Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/20562a0a-8b52-4b0e-80d4-1ef918f67776/

MWB0

mwb fairtrade Wphdlsbank AG N
Chart
11.60 EUR
Latest Week 2026-07-31
Financial ServicesCapital MarketsMICRO
Snapshot 2026-07-26 · 0.9w · Fresh
0.31
OS Score
43.0%
Value
41.0%
Quality
43.0%
Momentum
3/9
F-Score
0.420
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 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
7.1%
💰
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
43.0%ile
P/E
7.0×
P/S
1.7×
P/B
2.6×
SH Yield
0.071
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
59.00000000
/100 — 1=cheapest
VC2 (Trending Value)
60.00000000
/100
VC3 (Buyback)
59.00000000
/100
P/E of 7.0x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
41.0%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
43.0%ile
6M Return
19.8%
12M Return
17.3%
12-1 Mom
14.1%
Risk-Adj
0.51
Vol 252d
27.5%
Vol 60d
51.6%
↑ Expanding
Max DD 12M
-18.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (52%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.31
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
31.6%
Sector Quality %ile
41.1%
P/E z-score
-0.40
P/B z-score
-0.03
Sector Avg OS
52.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PA9 The Travelers Companies, Inc. 97.0% 84.0% 71.0% 92.0%
BNP BNP Paribas SA 95.0% 84.0% 65.0% 82.0%
FO4N ageas SA/NV 95.0% 86.0% 59.0% 77.0%
UN9 UNIQA Insurance Group AG 95.0% 82.0% 68.0% 85.0%
RAW Raiffeisen Bank International AG 95.0% 77.0% 57.0% 96.0%
ALV Allianz SE 94.0% 77.0% 77.0% 75.0%
BCY Barclays PLC 93.0% 76.0% 64.0% 85.0%
DBK Deutsche Bank Aktiengesellschaft 93.0% 85.0% 67.0% 63.0%
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 (52%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.2% avg (4 factors)
Quality
A
94.8% avg (3 factors)
Momentum
C
51.1% avg (4 factors)
Risk
B
70.8% 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 Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.310—0—
Value %ile0.430—0—
Quality %ile0.410—0—
Momentum %ile0.430—0—
F-Score3.000—8—
Confidence0.496—0—
Volatility0.275—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.97
Price / Sales
1.66
Price / Book
2.61
Sales Yield (1/P·S)
0.6905
Shareholder Yield
Div + net buyback / mktcap
7.1%
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
19.8%
12M Return
17.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
14.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.51
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
7.1%
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
59
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
60
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
59
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