Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/28d57969-651a-42c5-8e82-e9467d523ceb/
STO3
Sto SE & Co. KGaASnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
23.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 89th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
89.0%ile
P/E
16.2×
P/S
0.4×
P/B
0.8×
E/P
0.0619
FCF Yield
0.081
EBITDA/EV
0.232
SH Yield
0.020
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
11.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
18.00000000
/100
FCF yield of 8.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
40.0%ile
ROE
0.051
ROA
0.034
Net Margin
0.025
Op Margin
0.045
GPA
0.747
Current
2.85
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.013
Earn Growth
0.042
Accruals
-0.048
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
19.0%ile
6M Return
-21.7%
12M Return
-17.8%
12-1 Mom
-16.0%
Risk-Adj
-0.76
Vol 252d
21.0%
Vol 60d
49.0%
↑ Expanding
Max DD 12M
-22.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -16% signals a downtrend — price is moving against you. Near-term vol (49%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.74
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 143 peers
Sector Value %ile
83.3%
Sector Quality %ile
44.4%
P/E z-score
-0.18
P/B z-score
-0.61
Sector Avg OS
50.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Falling Knife
Weak momentum (19th) despite looking cheap (89th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (49%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.8% avg (7 factors)
Quality
C
50.9% avg (7 factors)
Momentum
F
10.5% avg (4 factors)
Risk
A
81.7% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.740 | —1 | — | |
| Value %ile | 0.890 | —1 | — | |
| Quality %ile | 0.400 | —0 | — | |
| Momentum %ile | 0.190 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.813 | —1 | — | |
| Volatility | 0.210 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.16
Earnings Yield (E/P)
0.0619
Price / Sales
0.40
Price / Book
0.83
Price / Cash Flow
6.70
FCF Yield
8.1%
EBITDA / EV
23.2%
Sales Yield (1/P·S)
2.5249
Shareholder Yield
Div + net buyback / mktcap
2.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.1%
Return on Assets
3.4%
Net Margin
2.5%
Operating Margin
4.5%
Gross Profit / Assets
Novy-Marx GPA
74.7%
Current Ratio
2.85
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.048
MomentumPrice trend strength over different horizons
6M Return
-21.7%
12M Return
-17.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-16.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.76
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.3%
Earnings Growth (YoY)
4.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
2.0%
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
11
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
18
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity