Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6e9aa82d-a4f9-45b8-afdb-cb7f1b503997/

IPOK

Heidelberger Beteiligungsholding AG
Chart
€184.00
Latest Week 2026-06-05
Financial ServicesAsset ManagementNANO
Snapshot 2026-06-07 · 0.0w · Fresh
0.57
OS Score
14.0%
Value
81.0%
Quality
97.0%
Momentum
4/9
F-Score
0.337
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
34.7%
💰
High Yield
Div 34.7%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.41
V
Value Analysis
Cheapness relative to fundamentals
14.0%ile
P/S
31.7×
P/B
7.4×
FCF Yield
0.061
EBITDA/EV
0.021
SH Yield
0.347
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
90.00000000
/100 — 1=cheapest
VC2 (Trending Value)
80.00000000
/100
VC3 (Buyback)
80.00000000
/100
FCF yield of 6.1% is strong — the business generates significant free cash relative to price. VC2 score of 80.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%ile
ROE
-0.329
ROA
-0.308
Net Margin
-1.404
Op Margin
0.723
GPA
0.203
Current
3.90
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.727
Accruals
-0.732
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
97.0%ile
6M Return
43.8%
12M Return
168.6%
12-1 Mom
206.6%
Risk-Adj
3.41
Vol 252d
60.6%
Vol 60d
126.8%
↑ Expanding
Max DD 12M
-27.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 207% is very strong — a clear uptrend. Risk-adjusted momentum of 3.41 is excellent — strong returns relative to volatility. Near-term vol (127%) is expanding vs long-term (61%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.57
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
9.5%
Sector Quality %ile
95.8%
P/B z-score
0.77
Sector Avg OS
56.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PA9 The Travelers Companies, Inc. 98.0% 91.0% 75.0% 88.0%
LUS1 Lang & Schwarz Aktiengesellschaft 97.0% 95.0% 68.0% 81.0%
BNP BNP Paribas SA 96.0% 91.0% 66.0% 75.0%
DBK Deutsche Bank Aktiengesellschaft 96.0% 93.0% 69.0% 67.0%
FO4N ageas SA/NV 95.0% 93.0% 61.0% 68.0%
UN9 UNIQA Insurance Group AG 95.0% 80.0% 72.0% 83.0%
BCY Barclays PLC 95.0% 85.0% 66.0% 80.0%
RAW Raiffeisen Bank International AG 95.0% 83.0% 59.0% 90.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (81th) and momentum (97th) but expensive (14th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 34.7% backed by 6.1% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (97th) but high volatility (61%). Momentum could reverse sharply.
Quality at a Premium
High quality (81th) but expensive (14th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (127%) significantly exceeds 252-day (61%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
35.2% avg (5 factors)
Quality
C
48.7% avg (7 factors)
Momentum
A
98.0% avg (4 factors)
Risk
F
15.6% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.570—0—
Value %ile0.140—1—
Quality %ile0.810—1—
Momentum %ile0.970—1—
F-Score4.000—1—
Confidence0.758—1—
Volatility0.606—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
31.71
Price / Book
7.42
Price / Cash Flow
16.39
FCF Yield
6.1%
EBITDA / EV
2.1%
Sales Yield (1/P·S)
0.0315
Shareholder Yield
Div + net buyback / mktcap
34.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-32.9%
Return on Assets
-30.8%
Net Margin
-140.4%
Operating Margin
72.3%
Gross Profit / Assets
Novy-Marx GPA
20.3%
Current Ratio
3.90
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.732
MomentumPrice trend strength over different horizons
6M Return
43.8%
12M Return
168.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
206.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.41
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-72.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
34.7%
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
90
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
80
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
80
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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