Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7759d5d2-30c7-4f23-97d5-b8876fd662d1/

AAG

Aumann AG
Chart
€15.25
Latest Week 2026-06-05
IndustrialsSpecialty Industrial MachineryMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.98
OS Score
93.0%
Value
90.0%
Quality
63.0%
Momentum
#19.00000000
TV Rank
7/9
F-Score
0.915
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#19.00000000
◆
Quality × Value
QV 0.915
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.3
◇
VC2 Cheapest
VC2 7.00000000
📐
EBITDA/EV
42.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.8%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 93th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/E
14.3×
P/S
1.1×
P/B
1.0×
E/P
0.0700
FCF Yield
0.554
EBITDA/EV
0.427
SH Yield
0.118
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
9.00000000
/100
FCF yield of 55.4% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
0.070
ROA
0.048
Net Margin
0.076
Op Margin
0.107
GPA
0.315
Current
3.47
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.347
Earn Growth
-0.191
Stability
0.376
lower=better
Accruals
-0.086
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
63.0%ile
6M Return
22.8%
12M Return
19.0%
12-1 Mom
-4.0%
Risk-Adj
-0.13
Vol 252d
30.7%
Vol 60d
73.7%
↑ Expanding
Max DD 12M
-16.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (74%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 143 peers
Sector Value %ile
89.6%
Sector Quality %ile
96.5%
P/E z-score
-0.19
P/B z-score
-0.58
Sector Avg OS
49.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
INR International Consolidated Airlines Group S.A. 98.0% 89.0% 91.0% 73.0%
MBB MBB SE 98.0% 90.0% 94.0% 74.0%
ERAG Ernst Russ AG 98.0% 94.0% 81.0% 72.0%
AFR0 Air France-KLM SA 97.0% 91.0% 76.0% 71.0%
XD4 Strabag SE 97.0% 87.0% 86.0% 71.0%
QJQ ISS A/S 97.0% 98.0% 88.0% 51.0%
ABS2 PORR AG 96.0% 92.0% 60.0% 83.0%
KSB3 KSB SE & Co. KGaA 95.0% 90.0% 76.0% 61.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (90th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 11.8% backed by 55.4% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (74%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.7% avg (7 factors)
Quality
C
55.4% avg (7 factors)
Momentum
D
42.6% avg (4 factors)
Risk
B
65.4% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.980—1—
Value %ile0.930—1—
Quality %ile0.900—1—
Momentum %ile0.630—0—
F-Score7.000—1—
Confidence0.939—1—
Volatility0.307—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.29
Earnings Yield (E/P)
0.0700
Price / Sales
1.09
Price / Book
1.00
Price / Cash Flow
5.10
FCF Yield
55.4%
EBITDA / EV
42.7%
Sales Yield (1/P·S)
2.8254
Shareholder Yield
Div + net buyback / mktcap
11.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.0%
Return on Assets
4.8%
Net Margin
7.6%
Operating Margin
10.7%
Gross Profit / Assets
Novy-Marx GPA
31.5%
Current Ratio
3.47
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.086
MomentumPrice trend strength over different horizons
6M Return
22.8%
12M Return
19.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-4.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.13
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-34.7%
Earnings Growth (YoY)
-19.1%
Earnings Stability (CV)
Lower = more stable
0.376
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
1.4%
Buyback Yield
10.4%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
19
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