Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/665a4430-e541-417a-8b68-8a8efd62922a/
PAH3
Porsche Automobil Holding SESnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 3.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
19.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.2%
💰
High Yield
Div 6.2%
🚀
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
90.0%ile
P/E
3.3×
P/S
3.2×
P/B
0.3×
E/P
0.3000
FCF Yield
0.046
EBITDA/EV
0.199
SH Yield
0.062
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
20.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
18.00000000
/100
P/E of 3.3x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
28.0%ile
ROE
0.075
ROA
0.064
Net Margin
0.961
Op Margin
0.982
Current
15.30
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
3.614
lower=better
Accruals
0.048
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
26.0%ile
6M Return
-24.5%
12M Return
-10.9%
12-1 Mom
-7.3%
Risk-Adj
-0.27
Vol 252d
26.9%
Vol 60d
58.4%
↑ Expanding
Max DD 12M
-25.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (58%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.73
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 86 peers
Sector Value %ile
82.8%
Sector Quality %ile
39.1%
P/E z-score
-0.50
P/B z-score
-0.58
Sector Avg OS
47.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (90th value) but weak quality (28th). Classic value trap risk.
Volatility Expanding
60-day vol (58%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
86.7% avg (7 factors)
Quality
B
65.7% avg (6 factors)
Momentum
F
17.5% avg (4 factors)
Risk
B
71.8% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 | 0.730 | —1 | — | |
| Value %ile | 0.900 | —1 | — | |
| Quality %ile | 0.280 | —1 | — | |
| Momentum %ile | 0.260 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 0.269 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.33
Earnings Yield (E/P)
0.3000
Price / Sales
3.20
Price / Book
0.25
Price / Cash Flow
13.24
FCF Yield
4.6%
EBITDA / EV
19.9%
Sales Yield (1/P·S)
0.1867
Shareholder Yield
Div + net buyback / mktcap
6.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.5%
Return on Assets
6.4%
Net Margin
96.1%
Operating Margin
98.2%
Current Ratio
15.30
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.048
MomentumPrice trend strength over different horizons
6M Return
-24.5%
12M Return
-10.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-7.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.27
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
3.614
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
6.2%
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
20
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
18
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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OCF
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