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D2G
Ørsted A/SSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
#28
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.9
◇
VC2 Cheapest
VC2 5
📐
EBITDA/EV
19.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
10.9×
P/S
0.4×
P/B
0.2×
E/P
0.1252
FCF Yield
-0.295
EBITDA/EV
0.193
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 10.9x places this firmly in deep value territory. Negative FCF yield (-29.5%) — the business is currently cash-consumptive. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
13.0%ile
ROE
0.017
ROA
0.007
Net Margin
0.038
Op Margin
0.207
GPA
0.068
Current
2.16
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.081
Stability
59.448
lower=better
Accruals
-0.059
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
25.0%ile
6M Return
11.4%
12M Return
-9.0%
12-1 Mom
-10.8%
Risk-Adj
-0.23
Vol 252d
47.0%
Vol 60d
75.3%
↑ Expanding
Max DD 12M
-40.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -11% signals a downtrend — price is moving against you. Near-term vol (75%) is expanding vs long-term (47%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.7
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 22 peers
Sector Value %ile
100.0%
Sector Quality %ile
30.4%
P/E z-score
-1.60
P/B z-score
-1.74
Sector Avg OS
33.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (94th value) but weak quality (13th). Classic value trap risk.
Volatility Expanding
60-day vol (75%) significantly exceeds 252-day (47%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
77.7% avg (6 factors)
Quality
D
39.3% avg (7 factors)
Momentum
F
28.3% avg (4 factors)
Risk
D
38.3% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.700 | —7 | — | |
| Value %ile | 0.940 | —7 | — | |
| Quality %ile | 0.130 | —7 | — | |
| Momentum %ile | 0.250 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.793 | —7 | — | |
| Volatility | 0.470 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.87
Earnings Yield (E/P)
0.1252
Price / Sales
0.42
Price / Book
0.19
Price / Cash Flow
1.12
FCF Yield
-29.5%
EBITDA / EV
19.3%
Sales Yield (1/P·S)
0.6044
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
1.7%
Return on Assets
0.7%
Net Margin
3.8%
Operating Margin
20.7%
Gross Profit / Assets
Novy-Marx GPA
6.8%
Current Ratio
2.16
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.059
MomentumPrice trend strength over different horizons
6M Return
11.4%
12M Return
-9.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-10.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.23
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.1%
Earnings Stability (CV)
Lower = more stable
59.448
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
28
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
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