Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/901470ad-b1d4-46f6-91d8-76da8f3978c9/
UN0
Uniper SESnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
16.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
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
70.0%ile
P/E
13.8×
P/S
0.3×
P/B
1.6×
E/P
0.0726
FCF Yield
-0.002
EBITDA/EV
0.169
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
29.00000000
/100 — 1=cheapest
VC2 (Trending Value)
39.00000000
/100
VC3 (Buyback)
39.00000000
/100
Negative FCF yield (-0.2%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
7.0%ile
ROE
0.117
ROA
0.035
Net Margin
0.022
Op Margin
0.134
GPA
0.077
Current
1.49
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.125
Earn Growth
3.704
Stability
2.591
lower=better
Accruals
0.018
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
41.3%
12M Return
20.3%
12-1 Mom
3.9%
Risk-Adj
0.10
Vol 252d
37.1%
Vol 60d
89.9%
↑ Expanding
Max DD 12M
-26.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (90%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.63
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 22 peers
Sector Value %ile
87.0%
Sector Quality %ile
13.0%
P/E z-score
-1.08
P/B z-score
-0.35
Sector Avg OS
32.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (70th value) but weak quality (7th). Classic value trap risk.
Volatility Expanding
60-day vol (90%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
60.4% avg (7 factors)
Quality
D
33.6% avg (7 factors)
Momentum
C
52.8% avg (4 factors)
Risk
C
54.8% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.630 | —0 | — | |
| Value %ile | 0.700 | —1 | — | |
| Quality %ile | 0.070 | —1 | — | |
| Momentum %ile | 0.670 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.371 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.78
Earnings Yield (E/P)
0.0726
Price / Sales
0.30
Price / Book
1.62
Price / Cash Flow
29.02
FCF Yield
-0.2%
EBITDA / EV
16.9%
Sales Yield (1/P·S)
4.7278
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.7%
Return on Assets
3.5%
Net Margin
2.2%
Operating Margin
13.4%
Gross Profit / Assets
Novy-Marx GPA
7.7%
Current Ratio
1.49
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.018
External Financing
Net issuance — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
41.3%
12M Return
20.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
3.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.10
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-12.5%
Earnings Growth (YoY)
370.4%
Earnings Stability (CV)
Lower = more stable
2.591
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
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
29
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
39
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
39
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity