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HNR1

Hannover Rück SE
Chart
€227.20
Latest Week 2026-06-05
Financial ServicesInsurance - ReinsuranceLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.86
OS Score
83.0%
Value
88.0%
Quality
21.0%
Momentum
7/9
F-Score
0.855
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.855
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.1
💎
Deep Value
P/E 9.5
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
4.1%
💰
High Yield
Div 4.1%
🚀
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
83.0%ile
P/E
9.5×
P/S
1.1×
P/B
2.0×
E/P
0.1048
FCF Yield
0.193
SH Yield
0.041
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
27.00000000
/100
P/E of 9.5x places this firmly in deep value territory. FCF yield of 19.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.207
ROA
0.039
Net Margin
0.117
Op Margin
0.156
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.004
Earn Growth
0.134
Stability
0.190
lower=better
Accruals
-0.041
lower=better
5yr Consist
Yes
ROE of 21% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
21.0%ile
6M Return
-5.5%
12M Return
-16.0%
12-1 Mom
-9.6%
Risk-Adj
-0.52
Vol 252d
18.4%
Vol 60d
44.7%
↑ Expanding
Max DD 12M
-13.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (45%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
86.3%
Sector Quality %ile
98.9%
P/E z-score
-0.35
P/B z-score
-0.13
Sector Avg OS
56.2%
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%
DBK Deutsche Bank Aktiengesellschaft 96.0% 93.0% 69.0% 67.0%
BNP BNP Paribas SA 96.0% 91.0% 66.0% 75.0%
BCY Barclays PLC 95.0% 85.0% 66.0% 80.0%
RAW Raiffeisen Bank International AG 95.0% 83.0% 59.0% 90.0%
UN9 UNIQA Insurance Group AG 95.0% 80.0% 72.0% 83.0%
FO4N ageas SA/NV 95.0% 93.0% 61.0% 68.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (83th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 4.1% backed by 19.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (45%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.9% avg (6 factors)
Quality
C
53.9% avg (5 factors)
Momentum
F
19.6% avg (4 factors)
Risk
A
86.0% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.860—1—
Value %ile0.830—1—
Quality %ile0.880—1—
Momentum %ile0.210—1—
F-Score7.000—1—
Confidence0.818—1—
Volatility0.184—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.54
Earnings Yield (E/P)
0.1048
Price / Sales
1.12
Price / Book
1.98
Price / Cash Flow
4.66
FCF Yield
19.3%
Sales Yield (1/P·S)
0.8066
Shareholder Yield
Div + net buyback / mktcap
4.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.7%
Return on Assets
3.9%
Net Margin
11.7%
Operating Margin
15.6%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.041
External Financing
Net issuance — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
-5.5%
12M Return
-16.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-9.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.52
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.4%
Earnings Growth (YoY)
13.4%
Earnings Stability (CV)
Lower = more stable
0.190
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
4.1%
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
27
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