Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f90884a0-aa22-4869-9100-b03f74e01fc9/
ITUB
Itau Unibanco Banco Holding SASnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
13 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
#34.00000000
◆
Quality × Value
QV 0.800
🏛
Cornerstone Value
Div 37.9%
🌿
Cornerstone Growth
P/S 0.2
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3.00000000
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +15%
🔄
Shareholder Yield
37.9%
💰
High Yield
Div 37.9%
🚀
Momentum Leaders
12-1 43%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.37
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
1.8×
P/S
0.2×
P/B
0.4×
E/P
0.5486
FCF Yield
0.165
EBITDA/EV
0.071
SH Yield
0.379
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 1.8x places this firmly in deep value territory. FCF yield of 16.5% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
66.0%ile
ROE
0.212
ROA
0.015
Net Margin
0.119
Op Margin
0.130
GPA
0.042
D/E
13.42
Current
0.32
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.147
Earn Growth
0.101
Stability
0.058
lower=better
Accruals
-0.027
lower=better
5yr Consist
Yes
ROE of 21% is exceptional. Highly leveraged with D/E of 13.42 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
78.0%ile
6M Return
10.0%
12M Return
29.3%
12-1 Mom
43.5%
Risk-Adj
1.37
Vol 252d
31.6%
Vol 60d
71.9%
↑ Expanding
Max DD 12M
-19.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 43% is very strong — a clear uptrend. Near-term vol (72%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
97.4%
Sector Quality %ile
30.9%
P/E z-score
-0.59
P/B z-score
-0.09
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (97th value) with strong momentum (78th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 37.9% backed by 16.5% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (21%) boosted by high leverage (D/E 13.4). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (72%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
90.8% avg (7 factors)
Quality
D
31.8% avg (8 factors)
Momentum
B
66.7% avg (4 factors)
Risk
B
63.9% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.960 | —1 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.660 | —0 | — | |
| Momentum %ile | 0.780 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.316 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.82
Earnings Yield (E/P)
0.5486
Price / Sales
0.22
Price / Book
0.39
Price / Cash Flow
0.65
FCF Yield
16.5%
EBITDA / EV
7.1%
Sales Yield (1/P·S)
0.4762
Shareholder Yield
Div + net buyback / mktcap
37.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.2%
Return on Assets
1.5%
Net Margin
11.9%
Operating Margin
13.0%
Gross Profit / Assets
Novy-Marx GPA
4.2%
Debt / Equity
13.42
Current Ratio
0.32
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.027
MomentumPrice trend strength over different horizons
6M Return
10.0%
12M Return
29.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
43.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.37
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
14.7%
Earnings Growth (YoY)
10.1%
Earnings Stability (CV)
Lower = more stable
0.058
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
37.9%
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
34
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
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