Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/13956916-7421-4ea8-bfcc-c8288f028b47/
TKA
thyssenkrupp AGSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
40.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
61.0%ile
P/E
803.8×
P/S
0.2×
P/B
0.8×
E/P
0.0012
FCF Yield
-0.211
EBITDA/EV
0.400
SH Yield
0.013
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
29.00000000
/100 — 1=cheapest
VC2 (Trending Value)
35.00000000
/100
VC3 (Buyback)
32.00000000
/100
P/E of 803.8x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-21.1%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
4.0%ile
ROE
0.001
ROA
0.000
Net Margin
0.000
Op Margin
-0.026
GPA
0.128
Current
1.66
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.063
Stability
12.089
lower=better
Accruals
-0.017
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
80.0%ile
6M Return
24.9%
12M Return
38.5%
12-1 Mom
27.9%
Risk-Adj
0.45
Vol 252d
61.8%
Vol 60d
133.8%
↑ Expanding
Max DD 12M
-41.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 28% is very strong — a clear uptrend. Near-term vol (134%) is expanding vs long-term (62%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.57
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 143 peers
Sector Value %ile
54.2%
Sector Quality %ile
7.6%
P/E z-score
2.60
P/B z-score
-0.62
Sector Avg OS
50.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (61th value) but weak quality (4th). Classic value trap risk.
Hot but Volatile
Strong momentum (80th) but high volatility (62%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (134%) significantly exceeds 252-day (62%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
46.0% avg (7 factors)
Quality
F
23.3% avg (7 factors)
Momentum
B
62.9% avg (4 factors)
Risk
F
13.7% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.570 | —0 | — | |
| Value %ile | 0.610 | —0 | — | |
| Quality %ile | 0.040 | —1 | — | |
| Momentum %ile | 0.800 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.618 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
803.76
Earnings Yield (E/P)
0.0012
Price / Sales
0.23
Price / Book
0.79
Price / Cash Flow
14.92
FCF Yield
-21.1%
EBITDA / EV
40.0%
Sales Yield (1/P·S)
6.7943
Shareholder Yield
Div + net buyback / mktcap
1.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
0.1%
Return on Assets
0.0%
Net Margin
0.0%
Operating Margin
-2.6%
Gross Profit / Assets
Novy-Marx GPA
12.8%
Current Ratio
1.66
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.017
MomentumPrice trend strength over different horizons
6M Return
24.9%
12M Return
38.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
27.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.45
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-6.3%
Earnings Stability (CV)
Lower = more stable
12.089
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
1.3%
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
29
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
35
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
32
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