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VWSB

Vestas Wind Systems A/S
Chart
€23.08
Latest Week 2026-06-05
IndustrialsSpecialty Industrial MachineryLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.55
OS Score
21.0%
Value
73.0%
Quality
88.0%
Momentum
8/9
F-Score
0.392
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
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 85%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.99
V
Value Analysis
Cheapness relative to fundamentals
21.0%ile
P/E
26.6×
P/S
1.2×
P/B
5.8×
E/P
0.0376
FCF Yield
0.036
EBITDA/EV
0.058
SH Yield
0.015
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
77.00000000
/100 — 1=cheapest
VC2 (Trending Value)
77.00000000
/100
VC3 (Buyback)
79.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
0.218
ROA
0.032
Net Margin
0.044
Op Margin
0.061
GPA
0.098
Current
1.03
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.088
Earn Growth
0.583
Stability
1.102
lower=better
Accruals
-0.042
lower=better
5yr Consist
No
ROE of 22% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
11.9%
12M Return
63.0%
12-1 Mom
85.0%
Risk-Adj
1.99
Vol 252d
42.6%
Vol 60d
81.5%
↑ Expanding
Max DD 12M
-18.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 85% is very strong — a clear uptrend. Risk-adjusted momentum of 1.99 is excellent — strong returns relative to volatility. Near-term vol (82%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.55
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 143 peers
Sector Value %ile
27.1%
Sector Quality %ile
75.0%
P/E z-score
-0.15
P/B z-score
0.18
Sector Avg OS
50.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AAG Aumann AG 98.0% 93.0% 90.0% 63.0%
MBB MBB SE 98.0% 90.0% 94.0% 74.0%
ERAG Ernst Russ AG 98.0% 94.0% 81.0% 72.0%
INR International Consolidated Airlines Group S.A. 98.0% 89.0% 91.0% 73.0%
QJQ ISS A/S 97.0% 98.0% 88.0% 51.0%
AFR0 Air France-KLM SA 97.0% 91.0% 76.0% 71.0%
XD4 Strabag SE 97.0% 87.0% 86.0% 71.0%
ABS2 PORR AG 96.0% 92.0% 60.0% 83.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (73th) and momentum (88th) but expensive (21th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (88th) but high volatility (43%). Momentum could reverse sharply.
Quality at a Premium
High quality (73th) but expensive (21th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (82%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
42.4% avg (7 factors)
Quality
D
37.0% avg (7 factors)
Momentum
A
81.8% avg (4 factors)
Risk
C
45.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.550—0—
Value %ile0.210—1—
Quality %ile0.730—1—
Momentum %ile0.880—1—
F-Score8.000—1—
Confidence0.939—1—
Volatility0.426—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
26.61
Earnings Yield (E/P)
0.0376
Price / Sales
1.18
Price / Book
5.81
Price / Cash Flow
11.56
FCF Yield
3.6%
EBITDA / EV
5.8%
Sales Yield (1/P·S)
0.8587
Shareholder Yield
Div + net buyback / mktcap
1.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.8%
Return on Assets
3.2%
Net Margin
4.4%
Operating Margin
6.1%
Gross Profit / Assets
Novy-Marx GPA
9.8%
Current Ratio
1.03
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.042
MomentumPrice trend strength over different horizons
6M Return
11.9%
12M Return
63.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
85.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.99
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.8%
Earnings Growth (YoY)
58.3%
Earnings Stability (CV)
Lower = more stable
1.102
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.3%
Buyback Yield
1.2%
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
77
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
77
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
79
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