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WCH

Wacker Chemie AG
Chart
€98.05
Latest Week 2026-06-05
Basic MaterialsSpecialty ChemicalsMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.66
OS Score
62.0%
Value
8.0%
Quality
87.0%
Momentum
5/9
F-Score
0.223
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 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
✗
🔄
Shareholder Yield
2.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 52%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.17
V
Value Analysis
Cheapness relative to fundamentals
62.0%ile
P/S
0.9×
P/B
1.3×
FCF Yield
0.006
EBITDA/EV
0.028
SH Yield
0.025
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
57.00000000
/100 — 1=cheapest
VC2 (Trending Value)
46.00000000
/100
VC3 (Buyback)
62.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
8.0%ile
ROE
-0.220
ROA
-0.094
Net Margin
-0.148
Op Margin
-0.005
GPA
0.081
Current
2.99
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.041
Stability
1.878
lower=better
Accruals
-0.164
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
45.0%
12M Return
57.9%
12-1 Mom
51.9%
Risk-Adj
1.17
Vol 252d
44.4%
Vol 60d
102.0%
↑ Expanding
Max DD 12M
-18.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 52% is very strong — a clear uptrend. Near-term vol (102%) is expanding vs long-term (44%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.66
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 43 peers
Sector Value %ile
59.1%
Sector Quality %ile
20.5%
P/B z-score
-0.54
Sector Avg OS
60.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ABR0 Barrick Mining Corporation 98.0% 81.0% 97.0% 92.0%
KIN2 Kinross Gold Corporation 98.0% 76.0% 99.0% 90.0%
NMM Newmont Corporation 97.0% 73.0% 98.0% 92.0%
KWS KWS SAAT SE & Co. KGaA 96.0% 89.0% 76.0% 75.0%
MZX Masterflex SE 93.0% 76.0% 84.0% 70.0%
DLX Delignit AG 89.0% 91.0% 33.0% 71.0%
RIO1 Rio Tinto Group 89.0% 63.0% 68.0% 90.0%
VAS Voestalpine AG 87.0% 77.0% 29.0% 93.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (62th value) but weak quality (8th). Classic value trap risk.
Hot but Volatile
Strong momentum (87th) but high volatility (44%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (102%) significantly exceeds 252-day (44%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
51.3% avg (5 factors)
Quality
D
32.6% avg (7 factors)
Momentum
A
86.4% avg (4 factors)
Risk
D
42.6% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.660—0—
Value %ile0.620—0—
Quality %ile0.080—1—
Momentum %ile0.870—1—
F-Score5.000—0—
Confidence0.879—1—
Volatility0.444—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.90
Price / Book
1.33
Price / Cash Flow
8.28
FCF Yield
0.6%
EBITDA / EV
2.8%
Sales Yield (1/P·S)
0.8571
Shareholder Yield
Div + net buyback / mktcap
2.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-22.0%
Return on Assets
-9.4%
Net Margin
-14.8%
Operating Margin
-0.5%
Gross Profit / Assets
Novy-Marx GPA
8.1%
Current Ratio
2.99
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.164
MomentumPrice trend strength over different horizons
6M Return
45.0%
12M Return
57.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
51.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.1%
Earnings Stability (CV)
Lower = more stable
1.878
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
2.5%
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
57
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
46
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
62
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