Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/88ae4955-e90e-4272-bed6-0a1e55d04869/
BP
BP PLC ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
#21.00000000
◆
Quality × Value
QV 0.752
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 10.00000000
📐
EBITDA/EV
25.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.5%
💰
High Yield
Div 4.5%
🚀
Momentum Leaders
12-1 54%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.31
V
Value Analysis
Cheapness relative to fundamentals
82.0%ile
P/E
35.0×
P/S
0.6×
P/B
2.0×
E/P
0.0286
FCF Yield
0.270
EBITDA/EV
0.252
SH Yield
0.045
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
15.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
10.00000000
/100
P/E of 35.0x is premium-priced — the market is paying up for expected growth. FCF yield of 27.0% is strong — the business generates significant free cash relative to price. VC2 score of 10.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
69.0%ile
ROE
0.057
ROA
0.011
Net Margin
0.016
Op Margin
0.087
GPA
0.125
D/E
4.02
Current
1.22
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.040
Stability
8.815
lower=better
Accruals
-0.071
lower=better
5yr Consist
No
Highly leveraged with D/E of 4.02 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
86.0%ile
6M Return
22.9%
12M Return
54.6%
12-1 Mom
54.2%
Risk-Adj
2.31
Vol 252d
23.4%
Vol 60d
52.4%
↑ Expanding
Max DD 12M
-10.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 54% is very strong — a clear uptrend. Risk-adjusted momentum of 2.31 is excellent — strong returns relative to volatility. Near-term vol (52%) is expanding vs long-term (23%) — 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
Energy
· 226 peers
Sector Value %ile
60.4%
Sector Quality %ile
55.9%
P/E z-score
0.52
P/B z-score
-0.07
Sector Avg OS
71.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (82th value) with strong momentum (86th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 4.5% backed by 27.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (52%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.2% avg (7 factors)
Quality
F
28.1% avg (8 factors)
Momentum
A
85.8% avg (4 factors)
Risk
A
77.7% 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. 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.930 | —1 | — | |
| Value %ile | 0.820 | —1 | — | |
| Quality %ile | 0.690 | —0 | — | |
| Momentum %ile | 0.860 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.234 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
35.01
Earnings Yield (E/P)
0.0286
Price / Sales
0.58
Price / Book
2.00
Price / Cash Flow
4.58
FCF Yield
27.0%
EBITDA / EV
25.2%
Sales Yield (1/P·S)
1.3987
Shareholder Yield
Div + net buyback / mktcap
4.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.7%
Return on Assets
1.1%
Net Margin
1.6%
Operating Margin
8.7%
Gross Profit / Assets
Novy-Marx GPA
12.5%
Debt / Equity
4.02
Current Ratio
1.22
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.071
MomentumPrice trend strength over different horizons
6M Return
22.9%
12M Return
54.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
54.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.31
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.0%
Earnings Stability (CV)
Lower = more stable
8.815
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
4.5%
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
15
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
21
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