Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d89be2ca-dba4-4975-86a9-c57a878b6b79/

BSP

BAE Systems plc
Chart
24.49 EUR
Latest Week 2026-07-31
IndustrialsAerospace & DefenseLARGE
Snapshot 2026-07-26 · 0.9w · Fresh
0.31
OS Score
11.0%
Value
89.0%
Quality
59.0%
Momentum
8/9
F-Score
0.313
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.6%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.69
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
11.0%ile
P/E
32.8×
P/S
2.4×
P/B
5.7×
E/P
0.0365
FCF Yield
0.032
EBITDA/EV
0.058
SH Yield
0.026
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
87.00000000
/100 — 1=cheapest
VC2 (Trending Value)
86.00000000
/100
VC3 (Buyback)
86.00000000
/100
P/E of 32.8x is premium-priced — the market is paying up for expected growth. VC2 score of 86.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.175
ROA
0.055
Net Margin
0.073
Op Margin
0.095
GPA
0.490
Current
0.99
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.077
Earn Growth
0.055
Accruals
-0.036
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
59.0%ile
6M Return
-0.2%
12M Return
10.1%
12-1 Mom
0.2%
Risk-Adj
0.00
Vol 252d
39.4%
Vol 60d
91.6%
↑ Expanding
Max DD 12M
-20.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (92%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.31
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 143 peers
Sector Value %ile
17.4%
Sector Quality %ile
95.1%
P/E z-score
-0.05
P/B z-score
0.18
Sector Avg OS
51.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
INR International Consolidated Airlines Group S.A. 98.0% 89.0% 91.0% 72.0%
XD4 Strabag SE 98.0% 94.0% 89.0% 62.0%
AAG Aumann AG 98.0% 96.0% 91.0% 64.0%
QJQ ISS A/S 97.0% 98.0% 91.0% 42.0%
MBB MBB SE 97.0% 91.0% 93.0% 62.0%
ERAG Ernst Russ AG 97.0% 95.0% 75.0% 64.0%
LMIA LION E-Mobility AG 97.0% 74.0% 97.0% 92.0%
EJT1 easyJet plc 97.0% 93.0% 70.0% 74.0%
Factor Interactions
Quality at a Premium
High quality (89th) but expensive (11th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (92%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
40.6% avg (7 factors)
Quality
C
50.2% avg (7 factors)
Momentum
D
35.1% avg (4 factors)
Risk
C
51.0% avg (1 factors)
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
FactorCurrentStreakTrendSpark
OS Composite0.310—0—
Value %ile0.110—8—
Quality %ile0.890—8—
Momentum %ile0.590—0—
F-Score8.000—8—
Confidence0.744—8—
Volatility0.394—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
32.78
Earnings Yield (E/P)
0.0365
Price / Sales
2.39
Price / Book
5.74
Price / Cash Flow
19.69
FCF Yield
3.2%
EBITDA / EV
5.8%
Sales Yield (1/P·S)
0.3863
Shareholder Yield
Div + net buyback / mktcap
2.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.5%
Return on Assets
5.5%
Net Margin
7.3%
Operating Margin
9.5%
Gross Profit / Assets
Novy-Marx GPA
49.0%
Current Ratio
0.99
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.036
MomentumPrice trend strength over different horizons
6M Return
-0.2%
12M Return
10.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
0.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.00
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.7%
Earnings Growth (YoY)
5.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
1.8%
Buyback Yield
0.7%
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
87
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
86
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
86
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity