Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/be7cd576-eda6-4bcd-9791-9b2cb27ba39e/
BMT
British American Tobacco p.l.c.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.8%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 25%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
38.0%ile
P/E
14.3×
P/S
4.3×
P/B
2.3×
E/P
0.0699
FCF Yield
0.040
EBITDA/EV
0.099
SH Yield
0.058
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
70.00000000
/100 — 1=cheapest
VC2 (Trending Value)
64.00000000
/100
VC3 (Buyback)
65.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.162
ROA
0.071
Net Margin
0.303
Op Margin
0.455
GPA
0.196
Current
0.87
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.010
Earn Growth
1.565
Accruals
0.013
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
76.0%ile
6M Return
6.7%
12M Return
28.9%
12-1 Mom
25.0%
Risk-Adj
0.92
Vol 252d
27.3%
Vol 60d
63.8%
↑ Expanding
Max DD 12M
-11.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (64%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.74
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 37 peers
Sector Value %ile
28.9%
Sector Quality %ile
89.5%
P/E z-score
-0.60
P/B z-score
-0.20
Sector Avg OS
52.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (85th) and momentum (76th) but expensive (38th value). Premium priced — watch for mean reversion.
Volatility Expanding
60-day vol (64%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.0% avg (7 factors)
Quality
C
55.8% avg (7 factors)
Momentum
C
56.5% avg (4 factors)
Risk
B
71.2% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.740 | —1 | — | |
| Value %ile | 0.380 | —0 | — | |
| Quality %ile | 0.850 | —1 | — | |
| Momentum %ile | 0.760 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.813 | —1 | — | |
| Volatility | 0.273 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.31
Earnings Yield (E/P)
0.0699
Price / Sales
4.34
Price / Book
2.32
Price / Cash Flow
17.52
FCF Yield
4.0%
EBITDA / EV
9.9%
Sales Yield (1/P·S)
0.1795
Shareholder Yield
Div + net buyback / mktcap
5.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.2%
Return on Assets
7.1%
Net Margin
30.3%
Operating Margin
45.5%
Gross Profit / Assets
Novy-Marx GPA
19.6%
Current Ratio
0.87
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.013
MomentumPrice trend strength over different horizons
6M Return
6.7%
12M Return
28.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
25.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.92
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.0%
Earnings Growth (YoY)
156.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
4.7%
Buyback Yield
1.1%
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
70
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
64
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
65
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