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DBK

Deutsche Bank Aktiengesellschaft
Chart
31.35 EUR
Latest Week 2026-07-10
Financial ServicesBanks - RegionalLARGE
Snapshot 2026-07-12 · 0.6w · Fresh
0.94
OS Score
85.0%
Value
68.0%
Quality
71.0%
Momentum
6/9
F-Score
0.760
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.760
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
5.9%
💰
High Yield
Div 3.2%
🚀
Momentum Leaders
12-1 17%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
85.0%ile
P/E
8.5×
P/S
1.9×
P/B
0.8×
FCF Yield
0.948
SH Yield
0.059
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
15.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
11.00000000
/100
P/E of 8.5x places this firmly in deep value territory. FCF yield of 94.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.091
ROA
0.005
Net Margin
0.220
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.068
Earn Growth
1.106
Stability
0.133
lower=better
Accruals
-0.027
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
71.0%ile
6M Return
-1.7%
12M Return
28.0%
12-1 Mom
17.3%
Risk-Adj
0.52
Vol 252d
33.1%
Vol 60d
72.3%
↑ Expanding
Max DD 12M
-26.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (72%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
93.7%
Sector Quality %ile
84.2%
P/E z-score
-0.37
P/B z-score
-0.31
Sector Avg OS
50.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PA9 The Travelers Companies, Inc. 97.0% 87.0% 72.0% 90.0%
BNP BNP Paribas SA 95.0% 84.0% 65.0% 79.0%
RAW Raiffeisen Bank International AG 95.0% 79.0% 58.0% 95.0%
UN9 UNIQA Insurance Group AG 95.0% 80.0% 69.0% 86.0%
FO4N ageas SA/NV 94.0% 86.0% 59.0% 75.0%
ALV Allianz SE 93.0% 78.0% 77.0% 71.0%
BCY Barclays PLC 93.0% 78.0% 64.0% 84.0%
PRU PRUDENTIAL PLC R 93.0% 81.0% 67.0% 73.0%
Factor Interactions
Trending Value Signal
Cheap (85th value) with strong momentum (71th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 5.9% backed by 94.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (72%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
90.9% avg (5 factors)
Quality
C
47.2% avg (4 factors)
Momentum
C
48.6% avg (4 factors)
Risk
B
61.4% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.940—6—
Value %ile0.850—6—
Quality %ile0.680—0—
Momentum %ile0.710—2—
F-Score6.000—0—
Confidence0.712—6—
Volatility0.331—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.47
Price / Sales
1.86
Price / Book
0.77
Price / Cash Flow
1.27
FCF Yield
94.8%
Sales Yield (1/P·S)
0.6553
Shareholder Yield
Div + net buyback / mktcap
5.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.1%
Return on Assets
0.5%
Net Margin
22.0%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.027
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
-1.7%
12M Return
28.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
17.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.52
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.8%
Earnings Growth (YoY)
110.6%
Earnings Stability (CV)
Lower = more stable
0.133
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
3.2%
Buyback Yield
2.7%
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
15
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
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