Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/98d476d4-88ff-4470-9cc6-0e95bf53709d/
VNA
Vonovia SESnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.710
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 5.2
◇
VC2 Cheapest
✗
📐
EBITDA/EV
18.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
9.5%
💰
High Yield
Div 5.9%
🚀
Momentum Leaders
✗
◉
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
80.0%ile
P/E
5.2×
P/S
3.4×
P/B
0.6×
E/P
0.0564
FCF Yield
0.102
EBITDA/EV
0.187
SH Yield
0.095
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
19.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
14.00000000
/100
P/E of 5.2x places this firmly in deep value territory. FCF yield of 10.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
63.0%ile
ROE
0.124
ROA
0.037
Net Margin
0.653
Op Margin
0.232
GPA
0.032
Current
0.92
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.102
Stability
1.123
lower=better
Accruals
0.014
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
-11.4%
12M Return
-20.5%
12-1 Mom
-22.4%
Risk-Adj
-0.80
Vol 252d
27.9%
Vol 60d
68.0%
↑ Expanding
Max DD 12M
-26.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -22% signals a downtrend — price is moving against you. Near-term vol (68%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.75
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 27 peers
Sector Value %ile
96.4%
Sector Quality %ile
85.7%
P/E z-score
-0.48
P/B z-score
-0.19
Sector Avg OS
47.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Falling Knife
Weak momentum (16th) despite looking cheap (80th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 9.5% backed by 10.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (68%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.9% avg (7 factors)
Quality
D
44.6% avg (7 factors)
Momentum
F
10.6% avg (4 factors)
Risk
B
70.2% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.750 | —7 | — | |
| Value %ile | 0.800 | —7 | — | |
| Quality %ile | 0.630 | —0 | — | |
| Momentum %ile | 0.160 | —7 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.881 | —7 | — | |
| Volatility | 0.279 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.20
Earnings Yield (E/P)
0.0564
Price / Sales
3.39
Price / Book
0.65
Price / Cash Flow
8.14
FCF Yield
10.2%
EBITDA / EV
18.7%
Sales Yield (1/P·S)
0.2437
Shareholder Yield
Div + net buyback / mktcap
9.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.4%
Return on Assets
3.7%
Net Margin
65.3%
Operating Margin
23.2%
Gross Profit / Assets
Novy-Marx GPA
3.2%
Current Ratio
0.92
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.014
MomentumPrice trend strength over different horizons
6M Return
-11.4%
12M Return
-20.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-22.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.80
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-10.2%
Earnings Stability (CV)
Lower = more stable
1.123
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
5.9%
Buyback Yield
3.6%
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
19
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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
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Op Income
OCF
CapEx
Equity