Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9ef894e4-94a9-40a4-b748-911904bccbba/
BWB
Baader Bank AktiengesellschaftSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 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 55%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.94
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
6.6×
P/S
1.0×
P/B
1.4×
E/P
0.1515
FCF Yield
-4.301
SH Yield
0.019
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
27.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
33.00000000
/100
P/E of 6.6x places this firmly in deep value territory. Negative FCF yield (-430.1%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
14.0%ile
ROE
0.217
ROA
0.016
Net Margin
0.158
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.291
Earn Growth
1.145
Accruals
0.501
lower=better
5yr Consist
No
ROE of 22% is exceptional. Accruals ratio of 0.501 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
-0.4%
12M Return
55.0%
12-1 Mom
55.5%
Risk-Adj
2.94
Vol 252d
18.9%
Vol 60d
32.8%
↑ Expanding
Max DD 12M
-6.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 55% is very strong — a clear uptrend. Risk-adjusted momentum of 2.94 is excellent — strong returns relative to volatility. Near-term vol (33%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.73
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 94 peers
Sector Value %ile
60.0%
Sector Quality %ile
17.9%
P/E z-score
-0.41
P/B z-score
-0.22
Sector Avg OS
56.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (67th value) but weak quality (14th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 29% with P/E of 7×. Growth isn't fully priced in.
Earnings Quality Concern
ROE looks strong (22%) but high accruals (0.501) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (33%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.5% avg (6 factors)
Quality
D
34.8% avg (4 factors)
Momentum
A
82.5% avg (4 factors)
Risk
A
85.2% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.730 | —1 | — | |
| Value %ile | 0.670 | —0 | — | |
| Quality %ile | 0.140 | —1 | — | |
| Momentum %ile | 0.870 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.623 | —0 | — | |
| Volatility | 0.189 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.60
Earnings Yield (E/P)
0.1515
Price / Sales
1.04
Price / Book
1.43
FCF Yield
-430.1%
Sales Yield (1/P·S)
0.8644
Shareholder Yield
Div + net buyback / mktcap
1.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.7%
Return on Assets
1.6%
Net Margin
15.8%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.501
MomentumPrice trend strength over different horizons
6M Return
-0.4%
12M Return
55.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
55.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.94
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
29.1%
Earnings Growth (YoY)
114.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
1.9%
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
27
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
33
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