Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7fdf7417-b762-4ce8-9e16-37508108d98b/

LEG

LEG Immobilien SE
Chart
€52.30
Latest Week 2026-06-05
Real EstateReal Estate ServicesMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.53
OS Score
77.0%
Value
33.0%
Quality
12.0%
Momentum
5/9
F-Score
0.504
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.2%
💰
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
77.0%ile
P/E
3.1×
P/S
2.9×
P/B
0.5×
E/P
0.3274
FCF Yield
0.034
EBITDA/EV
0.085
SH Yield
0.032
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
16.00000000
/100
P/E of 3.1x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
33.0%ile
ROE
0.147
ROA
0.062
Net Margin
0.936
Op Margin
0.403
GPA
0.032
Current
0.36
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.057
Stability
0.742
lower=better
Accruals
0.039
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
12.0%ile
6M Return
-14.1%
12M Return
-25.8%
12-1 Mom
-21.3%
Risk-Adj
-0.80
Vol 252d
26.7%
Vol 60d
61.2%
↑ Expanding
Max DD 12M
-29.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -21% signals a downtrend — price is moving against you. Near-term vol (61%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.53
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 27 peers
Sector Value %ile
71.4%
Sector Quality %ile
32.1%
P/E z-score
-0.28
P/B z-score
-0.26
Sector Avg OS
49.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
VIH1 VIB Vermögen AG 94.0% 91.0% 68.0% 61.0%
DEQ Deutsche EuroShop AG 78.0% 70.0% 37.0% 67.0%
FC9 FCR Immobilien AG 75.0% 74.0% 62.0% 29.0%
GYC Grand City Properties S.A. 72.0% 90.0% 31.0% 17.0%
ADJ Adler Group S.A. 71.0% 55.0% 56.0% 59.0%
AT1 Aroundtown SA 71.0% 88.0% 31.0% 18.0%
INS Instone Real Estate Group SE 62.0% 90.0% 5.0% 28.0%
DGR Deutsche Grundstücksauktionen AG 61.0% 52.0% 53.0% 54.0%
Factor Interactions
Falling Knife
Weak momentum (12th) despite looking cheap (77th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (61%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.8% avg (7 factors)
Quality
C
46.3% avg (7 factors)
Momentum
F
8.6% avg (4 factors)
Risk
B
72.1% 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 Composite0.530—0—
Value %ile0.770—1—
Quality %ile0.330—0—
Momentum %ile0.120—1—
F-Score5.000—0—
Confidence0.939—1—
Volatility0.267—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.05
Earnings Yield (E/P)
0.3274
Price / Sales
2.86
Price / Book
0.45
Price / Cash Flow
8.26
FCF Yield
3.4%
EBITDA / EV
8.5%
Sales Yield (1/P·S)
0.1013
Shareholder Yield
Div + net buyback / mktcap
3.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.7%
Return on Assets
6.2%
Net Margin
93.6%
Operating Margin
40.3%
Gross Profit / Assets
Novy-Marx GPA
3.2%
Current Ratio
0.36
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.039
MomentumPrice trend strength over different horizons
6M Return
-14.1%
12M Return
-25.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-21.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.80
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.7%
Earnings Stability (CV)
Lower = more stable
0.742
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
3.2%
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
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
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