Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f3226081-1f6b-4f5f-b3f5-82830512151a/

BATS

British American Tobacco p.l.c.
Chart
4,572.00 GBp
Latest Week 2026-07-24
Consumer DefensiveTobaccoLARGE
Snapshot 2026-07-26 · 0.6w · Fresh
0.57
OS Score
15.0%
Value
96.0%
Quality
86.0%
Momentum
7/9
F-Score
0.379
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.7
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.5%
💰
High Yield
Div 5.3%
🚀
Momentum Leaders
12-1 20%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.61
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
15.0%ile
P/E
12.7×
P/S
3.9×
P/B
2.1×
E/P
0.0894
FCF Yield
0.043
EBITDA/EV
0.108
SH Yield
0.065
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
89.00000000
/100 — 1=cheapest
VC2 (Trending Value)
86.00000000
/100
VC3 (Buyback)
87.00000000
/100
VC2 score of 86.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.162
ROA
0.071
Net Margin
0.303
Op Margin
0.455
GPA
0.196
Current
0.87
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.010
Earn Growth
1.565
Accruals
0.013
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
86.0%ile
6M Return
5.7%
12M Return
17.3%
12-1 Mom
20.3%
Risk-Adj
0.67
Vol 252d
30.4%
Vol 60d
75.1%
↑ Expanding
Max DD 12M
-12.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 20% is very strong — a clear uptrend. Near-term vol (75%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.57
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 54 peers
Sector Value %ile
30.9%
Sector Quality %ile
98.2%
P/E z-score
-0.38
P/B z-score
0.00
Sector Avg OS
42.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MPE M.P. Evans Group PLC 98.0% 95.0% 92.0% 90.0%
MCB McBride plc 98.0% 96.0% 92.0% 90.0%
FEVR Fevertree Drinks PLC 94.0% 79.0% 80.0% 80.0%
PACS PACSCo Limited 93.0% 78.0% 80.0% 79.0%
PZC PZ Cussons plc 93.0% 78.0% 80.0% 79.0%
AEP AEP Plantations Plc 91.0% 77.0% 78.0% 78.0%
PFD Premier Foods plc 84.0% 92.0% 87.0% 16.0%
BME B&M European Value Retail plc 82.0% 92.0% 87.0% 11.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (96th) and momentum (86th) but expensive (15th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (96th) but expensive (15th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (75%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.6% avg (7 factors)
Quality
C
55.8% avg (7 factors)
Momentum
C
49.8% avg (4 factors)
Risk
B
66.1% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.570—0—
Value %ile0.150—8—
Quality %ile0.960—8—
Momentum %ile0.860—3—
F-Score7.000—8—
Confidence0.744—8—
Volatility0.304—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.71
Earnings Yield (E/P)
0.0894
Price / Sales
3.85
Price / Book
2.06
Price / Cash Flow
15.55
FCF Yield
4.3%
EBITDA / EV
10.8%
Sales Yield (1/P·S)
0.1963
Shareholder Yield
Div + net buyback / mktcap
6.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.2%
Return on Assets
7.1%
Net Margin
30.3%
Operating Margin
45.5%
Gross Profit / Assets
Novy-Marx GPA
19.6%
Current Ratio
0.87
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.013
MomentumPrice trend strength over different horizons
6M Return
5.7%
12M Return
17.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
20.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.67
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.0%
Earnings Growth (YoY)
156.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
5.3%
Buyback Yield
1.2%
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
89
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
86
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
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
Yes
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