Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/877fe5ae-776a-435d-8c81-c1e7b8c1cbe8/

UBK

UmweltBank AG
Chart
3.90 EUR
Latest Week 2026-07-31
Snapshot 2026-07-26 · 1.0w · Fresh
0.5
OS Score
48.0%
Value
47.0%
Quality
49.0%
Momentum
4/9
F-Score
0.475
QV
Strategy Eligibility
1 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
Rev +136%
🔄
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
48.0%ile
P/E
11.3×
P/S
2.2×
P/B
0.6×
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
53.00000000
/100 — 1=cheapest
VC2 (Trending Value)
55.00000000
/100
VC3 (Buyback)
54.00000000
/100
P/E of 11.3x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
47.0%ile
ROE
0.055
ROA
0.002
Net Margin
0.194
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.361
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
49.0%ile
6M Return
-2.0%
12M Return
-20.6%
12-1 Mom
-24.7%
Risk-Adj
-1.04
Vol 252d
23.7%
Vol 60d
46.5%
↑ Expanding
Max DD 12M
-31.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -25% signals a downtrend — price is moving against you. Near-term vol (46%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.5
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
Sector Context
Financial Services · 94 peers
Sector Value %ile
43.2%
Sector Quality %ile
53.7%
P/E z-score
-0.29
P/B z-score
-0.32
Sector Avg OS
51.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PA9 The Travelers Companies, Inc. 97.0% 84.0% 71.0% 92.0%
BNP BNP Paribas SA 95.0% 84.0% 65.0% 82.0%
FO4N ageas SA/NV 95.0% 86.0% 59.0% 77.0%
UN9 UNIQA Insurance Group AG 95.0% 82.0% 68.0% 85.0%
RAW Raiffeisen Bank International AG 95.0% 77.0% 57.0% 96.0%
ALV Allianz SE 94.0% 77.0% 77.0% 75.0%
BCY Barclays PLC 93.0% 76.0% 64.0% 85.0%
DBK Deutsche Bank Aktiengesellschaft 93.0% 85.0% 67.0% 63.0%
Factor Interactions
Growth at Reasonable Price
Revenue growing 136% with P/E of 11×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (46%) significantly exceeds 252-day (24%). Near-term risk is elevated.
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.7% avg (4 factors)
Quality
D
32.7% avg (3 factors)
Momentum
F
11.4% avg (4 factors)
Risk
A
77.2% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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 Composite0.500—0
Value %ile0.480—0
Quality %ile0.470—0
Momentum %ile0.490—0
F-Score4.000—8
Confidence0.471—0
Volatility0.237—0
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.29
Price / Sales
2.19
Price / Book
0.62
Sales Yield (1/P·S)
0.0378
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.5%
Return on Assets
0.2%
Net Margin
19.4%
MomentumPrice trend strength over different horizons
6M Return
-2.0%
12M Return
-20.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-24.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.04
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
136.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
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
53
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
55
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
54
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