Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1ae947be-b7e9-49bb-ad48-0409320277e7/
M12
M1 Kliniken AGSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.825
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F9
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.5%
💰
High Yield
Div 6.5%
🚀
Momentum Leaders
12-1 16%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 74%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.89
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/E
15.6×
P/S
0.9×
P/B
2.9×
E/P
0.1067
FCF Yield
0.110
EBITDA/EV
0.118
SH Yield
0.065
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
36.00000000
/100 — 1=cheapest
VC2 (Trending Value)
28.00000000
/100
VC3 (Buyback)
32.00000000
/100
FCF yield of 11.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.185
ROA
0.117
Net Margin
0.061
Op Margin
0.101
GPA
0.436
Current
2.82
F-Score
9/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.074
Earn Growth
0.382
Accruals
-0.084
lower=better
5yr Consist
No
F-Score of 9/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
70.0%ile
6M Return
5.9%
12M Return
27.7%
12-1 Mom
15.6%
Risk-Adj
0.37
Vol 252d
42.6%
Vol 60d
98.1%
↑ Expanding
Max DD 12M
-24.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (98%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 77 peers
Sector Value %ile
87.2%
Sector Quality %ile
87.2%
P/E z-score
-0.34
P/B z-score
-0.24
Sector Avg OS
49.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (74th) and quality (92th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (74th value) with strong momentum (70th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 9/9 with good value (74th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 6.5% backed by 11.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (98%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.1% avg (7 factors)
Quality
B
66.4% avg (7 factors)
Momentum
C
49.3% avg (4 factors)
Risk
C
45.7% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.950 | —7 | — | |
| Value %ile | 0.740 | —7 | — | |
| Quality %ile | 0.920 | —7 | — | |
| Momentum %ile | 0.700 | —2 | — | |
| F-Score | 9.000 | —7 | — | |
| Confidence | 0.754 | —7 | — | |
| Volatility | 0.426 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.58
Earnings Yield (E/P)
0.1067
Price / Sales
0.95
Price / Book
2.87
Price / Cash Flow
9.09
FCF Yield
11.0%
EBITDA / EV
11.8%
Sales Yield (1/P·S)
1.0583
Shareholder Yield
Div + net buyback / mktcap
6.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.5%
Return on Assets
11.7%
Net Margin
6.1%
Operating Margin
10.1%
Gross Profit / Assets
Novy-Marx GPA
43.6%
Current Ratio
2.82
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.084
MomentumPrice trend strength over different horizons
6M Return
5.9%
12M Return
27.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
15.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.37
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.4%
Earnings Growth (YoY)
38.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
9
Dividend Yield
6.5%
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
36
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
28
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity