Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0656aac7-dc18-45c1-8418-95840b27f3f0/
CSH
CENIT AktiengesellschaftSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
✗
◆
Quality × Value
QV 0.775
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.9
◇
VC2 Cheapest
✗
📐
EBITDA/EV
21.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 91th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
91.0%ile
P/E
11.9×
P/S
0.3×
P/B
1.7×
E/P
0.0841
FCF Yield
0.173
EBITDA/EV
0.212
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
11.00000000
/100 — 1=cheapest
VC2 (Trending Value)
19.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 11.9x places this firmly in deep value territory. FCF yield of 17.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
66.0%ile
ROE
0.143
ROA
0.038
Net Margin
0.029
Op Margin
0.046
GPA
0.335
Current
1.28
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.011
Stability
11.333
lower=better
Accruals
-0.065
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
22.0%ile
6M Return
16.0%
12M Return
-6.4%
12-1 Mom
-28.9%
Risk-Adj
-0.74
Vol 252d
39.3%
Vol 60d
96.8%
↑ Expanding
Max DD 12M
-32.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -29% signals a downtrend — price is moving against you. Near-term vol (97%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 121 peers
Sector Value %ile
96.7%
Sector Quality %ile
55.7%
P/E z-score
-0.20
P/B z-score
-0.59
Sector Avg OS
37.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (97%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
76.5% avg (7 factors)
Quality
D
42.5% avg (7 factors)
Momentum
F
22.6% avg (4 factors)
Risk
C
51.2% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.850 | —1 | — | |
| Value %ile | 0.910 | —1 | — | |
| Quality %ile | 0.660 | —0 | — | |
| Momentum %ile | 0.220 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.393 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.89
Earnings Yield (E/P)
0.0841
Price / Sales
0.34
Price / Book
1.70
Price / Cash Flow
4.40
FCF Yield
17.3%
EBITDA / EV
21.2%
Sales Yield (1/P·S)
2.4852
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.3%
Return on Assets
3.8%
Net Margin
2.9%
Operating Margin
4.6%
Gross Profit / Assets
Novy-Marx GPA
33.5%
Current Ratio
1.28
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.065
MomentumPrice trend strength over different horizons
6M Return
16.0%
12M Return
-6.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-28.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.74
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.1%
Earnings Stability (CV)
Lower = more stable
11.333
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
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
11
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
19
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
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