Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/fca94c26-4e07-44fa-9945-198342b10e11/
ZION
Zions BancorporationSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.838
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.8
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
3.1%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 24%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.95
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
10.8×
P/S
2.1×
P/B
1.4×
E/P
0.1182
FCF Yield
0.135
EBITDA/EV
0.129
SH Yield
0.031
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
18.00000000
/100
P/E of 10.8x places this firmly in deep value territory. FCF yield of 13.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
78.0%ile
ROE
0.132
ROA
0.011
Net Margin
0.195
Op Margin
0.250
GPA
0.039
D/E
11.06
Current
0.28
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.009
Earn Growth
0.201
Stability
0.127
lower=better
Accruals
-0.004
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 11.06 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
80.0%ile
6M Return
19.1%
12M Return
29.8%
12-1 Mom
23.6%
Risk-Adj
0.86
Vol 252d
27.4%
Vol 60d
57.6%
↑ Expanding
Max DD 12M
-18.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 24% is very strong — a clear uptrend. Near-term vol (58%) is expanding vs long-term (27%) — 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
75.6%
Sector Quality %ile
60.3%
P/E z-score
-0.21
P/B z-score
-0.06
Sector Avg OS
85.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (78th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (90th value) with strong momentum (80th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (58%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.8% avg (7 factors)
Quality
D
35.0% avg (8 factors)
Momentum
C
59.8% avg (4 factors)
Risk
B
70.9% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.960 | —6 | — | |
| Value %ile | 0.900 | —6 | — | |
| Quality %ile | 0.780 | —6 | — | |
| Momentum %ile | 0.800 | —2 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.274 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.80
Earnings Yield (E/P)
0.1182
Price / Sales
2.11
Price / Book
1.42
Price / Cash Flow
8.08
FCF Yield
13.5%
EBITDA / EV
12.9%
Sales Yield (1/P·S)
0.4737
Shareholder Yield
Div + net buyback / mktcap
3.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.2%
Return on Assets
1.1%
Net Margin
19.5%
Operating Margin
25.0%
Gross Profit / Assets
Novy-Marx GPA
3.9%
Debt / Equity
11.06
Current Ratio
0.28
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.004
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
19.1%
12M Return
29.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
23.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.86
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.9%
Earnings Growth (YoY)
20.1%
Earnings Stability (CV)
Lower = more stable
0.127
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
2.5%
Buyback Yield
0.6%
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
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
18
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