Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/53da6b3a-e1ea-4045-bfcd-6326a9f877b6/
TKMS
TKMS AG & Co KGaASnapshot 2026-07-26 · 0.9w · 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
45.0%ile
P/E
70.9×
P/S
2.4×
P/B
5.2×
E/P
0.0319
FCF Yield
-0.088
EBITDA/EV
0.066
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
56.00000000
/100 — 1=cheapest
VC2 (Trending Value)
58.00000000
/100
VC3 (Buyback)
57.00000000
/100
P/E of 70.9x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-8.8%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
44.0%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
45.0%ile
6M Return
-18.1%
Vol 252d
64.1%
Vol 60d
141.7%
↑ Expanding
Max DD 12M
-28.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (142%) is expanding vs long-term (64%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.39
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 143 peers
Sector Value %ile
40.3%
Sector Quality %ile
48.6%
P/E z-score
0.35
P/B z-score
0.09
Sector Avg OS
51.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (142%) significantly exceeds 252-day (64%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
27.1% avg (7 factors)
Quality
F
22.0% avg (7 factors)
Momentum
F
14.8% avg (1 factors)
Risk
F
9.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.390 | —0 | — | |
| Value %ile | 0.450 | —0 | — | |
| Quality %ile | 0.440 | —0 | — | |
| Momentum %ile | 0.450 | —0 | — | |
| F-Score | — | —0 | — | |
| Confidence | 0.696 | —0 | — | |
| Volatility | 0.641 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
70.94
Earnings Yield (E/P)
0.0319
Price / Sales
2.35
Price / Book
5.15
FCF Yield
-8.8%
EBITDA / EV
6.6%
Sales Yield (1/P·S)
0.5695
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
-18.1%
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
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
58
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