Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9e7f3880-8a9e-4c1a-8987-59a428af1d96/

ACT

AlzChem Group AG
Chart
170.00 EUR
Latest Week 2026-07-10
Basic MaterialsSpecialty ChemicalsSMALL
Snapshot 2026-07-12 · 0.7w · Fresh
0.58
OS Score
21.0%
Value
96.0%
Quality
68.0%
Momentum
7/9
F-Score
0.449
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 31%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.82
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
21.0%ile
P/E
26.4×
P/S
3.0×
P/B
6.3×
E/P
0.0572
FCF Yield
0.061
EBITDA/EV
0.072
SH Yield
0.013
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
82.00000000
/100 — 1=cheapest
VC2 (Trending Value)
84.00000000
/100
VC3 (Buyback)
84.00000000
/100
FCF yield of 6.1% is strong — the business generates significant free cash relative to price. VC2 score of 84.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.238
ROA
0.100
Net Margin
0.114
Op Margin
0.169
GPA
0.607
Current
2.26
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.014
Earn Growth
0.177
Stability
0.083
lower=better
Accruals
-0.100
lower=better
5yr Consist
Yes
ROE of 24% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
68.0%ile
6M Return
3.4%
12M Return
17.3%
12-1 Mom
30.7%
Risk-Adj
0.71
Vol 252d
43.0%
Vol 60d
104.6%
↑ Expanding
Max DD 12M
-22.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 31% is very strong — a clear uptrend. Near-term vol (105%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.58
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 43 peers
Sector Value %ile
15.9%
Sector Quality %ile
95.5%
P/E z-score
0.45
P/B z-score
2.14
Sector Avg OS
58.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
KIN2 Kinross Gold Corporation 98.0% 82.0% 98.0% 86.0%
ABR0 Barrick Mining Corporation 98.0% 84.0% 96.0% 91.0%
NMM Newmont Corporation 98.0% 79.0% 98.0% 86.0%
KWS KWS SAAT SE & Co. KGaA 96.0% 88.0% 81.0% 66.0%
MZX Masterflex SE 93.0% 77.0% 90.0% 60.0%
RIO1 Rio Tinto Group 91.0% 72.0% 65.0% 88.0%
CDM1 Coeur Mining, Inc. 87.0% 62.0% 66.0% 89.0%
VAS Voestalpine AG 87.0% 83.0% 26.0% 88.0%
Factor Interactions
Quality at a Premium
High quality (96th) but expensive (21th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (105%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
44.9% avg (7 factors)
Quality
B
72.2% avg (7 factors)
Momentum
C
52.9% avg (4 factors)
Risk
C
45.0% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.580—0—
Value %ile0.210—6—
Quality %ile0.960—6—
Momentum %ile0.680—0—
F-Score7.000—6—
Confidence0.920—6—
Volatility0.430—6—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
26.43
Earnings Yield (E/P)
0.0572
Price / Sales
3.00
Price / Book
6.28
Price / Cash Flow
13.20
FCF Yield
6.1%
EBITDA / EV
7.2%
Sales Yield (1/P·S)
0.3378
Shareholder Yield
Div + net buyback / mktcap
1.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.8%
Return on Assets
10.0%
Net Margin
11.4%
Operating Margin
16.9%
Gross Profit / Assets
Novy-Marx GPA
60.7%
Current Ratio
2.26
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.100
External Financing
Net issuance — lower=better
0.012
MomentumPrice trend strength over different horizons
6M Return
3.4%
12M Return
17.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
30.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.71
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.4%
Earnings Growth (YoY)
17.7%
Earnings Stability (CV)
Lower = more stable
0.083
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.2%
Buyback Yield
0.1%
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
82
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
84
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
84
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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