Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9065584d-f436-4f5c-9315-15e5711934a1/

BCH

Banco De Chile
Chart
$36.48
Latest Week 2026-06-05
Financial ServicesBanks - RegionalLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.82
OS Score
65.0%
Value
65.0%
Quality
66.0%
Momentum
4/9
F-Score
0.650
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
✗
◆
Quality × Value
QV 0.650
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 26%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
65.0%ile
P/B
0.0×
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
35.00000000
/100 — 1=cheapest
VC2 (Trending Value)
35.00000000
/100
VC3 (Buyback)
35.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
65.0%ile
ROE
0.212
ROA
0.021
Net Margin
0.372
Op Margin
0.477
GPA
0.048
D/E
9.14
Current
0.45
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.178
Earn Growth
-0.078
Stability
0.072
lower=better
Accruals
0.006
lower=better
5yr Consist
Yes
ROE of 21% is exceptional. Highly leveraged with D/E of 9.14 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
66.0%ile
6M Return
4.4%
12M Return
27.4%
12-1 Mom
26.0%
Risk-Adj
1.00
Vol 252d
26.1%
Vol 60d
60.3%
↑ Expanding
Max DD 12M
-16.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 26% is very strong — a clear uptrend. Near-term vol (60%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
16.8%
Sector Quality %ile
29.5%
P/B z-score
-0.11
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
IFS Intercorp Financial Services Inc 98.0% 98.0% 90.0% 78.0%
RM Regional Management Corp 98.0% 95.0% 90.0% 79.0%
Factor Interactions
Leveraged Returns
Strong ROE (21%) boosted by high leverage (D/E 9.1). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (60%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (1 factors)
Quality
D
42.3% avg (8 factors)
Momentum
C
56.2% avg (4 factors)
Risk
B
73.2% 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
FactorCurrentStreakTrendSpark
OS Composite0.820—1—
Value %ile0.650—0—
Quality %ile0.650—0—
Momentum %ile0.660—0—
F-Score4.000—1—
Confidence1.000—1—
Volatility0.261—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.00
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.2%
Return on Assets
2.1%
Net Margin
37.2%
Operating Margin
47.7%
Gross Profit / Assets
Novy-Marx GPA
4.8%
Debt / Equity
9.14
Current Ratio
0.45
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.006
MomentumPrice trend strength over different horizons
6M Return
4.4%
12M Return
27.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
26.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.00
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-17.8%
Earnings Growth (YoY)
-7.8%
Earnings Stability (CV)
Lower = more stable
0.072
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
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
35
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
35
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
35
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