Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/626c8334-72a2-44a4-9687-a1dd769f0877/

EDL

Edel SE & Co. KGaA
Chart
€4.88
Latest Week 2026-06-05
Communication ServicesEntertainmentMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.96
OS Score
87.0%
Value
76.0%
Quality
73.0%
Momentum
6/9
F-Score
0.813
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.813
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 8.1
◇
VC2 Cheapest
✗
📐
EBITDA/EV
20.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
Val 87th
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
8.1×
P/S
0.4×
P/B
1.7×
E/P
0.1234
FCF Yield
0.028
EBITDA/EV
0.206
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
10.00000000
/100 — 1=cheapest
VC2 (Trending Value)
18.00000000
/100
VC3 (Buyback)
14.00000000
/100
P/E of 8.1x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
76.0%ile
ROE
0.214
ROA
0.058
Net Margin
0.048
Op Margin
0.086
GPA
0.924
Current
1.42
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.036
Earn Growth
0.161
Accruals
-0.033
lower=better
5yr Consist
No
ROE of 21% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
19.4%
12M Return
27.0%
12-1 Mom
12.9%
Risk-Adj
0.56
Vol 252d
23.1%
Vol 60d
59.0%
↑ Expanding
Max DD 12M
-18.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (59%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 48 peers
Sector Value %ile
95.9%
Sector Quality %ile
71.4%
P/E z-score
-0.74
P/B z-score
-0.33
Sector Avg OS
50.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
UTDI United Internet AG 92.0% 86.0% 62.0% 65.0%
CTP2 Comcast Corporation 92.0% 97.0% 90.0% 10.0%
VODI Vodafone Group Public Limited Company 91.0% 86.0% 35.0% 86.0%
BAC Verizon Communications Inc. 90.0% 82.0% 64.0% 64.0%
SOBA AT&T Inc. 90.0% 92.0% 82.0% 23.0%
FTE Orange S.A. 87.0% 65.0% 64.0% 84.0%
DTE Deutsche Telekom AG 83.0% 78.0% 87.0% 20.0%
FNTN freenet AG 83.0% 81.0% 72.0% 30.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (87th) and quality (76th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (87th value) with strong momentum (73th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (59%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.9% avg (7 factors)
Quality
C
53.1% avg (7 factors)
Momentum
C
53.6% avg (4 factors)
Risk
A
78.1% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.960—1—
Value %ile0.870—1—
Quality %ile0.760—1—
Momentum %ile0.730—1—
F-Score6.000—0—
Confidence0.683—0—
Volatility0.231—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.10
Earnings Yield (E/P)
0.1234
Price / Sales
0.39
Price / Book
1.73
Price / Cash Flow
5.13
FCF Yield
2.8%
EBITDA / EV
20.6%
Sales Yield (1/P·S)
1.5658
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.4%
Return on Assets
5.8%
Net Margin
4.8%
Operating Margin
8.6%
Gross Profit / Assets
Novy-Marx GPA
92.4%
Current Ratio
1.42
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.033
MomentumPrice trend strength over different horizons
6M Return
19.4%
12M Return
27.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
12.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.56
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.6%
Earnings Growth (YoY)
16.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
10
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
18
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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
Yes
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