StoneCo LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.928
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3.00000000
📐
EBITDA/EV
52.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +10%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
99.0%ile
P/E
0.8×
P/S
0.2×
P/B
0.2×
E/P
1.3164
FCF Yield
0.347
EBITDA/EV
0.525
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
1.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 0.8x places this firmly in deep value territory. FCF yield of 34.7% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
87.0%ile
ROE
0.287
ROA
0.059
Net Margin
0.248
Op Margin
0.389
GPA
0.176
D/E
3.89
Current
1.33
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.102
Stability
5.136
lower=better
Accruals
0.002
lower=better
5yr Consist
No
ROE of 29% is exceptional. Highly leveraged with D/E of 3.89 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
19.0%ile
6M Return
-14.5%
12M Return
-7.2%
12-1 Mom
-3.9%
Risk-Adj
-0.07
Vol 252d
52.5%
Vol 60d
115.0%
↑ Expanding
Max DD 12M
-40.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (115%) is expanding vs long-term (52%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
100.0%
Sector Quality %ile
82.6%
P/E z-score
-0.22
P/B z-score
-0.12
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (99th) and quality (87th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (19th) despite looking cheap (99th value). Wait for momentum to stabilise.
Leveraged Returns
Strong ROE (29%) boosted by high leverage (D/E 3.9). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (115%) significantly exceeds 252-day (52%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.3% avg (7 factors)
Quality
C
55.1% avg (8 factors)
Momentum
F
24.0% avg (4 factors)
Risk
F
29.2% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.900 | —1 | — | |
| Value %ile | 0.990 | —1 | — | |
| Quality %ile | 0.870 | —1 | — | |
| Momentum %ile | 0.190 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.525 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.76
Earnings Yield (E/P)
1.3164
Price / Sales
0.19
Price / Book
0.22
Price / Cash Flow
0.79
FCF Yield
34.7%
EBITDA / EV
52.5%
Sales Yield (1/P·S)
1.1306
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
28.7%
Return on Assets
5.9%
Net Margin
24.8%
Operating Margin
38.9%
Gross Profit / Assets
Novy-Marx GPA
17.6%
Debt / Equity
3.89
Current Ratio
1.33
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
-14.5%
12M Return
-7.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-3.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.07
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.2%
Earnings Stability (CV)
Lower = more stable
5.136
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
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
1
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
73
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