Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e4b37a4e-2bcb-4b19-81fb-b048931444ff/
FRBA
First BankSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.799
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
15.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
2.5%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 94%
🛡
Low Volatility
Vol 25%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
10.3×
P/S
1.7×
P/B
1.0×
E/P
0.1453
FCF Yield
0.156
EBITDA/EV
0.156
SH Yield
0.025
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
9.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
7.00000000
/100
P/E of 10.3x places this firmly in deep value territory. FCF yield of 15.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.093
ROA
0.011
Net Margin
0.169
Op Margin
0.222
GPA
0.034
D/E
7.84
Current
0.13
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
68.0%ile
6M Return
5.2%
12M Return
11.2%
12-1 Mom
6.6%
Risk-Adj
0.27
Vol 252d
24.5%
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
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
88.2%
Sector Quality %ile
40.5%
P/E z-score
-0.22
P/B z-score
-0.10
Sector Avg OS
85.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
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
A
83.7% avg (7 factors)
Quality
D
31.4% avg (8 factors)
Momentum
D
40.9% avg (4 factors)
Risk
A
75.8% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —6 | — | |
| Value %ile | 0.940 | —6 | — | |
| Quality %ile | 0.680 | —0 | — | |
| Momentum %ile | 0.680 | —0 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.245 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.32
Earnings Yield (E/P)
0.1453
Price / Sales
1.74
Price / Book
0.96
Price / Cash Flow
7.67
FCF Yield
15.6%
EBITDA / EV
15.6%
Sales Yield (1/P·S)
0.6550
Shareholder Yield
Div + net buyback / mktcap
2.5%
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
0.13
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.004
External Financing
Net issuance — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
5.2%
12M Return
11.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
6.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.27
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
0.8%
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
9
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
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