Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c6a28e5b-6ddb-445b-b80c-111e66778355/
BSBR
Banco Santander Brasil SA ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
Div 24.1%
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 1.00000000
📐
EBITDA/EV
100.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
24.1%
💰
High Yield
Div 24.1%
🚀
Momentum Leaders
12-1 21%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
1.4×
P/S
0.1×
P/B
0.3×
E/P
0.7400
FCF Yield
0.402
EBITDA/EV
1.009
SH Yield
0.241
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
1.00000000
/100
VC3 (Buyback)
1.00000000
/100
P/E of 1.4x places this firmly in deep value territory. FCF yield of 40.2% is strong — the business generates significant free cash relative to price. VC2 score of 1.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
23.0%ile
ROE
0.230
ROA
0.022
Net Margin
0.082
Op Margin
0.106
GPA
0.076
D/E
9.22
Current
0.37
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.644
Earn Growth
1.164
Stability
1.124
lower=better
Accruals
0.013
lower=better
5yr Consist
No
ROE of 23% is exceptional. Highly leveraged with D/E of 9.22 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
32.0%ile
6M Return
-10.8%
12M Return
8.9%
12-1 Mom
21.2%
Risk-Adj
0.63
Vol 252d
33.6%
Vol 60d
79.1%
↑ Expanding
Max DD 12M
-24.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 21% is very strong — a clear uptrend. Near-term vol (79%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.77
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
99.2%
Sector Quality %ile
5.0%
P/E z-score
-0.61
P/B z-score
-0.10
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (98th value) but weak quality (23th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 164% with P/E of 1×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 24.1% backed by 40.2% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (23%) boosted by high leverage (D/E 9.2). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (79%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (7 factors)
Quality
F
29.4% avg (8 factors)
Momentum
D
42.4% avg (4 factors)
Risk
B
60.7% 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 weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.770 | —1 | — | |
| Value %ile | 0.980 | —1 | — | |
| Quality %ile | 0.230 | —1 | — | |
| Momentum %ile | 0.320 | —0 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.336 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.35
Earnings Yield (E/P)
0.7400
Price / Sales
0.11
Price / Book
0.31
Price / Cash Flow
3.29
FCF Yield
40.2%
EBITDA / EV
100.9%
Sales Yield (1/P·S)
9.0415
Shareholder Yield
Div + net buyback / mktcap
24.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.0%
Return on Assets
2.2%
Net Margin
8.2%
Operating Margin
10.6%
Gross Profit / Assets
Novy-Marx GPA
7.6%
Debt / Equity
9.22
Current Ratio
0.37
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.013
MomentumPrice trend strength over different horizons
6M Return
-10.8%
12M Return
8.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
21.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.63
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
164.4%
Earnings Growth (YoY)
116.4%
Earnings Stability (CV)
Lower = more stable
1.124
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
24.1%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
1
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
1
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
69
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
Yes
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