Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ed104bd4-365a-4d42-927f-6eb14178a9de/
SID
Companhia Siderurgica Nacional ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 4.00000000
📐
EBITDA/EV
19.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
43.6%
💰
High Yield
Div 43.6%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 92th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/S
0.0×
P/B
0.1×
FCF Yield
0.135
EBITDA/EV
0.197
SH Yield
0.436
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
FCF yield of 13.5% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
14.0%ile
ROE
-0.155
ROA
-0.020
Net Margin
-0.044
Op Margin
0.079
GPA
0.124
D/E
6.48
Current
1.11
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.009
Stability
0.561
lower=better
Accruals
-0.014
lower=better
5yr Consist
No
Highly leveraged with D/E of 6.48 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-28.0%
12M Return
-19.7%
12-1 Mom
-6.1%
Risk-Adj
-0.12
Vol 252d
52.9%
Vol 60d
122.8%
↑ Expanding
Max DD 12M
-43.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (123%) is expanding vs long-term (53%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.6
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 224 peers
Sector Value %ile
93.8%
Sector Quality %ile
21.8%
P/B z-score
-0.10
Sector Avg OS
54.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (92th value) but weak quality (14th). Classic value trap risk.
Falling Knife
Weak momentum (15th) despite looking cheap (92th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 43.6% backed by 13.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (123%) significantly exceeds 252-day (53%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
99.7% avg (5 factors)
Quality
F
19.2% avg (8 factors)
Momentum
F
15.3% avg (4 factors)
Risk
F
28.5% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.600 | —0 | — | |
| Value %ile | 0.920 | —1 | — | |
| Quality %ile | 0.140 | —1 | — | |
| Momentum %ile | 0.150 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 0.529 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.04
Price / Book
0.12
FCF Yield
13.5%
EBITDA / EV
19.7%
Sales Yield (1/P·S)
1.1277
Shareholder Yield
Div + net buyback / mktcap
43.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-15.5%
Return on Assets
-2.0%
Net Margin
-4.4%
Operating Margin
7.9%
Gross Profit / Assets
Novy-Marx GPA
12.4%
Debt / Equity
6.48
Current Ratio
1.11
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.014
MomentumPrice trend strength over different horizons
6M Return
-28.0%
12M Return
-19.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-6.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.9%
Earnings Stability (CV)
Lower = more stable
0.561
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
43.6%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
87
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