Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/20562a0a-8b52-4b0e-80d4-1ef918f67776/
MWB0
mwb fairtrade Wphdlsbank AG NSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 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
Rev +52%
🔄
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
66.0%ile
P/E
6.5×
P/S
1.6×
P/B
2.4×
E/P
0.1531
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
36.00000000
/100 — 1=cheapest
VC2 (Trending Value)
61.00000000
/100
VC3 (Buyback)
61.00000000
/100
P/E of 6.5x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
40.0%ile
ROE
0.374
ROA
0.177
Net Margin
0.238
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.522
Earn Growth
2.420
5yr Consist
No
ROE of 37% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
68.0%ile
6M Return
17.3%
12M Return
19.8%
12-1 Mom
11.3%
Risk-Adj
0.31
Vol 252d
36.6%
Vol 60d
55.0%
↑ Expanding
Max DD 12M
-23.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (55%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.76
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 94 peers
Sector Value %ile
58.9%
Sector Quality %ile
42.1%
P/E z-score
-0.41
P/B z-score
-0.06
Sector Avg OS
56.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 52% with P/E of 7×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
74.7% avg (5 factors)
Quality
A
94.8% avg (3 factors)
Momentum
C
48.9% avg (4 factors)
Risk
C
55.7% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.760 | —1 | — | |
| Value %ile | 0.660 | —0 | — | |
| Quality %ile | 0.400 | —0 | — | |
| Momentum %ile | 0.680 | —0 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.569 | —0 | — | |
| Volatility | 0.366 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.53
Earnings Yield (E/P)
0.1531
Price / Sales
1.55
Price / Book
2.45
Sales Yield (1/P·S)
0.7437
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
37.4%
Return on Assets
17.7%
Net Margin
23.8%
MomentumPrice trend strength over different horizons
6M Return
17.3%
12M Return
19.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
11.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.31
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
52.2%
Earnings Growth (YoY)
242.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
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
36
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
61
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
61
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
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Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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OCF
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