Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/53da6b3a-e1ea-4045-bfcd-6326a9f877b6/
TKMS
TKMS AG & Co KGaASnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 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
✗
💰
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
44.0%ile
P/E
65.9×
P/S
2.2×
P/B
4.8×
E/P
0.0152
FCF Yield
-0.098
EBITDA/EV
0.073
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
56.00000000
/100 — 1=cheapest
VC2 (Trending Value)
57.00000000
/100
VC3 (Buyback)
57.00000000
/100
P/E of 65.9x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-9.8%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
46.0%ile
ROE
0.073
ROA
0.014
Net Margin
0.033
Op Margin
0.056
GPA
0.077
Current
0.88
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.521
lower=better
Accruals
0.056
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
44.0%ile
6M Return
11.4%
Vol 252d
68.1%
Vol 60d
149.8%
↑ Expanding
Max DD 12M
-28.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (150%) is expanding vs long-term (68%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.38
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 143 peers
Sector Value %ile
44.4%
Sector Quality %ile
47.9%
P/E z-score
-0.01
P/B z-score
0.02
Sector Avg OS
50.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (150%) significantly exceeds 252-day (68%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
26.8% avg (7 factors)
Quality
F
22.0% avg (7 factors)
Momentum
C
51.7% avg (1 factors)
Risk
F
3.2% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.380 | —0 | — | |
| Value %ile | 0.440 | —0 | — | |
| Quality %ile | 0.460 | —0 | — | |
| Momentum %ile | 0.440 | —0 | — | |
| F-Score | — | —0 | — | |
| Confidence | 0.758 | —1 | — | |
| Volatility | 0.681 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
65.91
Earnings Yield (E/P)
0.0152
Price / Sales
2.19
Price / Book
4.79
FCF Yield
-9.8%
EBITDA / EV
7.3%
Sales Yield (1/P·S)
0.6297
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.3%
Return on Assets
1.4%
Net Margin
3.3%
Operating Margin
5.6%
Gross Profit / Assets
Novy-Marx GPA
7.7%
Current Ratio
0.88
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.056
MomentumPrice trend strength over different horizons
6M Return
11.4%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.521
5yr Consistent
EPS up every year for 5 years
No
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
56
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
57
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
57
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