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XD4

Strabag SE
Chart
86.40 EUR
Latest Week 2026-07-10
IndustrialsEngineering & ConstructionLARGE
Snapshot 2026-07-12 · 0.7w · Fresh
0.97
OS Score
93.0%
Value
89.0%
Quality
62.0%
Momentum
8/9
F-Score
0.910
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.910
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.0
◇
VC2 Cheapest
✗
📐
EBITDA/EV
30.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.4%
💰
High Yield
Div 3.4%
🚀
Momentum Leaders
12-1 16%
◉
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
93.0%ile
P/E
11.0×
P/S
0.5×
P/B
1.8×
E/P
0.1434
FCF Yield
0.173
EBITDA/EV
0.303
SH Yield
0.034
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
14.00000000
/100
P/E of 11.0x places this firmly in deep value territory. FCF yield of 17.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.162
ROA
0.058
Net Margin
0.049
Op Margin
0.050
GPA
0.488
Current
1.23
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.074
Earn Growth
0.113
Accruals
-0.056
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
62.0%ile
6M Return
9.7%
12M Return
11.4%
12-1 Mom
16.0%
Risk-Adj
0.48
Vol 252d
33.1%
Vol 60d
65.9%
↑ Expanding
Max DD 12M
-25.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (66%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 143 peers
Sector Value %ile
91.0%
Sector Quality %ile
94.4%
P/E z-score
-0.29
P/B z-score
-0.44
Sector Avg OS
49.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
INR International Consolidated Airlines Group S.A. 98.0% 87.0% 91.0% 73.0%
AAG Aumann AG 98.0% 96.0% 90.0% 66.0%
MBB MBB SE 98.0% 95.0% 92.0% 63.0%
ERAG Ernst Russ AG 97.0% 94.0% 75.0% 64.0%
LMIA LION E-Mobility AG 97.0% 74.0% 97.0% 92.0%
QJQ ISS A/S 97.0% 98.0% 91.0% 43.0%
ABS2 PORR AG 96.0% 92.0% 62.0% 79.0%
NVJP Umicore SA 96.0% 88.0% 67.0% 81.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (89th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (93th). Strong fundamental improvement in a cheap stock.
Volatility Expanding
60-day vol (66%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.5% avg (7 factors)
Quality
C
49.4% avg (7 factors)
Momentum
C
46.9% avg (4 factors)
Risk
B
61.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.970—6—
Value %ile0.930—6—
Quality %ile0.890—6—
Momentum %ile0.620—0—
F-Score8.000—6—
Confidence0.764—6—
Volatility0.331—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.95
Earnings Yield (E/P)
0.1434
Price / Sales
0.54
Price / Book
1.77
Price / Cash Flow
5.57
FCF Yield
17.3%
EBITDA / EV
30.3%
Sales Yield (1/P·S)
2.8514
Shareholder Yield
Div + net buyback / mktcap
3.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.2%
Return on Assets
5.8%
Net Margin
4.9%
Operating Margin
5.0%
Gross Profit / Assets
Novy-Marx GPA
48.8%
Current Ratio
1.23
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.056
MomentumPrice trend strength over different horizons
6M Return
9.7%
12M Return
11.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
16.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.48
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.4%
Earnings Growth (YoY)
11.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
3.4%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity