Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/93aa52e0-387c-4dc8-9d4b-63f088ebf67e/
DR0
Deutsche Rohstoff AGSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
#2
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8
📐
EBITDA/EV
37.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 99%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 88%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 2.01
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
3.0×
P/S
2.0×
P/B
1.1×
E/P
0.3202
FCF Yield
-0.065
EBITDA/EV
0.376
SH Yield
0.040
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
12.00000000
/100
P/E of 3.0x places this firmly in deep value territory. Negative FCF yield (-6.5%) — the business is currently cash-consumptive. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
38.0%ile
ROE
0.372
ROA
0.173
Net Margin
0.666
Op Margin
0.857
GPA
0.098
Current
7.63
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.171
Earn Growth
-0.412
Stability
1.631
lower=better
Accruals
0.009
lower=better
5yr Consist
No
ROE of 37% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
68.3%
12M Return
81.0%
12-1 Mom
98.7%
Risk-Adj
2.01
Vol 252d
49.0%
Vol 60d
113.8%
↑ Expanding
Max DD 12M
-31.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 99% is very strong — a clear uptrend. Risk-adjusted momentum of 2.01 is excellent — strong returns relative to volatility. Near-term vol (114%) is expanding vs long-term (49%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 19 peers
Sector Value %ile
80.0%
Sector Quality %ile
70.0%
P/E z-score
-1.44
P/B z-score
-0.75
Sector Avg OS
65.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (88th value) with strong momentum (91th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (91th) but high volatility (49%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (114%) significantly exceeds 252-day (49%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
76.4% avg (7 factors)
Quality
A
80.3% avg (7 factors)
Momentum
A
93.8% avg (4 factors)
Risk
D
35.0% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —7 | — | |
| Value %ile | 0.880 | —7 | — | |
| Quality %ile | 0.380 | —0 | — | |
| Momentum %ile | 0.910 | —7 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.910 | —7 | — | |
| Volatility | 0.490 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.04
Earnings Yield (E/P)
0.3202
Price / Sales
2.02
Price / Book
1.13
Price / Cash Flow
3.20
FCF Yield
-6.5%
EBITDA / EV
37.6%
Sales Yield (1/P·S)
0.3739
Shareholder Yield
Div + net buyback / mktcap
4.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
37.2%
Return on Assets
17.3%
Net Margin
66.6%
Operating Margin
85.7%
Gross Profit / Assets
Novy-Marx GPA
9.8%
Current Ratio
7.63
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.009
External Financing
Net issuance — lower=better
0.007
MomentumPrice trend strength over different horizons
6M Return
68.3%
12M Return
81.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
98.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.01
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-17.1%
Earnings Growth (YoY)
-41.2%
Earnings Stability (CV)
Lower = more stable
1.631
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
3.0%
Buyback Yield
1.0%
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
2
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