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HEN

Henkel AG & Co. KGaA
Chart
71.00 EUR
Latest Week 2026-07-17
Consumer DefensiveHousehold & Personal ProductsLARGE
Snapshot 2026-07-19 · 0.7w · Fresh
0.9
OS Score
75.0%
Value
76.0%
Quality
64.0%
Momentum
8/9
F-Score
0.755
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.755
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.1
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.9%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.76
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
75.0%ile
P/E
14.1×
P/S
1.4×
P/B
1.4×
E/P
0.0921
FCF Yield
0.061
EBITDA/EV
0.117
SH Yield
0.059
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
32.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
27.00000000
/100
FCF yield of 6.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
76.0%ile
ROE
0.099
ROA
0.063
Net Margin
0.099
Op Margin
0.135
GPA
0.320
Current
1.20
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.051
Earn Growth
0.045
Accruals
-0.015
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
64.0%ile
6M Return
8.1%
12M Return
17.1%
12-1 Mom
8.9%
Risk-Adj
0.44
Vol 252d
20.4%
Vol 60d
48.4%
↑ Expanding
Max DD 12M
-21.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (48%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 37 peers
Sector Value %ile
81.6%
Sector Quality %ile
71.1%
P/E z-score
-0.69
P/B z-score
-0.21
Sector Avg OS
47.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CAR Carrefour SA 92.0% 95.0% 27.0% 81.0%
AHOG Koninklijke Ahold Delhaize N.V. 89.0% 86.0% 74.0% 39.0%
HEN3 Henkel AG & Co. KGaA 87.0% 72.0% 75.0% 61.0%
PHM7 Altria Group, Inc. 86.0% 65.0% 66.0% 79.0%
BEZ Berentzen-Gruppe Aktiengesellschaft 83.0% 98.0% 59.0% 12.0%
DYH Target Corporation 78.0% 63.0% 38.0% 82.0%
SWA Schloss Wachenheim AG 78.0% 95.0% 26.0% 31.0%
KHNZ The Kraft Heinz Company 76.0% 85.0% 39.0% 33.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (75th) and quality (76th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (75th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 5.9% backed by 6.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (48%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.5% avg (7 factors)
Quality
C
45.8% avg (7 factors)
Momentum
C
45.2% avg (4 factors)
Risk
A
82.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.900—7—
Value %ile0.750—7—
Quality %ile0.760—7—
Momentum %ile0.640—0—
F-Score8.000—7—
Confidence0.754—7—
Volatility0.204—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.13
Earnings Yield (E/P)
0.0921
Price / Sales
1.40
Price / Book
1.40
Price / Cash Flow
11.34
FCF Yield
6.1%
EBITDA / EV
11.7%
Sales Yield (1/P·S)
0.6830
Shareholder Yield
Div + net buyback / mktcap
5.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.9%
Return on Assets
6.3%
Net Margin
9.9%
Operating Margin
13.5%
Gross Profit / Assets
Novy-Marx GPA
32.0%
Current Ratio
1.20
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.015
MomentumPrice trend strength over different horizons
6M Return
8.1%
12M Return
17.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.44
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.1%
Earnings Growth (YoY)
4.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
2.9%
Buyback Yield
3.0%
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
32
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
27
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity