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SND

Schneider Electric S.E.
Chart
268.00 EUR
Latest Week 2026-07-24
IndustrialsSpecialty Industrial MachineryLARGE
Snapshot 2026-07-26 · 0.6w · Fresh
0.23
OS Score
7.0%
Value
72.0%
Quality
66.0%
Momentum
5/9
F-Score
0.224
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 19%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
7.0%ile
P/E
36.3×
P/S
3.8×
P/B
6.2×
E/P
0.0426
FCF Yield
0.028
EBITDA/EV
0.051
SH Yield
0.015
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
93.00000000
/100 — 1=cheapest
VC2 (Trending Value)
93.00000000
/100
VC3 (Buyback)
94.00000000
/100
P/E of 36.3x is premium-priced — the market is paying up for expected growth. VC2 score of 93.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
72.0%ile
ROE
0.172
ROA
0.067
Net Margin
0.104
Op Margin
0.175
GPA
0.270
Current
1.19
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.052
Earn Growth
-0.027
Accruals
-0.031
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
66.0%ile
6M Return
17.4%
12M Return
15.2%
12-1 Mom
18.6%
Risk-Adj
0.64
Vol 252d
28.9%
Vol 60d
67.4%
↑ Expanding
Max DD 12M
-17.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (67%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.23
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 143 peers
Sector Value %ile
12.5%
Sector Quality %ile
74.3%
P/E z-score
-0.01
P/B z-score
0.25
Sector Avg OS
51.8%
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% 72.0%
XD4 Strabag SE 98.0% 94.0% 89.0% 62.0%
AAG Aumann AG 98.0% 96.0% 91.0% 64.0%
EJT1 easyJet plc 97.0% 93.0% 70.0% 74.0%
QJQ ISS A/S 97.0% 98.0% 91.0% 42.0%
ERAG Ernst Russ AG 97.0% 95.0% 75.0% 64.0%
LMIA LION E-Mobility AG 97.0% 74.0% 97.0% 92.0%
MBB MBB SE 97.0% 91.0% 93.0% 62.0%
Factor Interactions
Quality at a Premium
High quality (72th) but expensive (7th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (67%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
35.2% avg (7 factors)
Quality
C
50.3% avg (7 factors)
Momentum
C
52.2% avg (4 factors)
Risk
B
68.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.230—8—
Value %ile0.070—8—
Quality %ile0.720—8—
Momentum %ile0.660—0—
F-Score5.000—0—
Confidence0.744—8—
Volatility0.289—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
36.29
Earnings Yield (E/P)
0.0426
Price / Sales
3.76
Price / Book
6.24
Price / Cash Flow
24.64
FCF Yield
2.8%
EBITDA / EV
5.1%
Sales Yield (1/P·S)
0.2440
Shareholder Yield
Div + net buyback / mktcap
1.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.2%
Return on Assets
6.7%
Net Margin
10.4%
Operating Margin
17.5%
Gross Profit / Assets
Novy-Marx GPA
27.0%
Current Ratio
1.19
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.031
MomentumPrice trend strength over different horizons
6M Return
17.4%
12M Return
15.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.64
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.2%
Earnings Growth (YoY)
-2.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
1.6%
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
93
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
93
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
94
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