Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6f30d763-1105-45b6-a3fd-a3354150a684/

ELB

elumeo SE
Chart
1.72 EUR
Latest Week 2026-07-31
Consumer CyclicalLuxury GoodsNANO
Snapshot 2026-07-26 · 1.0w · Fresh
0.7
OS Score
57.0%
Value
55.0%
Quality
57.0%
Momentum
6/9
F-Score
0.560
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
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
57.0%ile
P/S
0.3×
P/B
3.7×
FCF Yield
0.034
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
45.00000000
/100 — 1=cheapest
VC2 (Trending Value)
46.00000000
/100
VC3 (Buyback)
45.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
55.0%ile
ROE
-1.088
ROA
-0.166
Net Margin
-0.075
Op Margin
-0.064
GPA
1.053
Current
1.11
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.099
Accruals
-0.189
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
57.0%ile
6M Return
-29.6%
12M Return
-21.0%
12-1 Mom
-18.7%
Risk-Adj
-0.56
Vol 252d
33.1%
Vol 60d
75.8%
↑ Expanding
Max DD 12M
-34.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -19% signals a downtrend — price is moving against you. Near-term vol (76%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.7
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 85 peers
Sector Value %ile
51.2%
Sector Quality %ile
64.0%
P/B z-score
0.02
Sector Avg OS
47.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HMSB H & M Hennes & Mauritz AB (publ) 99.0% 99.0% 93.0% 92.0%
AFT Abercrombie & Fitch Co. 99.0% 88.0% 86.0% 97.0%
BIJ Bijou Brigitte modische Accessoires Aktiengesellschaft 98.0% 90.0% 93.0% 71.0%
WEW Westwing Group SE 97.0% 73.0% 94.0% 89.0%
GMM Grammer AG 95.0% 97.0% 31.0% 83.0%
TUI1 TUI AG 93.0% 97.0% 83.0% 25.0%
CWC CEWE Stiftung & Co. KGaA 93.0% 90.0% 88.0% 35.0%
SFQ SAF-Holland SE 92.0% 84.0% 58.0% 73.0%
Factor Interactions
Volatility Expanding
60-day vol (76%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
51.7% avg (4 factors)
Quality
D
32.0% avg (7 factors)
Momentum
F
7.5% avg (4 factors)
Risk
B
61.4% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.700—1—
Value %ile0.570—0—
Quality %ile0.550—0—
Momentum %ile0.570—0—
F-Score6.000—0—
Confidence0.620—0—
Volatility0.331—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.26
Price / Book
3.70
Price / Cash Flow
24.73
FCF Yield
3.4%
Sales Yield (1/P·S)
3.5067
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-108.8%
Return on Assets
-16.6%
Net Margin
-7.5%
Operating Margin
-6.4%
Gross Profit / Assets
Novy-Marx GPA
105.3%
Current Ratio
1.11
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.189
MomentumPrice trend strength over different horizons
6M Return
-29.6%
12M Return
-21.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-18.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.56
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-9.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
45
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
46
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
45
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