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SEJ1

Safran SA
Chart
€300.10
Latest Week 2026-06-05
IndustrialsAerospace & DefenseLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.36
OS Score
18.0%
Value
76.0%
Quality
63.0%
Momentum
6/9
F-Score
0.370
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.6%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +13%
🔄
Shareholder Yield
2.1%
💰
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
18.0%ile
P/E
17.4×
P/S
4.0×
P/B
8.4×
E/P
0.0574
FCF Yield
0.032
EBITDA/EV
0.096
SH Yield
0.021
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
80.00000000
/100 — 1=cheapest
VC2 (Trending Value)
80.00000000
/100
VC3 (Buyback)
82.00000000
/100
VC2 score of 80.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
76.0%ile
ROE
0.484
ROA
0.116
Net Margin
0.230
Op Margin
0.147
GPA
0.237
Current
0.93
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.125
Accruals
0.024
lower=better
5yr Consist
No
ROE of 48% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
63.0%ile
6M Return
3.6%
12M Return
13.2%
12-1 Mom
7.0%
Risk-Adj
0.23
Vol 252d
31.0%
Vol 60d
74.4%
↑ Expanding
Max DD 12M
-21.5%
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
0.36
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 143 peers
Sector Value %ile
22.2%
Sector Quality %ile
81.2%
P/E z-score
-0.18
P/B z-score
0.60
Sector Avg OS
50.3%
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%
ERAG Ernst Russ AG 98.0% 94.0% 81.0% 72.0%
AAG Aumann AG 98.0% 93.0% 90.0% 63.0%
MBB MBB SE 98.0% 90.0% 94.0% 74.0%
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 at a Premium
High quality (76th) but expensive (18th value). Upside may be limited without earnings growth.
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
D
43.5% avg (7 factors)
Quality
B
60.4% avg (7 factors)
Momentum
D
40.9% avg (4 factors)
Risk
B
64.9% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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 Composite0.360—0—
Value %ile0.180—1—
Quality %ile0.760—1—
Momentum %ile0.630—0—
F-Score6.000—0—
Confidence0.786—1—
Volatility0.310—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.43
Earnings Yield (E/P)
0.0574
Price / Sales
4.01
Price / Book
8.43
Price / Cash Flow
21.87
FCF Yield
3.2%
EBITDA / EV
9.6%
Sales Yield (1/P·S)
0.2522
Shareholder Yield
Div + net buyback / mktcap
2.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
48.4%
Return on Assets
11.6%
Net Margin
23.0%
Operating Margin
14.7%
Gross Profit / Assets
Novy-Marx GPA
23.7%
Current Ratio
0.93
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.024
External Financing
Net issuance — lower=better
0.022
MomentumPrice trend strength over different horizons
6M Return
3.6%
12M Return
13.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
7.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.23
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
1.0%
Buyback Yield
1.1%
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
80
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
80
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
82
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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