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AEG
Aegon NV ADRSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
3 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
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.8%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
73.0%ile
P/E
6.5×
P/S
0.2×
P/B
1.8×
FCF Yield
-0.027
SH Yield
0.068
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
15.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
12.00000000
/100
P/E of 6.5x places this firmly in deep value territory. Negative FCF yield (-2.7%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
29.0%ile
ROE
0.276
ROA
0.007
Net Margin
0.034
Op Margin
-0.057
GPA
0.192
D/E
41.10
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
3.810
Stability
1.223
lower=better
Accruals
0.008
lower=better
5yr Consist
No
ROE of 28% is exceptional. Highly leveraged with D/E of 41.10 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
21.8%
12M Return
33.0%
12-1 Mom
22.4%
Risk-Adj
0.99
Vol 252d
22.5%
Vol 60d
50.0%
↑ Expanding
Max DD 12M
-15.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Near-term vol (50%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.77
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
35.3%
Sector Quality %ile
8.6%
P/E z-score
-0.38
P/B z-score
-0.05
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (73th value) with strong momentum (75th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (73th value) but weak quality (29th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 381% with P/E of 7×. Growth isn't fully priced in.
Leveraged Returns
Strong ROE (28%) boosted by high leverage (D/E 41.1). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (50%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.2% avg (5 factors)
Quality
F
29.3% avg (7 factors)
Momentum
B
62.0% avg (4 factors)
Risk
A
79.1% 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 Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.770 | —8 | — | |
| Value %ile | 0.730 | —8 | — | |
| Quality %ile | 0.290 | —2 | — | |
| Momentum %ile | 0.750 | —8 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.755 | —8 | — | |
| Volatility | 0.225 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.50
Price / Sales
0.22
Price / Book
1.79
FCF Yield
-2.7%
Sales Yield (1/P·S)
3.8083
Shareholder Yield
Div + net buyback / mktcap
6.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
27.6%
Return on Assets
0.7%
Net Margin
3.4%
Operating Margin
-5.7%
Gross Profit / Assets
Novy-Marx GPA
19.2%
Debt / Equity
41.10
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.008
MomentumPrice trend strength over different horizons
6M Return
21.8%
12M Return
33.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
22.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.99
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
381.0%
Earnings Stability (CV)
Lower = more stable
1.223
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
2.7%
Buyback Yield
4.1%
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
15
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity