Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e4b37a4e-2bcb-4b19-81fb-b048931444ff/
FRBA
First BankSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.840
↗
Trending Value
✗
◆
Quality × Value
QV 0.791
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.6
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 87th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
9.6×
P/S
1.6×
P/B
0.9×
E/P
0.1041
FCF Yield
0.081
EBITDA/EV
0.078
SH Yield
0.017
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
14.00000000
/100
P/E of 9.6x places this firmly in deep value territory. FCF yield of 8.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
72.0%ile
ROE
0.093
ROA
0.011
Net Margin
0.169
Op Margin
0.222
GPA
0.034
D/E
7.84
Current
0.48
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.072
Earn Growth
0.072
Stability
0.162
lower=better
Accruals
-0.004
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 7.84 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
27.0%ile
6M Return
2.9%
12M Return
9.7%
12-1 Mom
4.2%
Risk-Adj
0.17
Vol 252d
25.4%
Vol 60d
55.8%
↑ Expanding
Max DD 12M
-15.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (56%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.84
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
66.7%
Sector Quality %ile
41.1%
P/E z-score
-0.21
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (87th) and quality (72th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.3% avg (7 factors)
Quality
D
31.4% avg (8 factors)
Momentum
D
38.4% avg (4 factors)
Risk
B
74.3% 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 | 0.840 | —1 | — | |
| Value %ile | 0.870 | —1 | — | |
| Quality %ile | 0.720 | —1 | — | |
| Momentum %ile | 0.270 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.254 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.61
Earnings Yield (E/P)
0.1041
Price / Sales
1.62
Price / Book
0.90
Price / Cash Flow
7.14
FCF Yield
8.1%
EBITDA / EV
7.8%
Sales Yield (1/P·S)
0.3389
Shareholder Yield
Div + net buyback / mktcap
1.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.3%
Return on Assets
1.1%
Net Margin
16.9%
Operating Margin
22.2%
Gross Profit / Assets
Novy-Marx GPA
3.4%
Debt / Equity
7.84
Current Ratio
0.48
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.004
MomentumPrice trend strength over different horizons
6M Return
2.9%
12M Return
9.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.2%
Earnings Growth (YoY)
7.2%
Earnings Stability (CV)
Lower = more stable
0.162
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.7%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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
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Op Income
OCF
CapEx
Equity