Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b6980319-9fe4-461b-be39-33a6730278e2/
FCNCA
First Citizens BancShares, Inc.Snapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.750
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.5
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
10.7%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.62
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
77.0%ile
P/E
10.5×
P/S
1.7×
P/B
1.1×
E/P
0.0554
FCF Yield
0.066
EBITDA/EV
0.061
SH Yield
0.107
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
20.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 10.5x places this firmly in deep value territory. FCF yield of 6.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
0.107
ROA
0.010
Net Margin
0.163
Op Margin
0.219
GPA
0.039
D/E
9.81
Current
9.99
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.013
Earn Growth
-0.018
Stability
0.122
lower=better
Accruals
-0.002
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 9.81 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
27.0%ile
6M Return
7.4%
12M Return
3.5%
12-1 Mom
-0.4%
Risk-Adj
-0.02
Vol 252d
24.3%
Vol 60d
51.3%
↑ Expanding
Max DD 12M
-18.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (51%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
45.7%
Sector Quality %ile
53.9%
P/E z-score
-0.25
P/B z-score
-0.06
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (77th) and quality (73th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 10.7% backed by 6.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.3% avg (7 factors)
Quality
D
44.0% avg (8 factors)
Momentum
D
35.3% avg (4 factors)
Risk
A
76.2% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.790 | —8 | — | |
| Value %ile | 0.770 | —8 | — | |
| Quality %ile | 0.730 | —1 | — | |
| Momentum %ile | 0.270 | —2 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —8 | — | |
| Volatility | 0.243 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.45
Earnings Yield (E/P)
0.0554
Price / Sales
1.71
Price / Book
1.12
Price / Cash Flow
8.42
FCF Yield
6.6%
EBITDA / EV
6.1%
Sales Yield (1/P·S)
0.2530
Shareholder Yield
Div + net buyback / mktcap
10.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.7%
Return on Assets
1.0%
Net Margin
16.3%
Operating Margin
21.9%
Gross Profit / Assets
Novy-Marx GPA
3.9%
Debt / Equity
9.81
Current Ratio
9.99
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.002
External Financing
Net issuance — lower=better
0.015
MomentumPrice trend strength over different horizons
6M Return
7.4%
12M Return
3.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-0.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.02
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.3%
Earnings Growth (YoY)
-1.8%
Earnings Stability (CV)
Lower = more stable
0.122
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
0.4%
Buyback Yield
10.3%
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
20
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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