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SLYG

Shelly Group SE
Chart
€60.60
Latest Week 2026-06-05
IndustrialsConglomeratesSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.21
OS Score
6.0%
Value
63.0%
Quality
73.0%
Momentum
1/9
F-Score
0.194
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 19%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
6.0%ile
P/E
41.1×
P/S
7.1×
P/B
9.6×
E/P
0.0244
FCF Yield
0.004
EBITDA/EV
0.030
SH Yield
0.002
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
92.00000000
/100 — 1=cheapest
VC2 (Trending Value)
93.00000000
/100
VC3 (Buyback)
94.00000000
/100
P/E of 41.1x is premium-priced — the market is paying up for expected growth. VC2 score of 93.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
63.0%ile
ROE
0.234
ROA
0.192
Net Margin
0.172
Op Margin
0.228
GPA
0.661
Current
5.93
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.403
Earn Growth
0.089
Stability
0.237
lower=better
5yr Consist
Yes
ROE of 23% is exceptional. F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
9.0%
12M Return
23.6%
12-1 Mom
19.1%
Risk-Adj
0.59
Vol 252d
32.1%
Vol 60d
76.9%
↑ Expanding
Max DD 12M
-29.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (77%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.21
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 143 peers
Sector Value %ile
7.6%
Sector Quality %ile
60.4%
P/E z-score
-0.10
P/B z-score
0.79
Sector Avg OS
50.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ERAG Ernst Russ AG 98.0% 94.0% 81.0% 72.0%
MBB MBB SE 98.0% 90.0% 94.0% 74.0%
AAG Aumann AG 98.0% 93.0% 90.0% 63.0%
INR International Consolidated Airlines Group S.A. 98.0% 89.0% 91.0% 73.0%
QJQ ISS A/S 97.0% 98.0% 88.0% 51.0%
AFR0 Air France-KLM SA 97.0% 91.0% 76.0% 71.0%
XD4 Strabag SE 97.0% 87.0% 86.0% 71.0%
ABS2 PORR AG 96.0% 92.0% 60.0% 83.0%
Factor Interactions
Volatility Expanding
60-day vol (77%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
19.4% avg (7 factors)
Quality
A
86.0% avg (6 factors)
Momentum
C
51.7% avg (4 factors)
Risk
B
63.1% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.210—1—
Value %ile0.060—1—
Quality %ile0.630—0—
Momentum %ile0.730—1—
F-Score1.000—1—
Confidence0.879—1—
Volatility0.321—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
41.06
Earnings Yield (E/P)
0.0244
Price / Sales
7.05
Price / Book
9.59
FCF Yield
0.4%
EBITDA / EV
3.0%
Sales Yield (1/P·S)
0.1432
Shareholder Yield
Div + net buyback / mktcap
0.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.4%
Return on Assets
19.2%
Net Margin
17.2%
Operating Margin
22.8%
Gross Profit / Assets
Novy-Marx GPA
66.1%
Current Ratio
5.93
MomentumPrice trend strength over different horizons
6M Return
9.0%
12M Return
23.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
19.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.59
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
40.3%
Earnings Growth (YoY)
8.9%
Earnings Stability (CV)
Lower = more stable
0.237
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
1
Dividend Yield
0.2%
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
92
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
93
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
94
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