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D77

DN Group AG
Chart
€5.50
Latest Week 2026-06-05
Financial ServicesAsset ManagementMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.84
OS Score
75.0%
Value
29.0%
Quality
90.0%
Momentum
1/9
F-Score
0.466
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.840
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 80%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.38
V
Value Analysis
Cheapness relative to fundamentals
75.0%ile
P/E
10.5×
P/S
96.5×
P/B
0.6×
E/P
0.0953
EBITDA/EV
0.114
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
38.00000000
/100 — 1=cheapest
VC2 (Trending Value)
60.00000000
/100
VC3 (Buyback)
62.00000000
/100
P/E of 10.5x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
29.0%ile
ROE
0.060
ROA
0.050
Net Margin
9.203
Op Margin
12.506
GPA
0.004
Current
0.12
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.513
5yr Consist
No
F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
8.9%
12M Return
78.6%
12-1 Mom
80.2%
Risk-Adj
2.38
Vol 252d
33.7%
Vol 60d
39.1%
↑ Expanding
Max DD 12M
-6.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 80% is very strong — a clear uptrend. Risk-adjusted momentum of 2.38 is excellent — strong returns relative to volatility.
OS
Composite & Factor Heatmap
All factors at a glance
0.84
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
70.5%
Sector Quality %ile
32.6%
P/E z-score
-0.33
P/B z-score
-0.36
Sector Avg OS
56.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PA9 The Travelers Companies, Inc. 98.0% 91.0% 75.0% 88.0%
LUS1 Lang & Schwarz Aktiengesellschaft 97.0% 95.0% 68.0% 81.0%
BNP BNP Paribas SA 96.0% 91.0% 66.0% 75.0%
DBK Deutsche Bank Aktiengesellschaft 96.0% 93.0% 69.0% 67.0%
UN9 UNIQA Insurance Group AG 95.0% 80.0% 72.0% 83.0%
RAW Raiffeisen Bank International AG 95.0% 83.0% 59.0% 90.0%
BCY Barclays PLC 95.0% 85.0% 66.0% 80.0%
FO4N ageas SA/NV 95.0% 93.0% 61.0% 68.0%
Factor Interactions
Trending Value Signal
Cheap (75th value) with strong momentum (90th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (75th value) but weak quality (29th). Classic value trap risk.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.0% avg (6 factors)
Quality
D
40.5% avg (6 factors)
Momentum
A
83.3% avg (4 factors)
Risk
B
60.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.840—1—
Value %ile0.750—1—
Quality %ile0.290—1—
Momentum %ile0.900—1—
F-Score1.000—1—
Confidence0.731—1—
Volatility0.337—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.49
Earnings Yield (E/P)
0.0953
Price / Sales
96.54
Price / Book
0.63
EBITDA / EV
11.4%
Sales Yield (1/P·S)
0.0105
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.0%
Return on Assets
5.0%
Net Margin
920.3%
Operating Margin
1250.6%
Gross Profit / Assets
Novy-Marx GPA
0.4%
Current Ratio
0.12
MomentumPrice trend strength over different horizons
6M Return
8.9%
12M Return
78.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
80.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.38
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-51.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
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
38
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
60
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
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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