Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ba467c3b-63af-4c93-88e9-2a67a0604251/

SDRC

SCOR SE
Chart
€30.50
Latest Week 2026-06-05
Financial ServicesInsurance - ReinsuranceMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.92
OS Score
96.0%
Value
42.0%
Quality
62.0%
Momentum
#17.00000000
TV Rank
5/9
F-Score
0.635
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
#17.00000000
◆
Quality × Value
QV 0.635
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 4.00000000
📐
EBITDA/EV
21.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.8%
💰
High Yield
Div 5.9%
🚀
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
96.0%ile
P/E
6.4×
P/S
0.4×
P/B
1.2×
E/P
0.1558
FCF Yield
0.157
EBITDA/EV
0.217
SH Yield
0.068
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
6.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 6.4x places this firmly in deep value territory. FCF yield of 15.7% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
42.0%ile
ROE
0.192
ROA
0.024
Net Margin
0.058
Op Margin
0.088
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.054
Accruals
-0.009
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
62.0%ile
6M Return
23.1%
12M Return
9.1%
12-1 Mom
11.0%
Risk-Adj
0.44
Vol 252d
25.1%
Vol 60d
55.9%
↑ Expanding
Max DD 12M
-15.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (56%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
98.9%
Sector Quality %ile
48.4%
P/E z-score
-0.41
P/B z-score
-0.26
Sector Avg OS
56.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PA9 The Travelers Companies, Inc. 98.0% 91.0% 75.0% 88.0%
LUS1 Lang & Schwarz Aktiengesellschaft 97.0% 95.0% 68.0% 81.0%
BNP BNP Paribas SA 96.0% 91.0% 66.0% 75.0%
DBK Deutsche Bank Aktiengesellschaft 96.0% 93.0% 69.0% 67.0%
RAW Raiffeisen Bank International AG 95.0% 83.0% 59.0% 90.0%
UN9 UNIQA Insurance Group AG 95.0% 80.0% 72.0% 83.0%
BCY Barclays PLC 95.0% 85.0% 66.0% 80.0%
FO4N ageas SA/NV 95.0% 93.0% 61.0% 68.0%
Factor Interactions
Strong Capital Return
Shareholder yield 6.8% backed by 15.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
96.1% avg (7 factors)
Quality
D
41.1% avg (5 factors)
Momentum
C
48.5% avg (4 factors)
Risk
B
74.8% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.920—1—
Value %ile0.960—1—
Quality %ile0.420—0—
Momentum %ile0.620—0—
F-Score5.000—0—
Confidence0.818—1—
Volatility0.251—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.42
Earnings Yield (E/P)
0.1558
Price / Sales
0.37
Price / Book
1.23
Price / Cash Flow
4.67
FCF Yield
15.7%
EBITDA / EV
21.7%
Sales Yield (1/P·S)
2.0585
Shareholder Yield
Div + net buyback / mktcap
6.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
19.2%
Return on Assets
2.4%
Net Margin
5.8%
Operating Margin
8.8%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.009
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
23.1%
12M Return
9.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
11.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.44
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
5.9%
Buyback Yield
0.9%
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
6
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
17
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