Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/df51b343-b0ce-47f3-834a-c7224fdfb6c2/
BVN
Compania de Minas Buenaventura SAA ADRSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
✗
◆
Quality × Value
QV 0.910
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 7.8
◇
VC2 Cheapest
✗
📐
EBITDA/EV
15.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
ROE 24%
📈
Consistent Earners
✗
🌱
GARP
Rev +69%
🔄
Shareholder Yield
3.3%
💰
High Yield
Div 3.3%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 2.03
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
7.8×
P/S
3.7×
P/B
1.8×
E/P
0.1398
FCF Yield
0.183
EBITDA/EV
0.158
SH Yield
0.033
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
18.00000000
/100 — 1=cheapest
VC2 (Trending Value)
19.00000000
/100
VC3 (Buyback)
22.00000000
/100
P/E of 7.8x places this firmly in deep value territory. FCF yield of 18.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.236
ROA
0.156
Net Margin
0.477
Op Margin
0.530
GPA
0.167
D/E
0.47
Current
1.84
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.687
Earn Growth
1.033
Stability
0.694
lower=better
Accruals
0.011
lower=better
5yr Consist
No
ROE of 24% is exceptional. Conservative balance sheet with D/E of 0.47.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
86.0%ile
6M Return
-3.9%
12M Return
84.4%
12-1 Mom
105.4%
Risk-Adj
2.03
Vol 252d
51.8%
Vol 60d
127.0%
↑ Expanding
Max DD 12M
-30.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 105% is very strong — a clear uptrend. Risk-adjusted momentum of 2.03 is excellent — strong returns relative to volatility. Near-term vol (127%) is expanding vs long-term (52%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 223 peers
Sector Value %ile
91.5%
Sector Quality %ile
89.7%
P/E z-score
-0.39
P/B z-score
-0.20
Sector Avg OS
53.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (92th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (90th value) with strong momentum (86th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 69% with P/E of 8×. Growth isn't fully priced in.
Hot but Volatile
Strong momentum (86th) but high volatility (52%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (127%) significantly exceeds 252-day (52%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.8% avg (7 factors)
Quality
B
72.0% avg (8 factors)
Momentum
A
77.1% avg (4 factors)
Risk
D
30.3% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —6 | — | |
| Value %ile | 0.900 | —6 | — | |
| Quality %ile | 0.920 | —6 | — | |
| Momentum %ile | 0.860 | —6 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.518 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.79
Earnings Yield (E/P)
0.1398
Price / Sales
3.72
Price / Book
1.84
Price / Cash Flow
8.36
FCF Yield
18.3%
EBITDA / EV
15.8%
Sales Yield (1/P·S)
0.2638
Shareholder Yield
Div + net buyback / mktcap
3.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.6%
Return on Assets
15.6%
Net Margin
47.7%
Operating Margin
53.0%
Gross Profit / Assets
Novy-Marx GPA
16.7%
Debt / Equity
0.47
Current Ratio
1.84
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.011
MomentumPrice trend strength over different horizons
6M Return
-3.9%
12M Return
84.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
105.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.03
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
68.7%
Earnings Growth (YoY)
103.3%
Earnings Stability (CV)
Lower = more stable
0.694
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
3.3%
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
18
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
19
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
22
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity