Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a6b12cf1-90bc-4d7c-a645-0899a0eb52cb/
FC9
FCR Immobilien AGSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.677
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.0%
💰
High Yield
Div 4.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 74th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/E
8.8×
P/S
3.1×
P/B
0.7×
E/P
0.1130
FCF Yield
0.045
EBITDA/EV
0.054
SH Yield
0.040
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
32.00000000
/100 — 1=cheapest
VC2 (Trending Value)
29.00000000
/100
VC3 (Buyback)
24.00000000
/100
P/E of 8.8x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
62.0%ile
ROE
0.082
ROA
0.029
Net Margin
0.349
Op Margin
0.653
GPA
0.072
Current
0.70
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.332
Earn Growth
-0.423
Accruals
-0.012
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
29.0%ile
6M Return
-4.2%
12M Return
-7.4%
12-1 Mom
-4.1%
Risk-Adj
-0.20
Vol 252d
20.5%
Vol 60d
39.3%
↑ Expanding
Max DD 12M
-11.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (39%) is expanding vs long-term (20%) — 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
67.9%
Sector Quality %ile
92.9%
P/E z-score
-0.27
P/B z-score
-0.18
Sector Avg OS
48.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (39%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.7% avg (7 factors)
Quality
C
46.5% avg (7 factors)
Momentum
F
26.3% avg (4 factors)
Risk
A
82.5% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.750 | —1 | — | |
| Value %ile | 0.740 | —1 | — | |
| Quality %ile | 0.620 | —0 | — | |
| Momentum %ile | 0.290 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.813 | —1 | — | |
| Volatility | 0.205 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.85
Earnings Yield (E/P)
0.1130
Price / Sales
3.09
Price / Book
0.73
Price / Cash Flow
6.28
FCF Yield
4.5%
EBITDA / EV
5.4%
Sales Yield (1/P·S)
0.0975
Shareholder Yield
Div + net buyback / mktcap
4.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.2%
Return on Assets
2.9%
Net Margin
34.9%
Operating Margin
65.3%
Gross Profit / Assets
Novy-Marx GPA
7.2%
Current Ratio
0.70
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.012
MomentumPrice trend strength over different horizons
6M Return
-4.2%
12M Return
-7.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-4.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.20
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-33.2%
Earnings Growth (YoY)
-42.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
4.0%
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
32
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
29
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
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