Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1ae947be-b7e9-49bb-ad48-0409320277e7/
M12
M1 Kliniken AGSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
✗
◆
Quality × Value
QV 0.789
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F9
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 23%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 70th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
70.0%ile
P/E
15.6×
P/S
0.9×
P/B
2.9×
E/P
0.0643
FCF Yield
0.121
EBITDA/EV
0.129
SH Yield
0.027
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
36.00000000
/100 — 1=cheapest
VC2 (Trending Value)
37.00000000
/100
VC3 (Buyback)
39.00000000
/100
FCF yield of 12.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%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
76.0%ile
6M Return
0.5%
12M Return
29.7%
12-1 Mom
22.8%
Risk-Adj
0.55
Vol 252d
41.6%
Vol 60d
101.2%
↑ Expanding
Max DD 12M
-24.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 23% is very strong — a clear uptrend. Near-term vol (101%) is expanding vs long-term (42%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 79 peers
Sector Value %ile
83.8%
Sector Quality %ile
85.0%
P/E z-score
-0.46
P/B z-score
-0.23
Sector Avg OS
48.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (70th) and quality (89th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (70th value) with strong momentum (76th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 9/9 with good value (70th). Strong fundamental improvement in a cheap stock.
Volatility Expanding
60-day vol (101%) significantly exceeds 252-day (42%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.8% avg (7 factors)
Quality
B
66.4% avg (7 factors)
Momentum
C
51.8% avg (4 factors)
Risk
C
47.4% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.930 | —1 | — | |
| Value %ile | 0.700 | —1 | — | |
| Quality %ile | 0.890 | —1 | — | |
| Momentum %ile | 0.760 | —1 | — | |
| F-Score | 9.000 | —1 | — | |
| Confidence | 0.813 | —1 | — | |
| Volatility | 0.416 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.56
Earnings Yield (E/P)
0.0643
Price / Sales
0.95
Price / Book
2.87
Price / Cash Flow
9.08
FCF Yield
12.1%
EBITDA / EV
12.9%
Sales Yield (1/P·S)
1.1610
Shareholder Yield
Div + net buyback / mktcap
2.7%
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
0.5%
12M Return
29.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
22.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.55
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
2.7%
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
37
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
39
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