Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8b999eae-3d26-4a84-b41a-50d95a109334/

ELG

Elmos Semiconductor SE
Chart
€177.60
Latest Week 2026-06-05
TechnologySemiconductorsMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.23
OS Score
11.0%
Value
36.0%
Quality
95.0%
Momentum
6/9
F-Score
0.199
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
12-1 178%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.97
V
Value Analysis
Cheapness relative to fundamentals
11.0%ile
P/E
24.0×
P/S
5.3×
P/B
4.6×
E/P
0.0416
FCF Yield
0.004
EBITDA/EV
0.064
SH Yield
0.005
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
89.00000000
/100 — 1=cheapest
VC2 (Trending Value)
90.00000000
/100
VC3 (Buyback)
91.00000000
/100
VC2 score of 90.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
36.0%ile
ROE
0.192
ROA
0.145
Net Margin
0.222
Op Margin
0.223
GPA
0.275
Current
4.73
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.011
Earn Growth
0.296
Stability
0.453
lower=better
Accruals
0.078
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
95.0%ile
6M Return
76.6%
12M Return
142.0%
12-1 Mom
178.4%
Risk-Adj
3.97
Vol 252d
44.9%
Vol 60d
97.8%
↑ Expanding
Max DD 12M
-21.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 178% is very strong — a clear uptrend. Risk-adjusted momentum of 3.97 is excellent — strong returns relative to volatility. Near-term vol (98%) is expanding vs long-term (45%) — 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
Technology · 121 peers
Sector Value %ile
32.0%
Sector Quality %ile
29.5%
P/E z-score
-0.17
P/B z-score
-0.27
Sector Avg OS
38.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ERCB Telefonaktiebolaget LM Ericsson (publ) 99.0% 99.0% 87.0% 93.0%
ERCG Telefonaktiebolaget LM Ericsson (publ) 99.0% 99.0% 86.0% 92.0%
CSH CENIT Aktiengesellschaft 85.0% 91.0% 66.0% 22.0%
V6C Viscom SE 85.0% 78.0% 32.0% 85.0%
BKHT Brockhaus Technologies AG 84.0% 67.0% 61.0% 74.0%
TPG0 The Platform Group SE & Co. KGaA 83.0% 99.0% 67.0% 0.0%
HRPK 7C Solarparken AG 83.0% 78.0% 82.0% 29.0%
AEIN Allgeier SE 82.0% 92.0% 59.0% 18.0%
Factor Interactions
Hot but Volatile
Strong momentum (95th) but high volatility (45%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (98%) significantly exceeds 252-day (45%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
37.5% avg (7 factors)
Quality
B
68.5% avg (7 factors)
Momentum
A
100.0% avg (4 factors)
Risk
D
41.9% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.230—1—
Value %ile0.110—1—
Quality %ile0.360—0—
Momentum %ile0.950—1—
F-Score6.000—0—
Confidence0.939—1—
Volatility0.449—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.04
Earnings Yield (E/P)
0.0416
Price / Sales
5.33
Price / Book
4.63
Price / Cash Flow
52.34
FCF Yield
0.4%
EBITDA / EV
6.4%
Sales Yield (1/P·S)
0.1893
Shareholder Yield
Div + net buyback / mktcap
0.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
19.2%
Return on Assets
14.5%
Net Margin
22.2%
Operating Margin
22.3%
Gross Profit / Assets
Novy-Marx GPA
27.5%
Current Ratio
4.73
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.078
MomentumPrice trend strength over different horizons
6M Return
76.6%
12M Return
142.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
178.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.97
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.1%
Earnings Growth (YoY)
29.6%
Earnings Stability (CV)
Lower = more stable
0.453
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.5%
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
89
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
90
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
91
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