Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4cb1e314-4b5d-49ad-be89-4e9ea7adaad9/
FME
Fresenius Medical Care AGSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
#50.00000000
◆
Quality × Value
QV 0.745
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.9
◇
VC2 Cheapest
VC2 5.00000000
📐
EBITDA/EV
17.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.7%
💰
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
94.0%ile
P/E
10.9×
P/S
0.5×
P/B
0.8×
E/P
0.0916
FCF Yield
0.089
EBITDA/EV
0.170
SH Yield
0.057
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
8.00000000
/100
P/E of 10.9x places this firmly in deep value territory. FCF yield of 8.9% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
59.0%ile
ROE
0.071
ROA
0.030
Net Margin
0.049
Op Margin
0.094
GPA
0.160
Current
1.20
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.015
Earn Growth
0.911
Stability
0.393
lower=better
Accruals
-0.057
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-0.8%
12M Return
-21.1%
12-1 Mom
-25.8%
Risk-Adj
-1.14
Vol 252d
22.7%
Vol 60d
48.8%
↑ Expanding
Max DD 12M
-25.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -26% signals a downtrend — price is moving against you. Near-term vol (49%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 79 peers
Sector Value %ile
95.0%
Sector Quality %ile
48.8%
P/E z-score
-0.73
P/B z-score
-0.59
Sector Avg OS
48.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Piotroski + Value Convergence
F-Score 8/9 with good value (94th). Strong fundamental improvement in a cheap stock.
Falling Knife
Weak momentum (15th) despite looking cheap (94th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 5.7% backed by 8.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (49%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
82.8% avg (7 factors)
Quality
D
36.1% avg (7 factors)
Momentum
F
11.6% avg (4 factors)
Risk
A
78.9% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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 | 0.820 | —1 | — | |
| Value %ile | 0.940 | —1 | — | |
| Quality %ile | 0.590 | —0 | — | |
| Momentum %ile | 0.150 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.227 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.92
Earnings Yield (E/P)
0.0916
Price / Sales
0.53
Price / Book
0.78
Price / Cash Flow
3.76
FCF Yield
8.9%
EBITDA / EV
17.0%
Sales Yield (1/P·S)
0.9630
Shareholder Yield
Div + net buyback / mktcap
5.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.1%
Return on Assets
3.0%
Net Margin
4.9%
Operating Margin
9.4%
Gross Profit / Assets
Novy-Marx GPA
16.0%
Current Ratio
1.20
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.057
MomentumPrice trend strength over different horizons
6M Return
-0.8%
12M Return
-21.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-25.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.14
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.5%
Earnings Growth (YoY)
91.1%
Earnings Stability (CV)
Lower = more stable
0.393
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.0%
Buyback Yield
5.7%
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
50
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