Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/bc9100d0-d4c8-41ed-a1fc-9e08c2633bc8/
LUXE
LuxExperience B.V.Snapshot 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
VC2 9.00000000
📐
EBITDA/EV
71.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 36%
📈
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
2.4×
P/S
0.4×
P/B
0.8×
E/P
0.4237
FCF Yield
-0.173
EBITDA/EV
0.710
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 2.4x places this firmly in deep value territory. Negative FCF yield (-17.3%) — the business is currently cash-consumptive. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
25.0%ile
ROE
0.357
ROA
0.215
Net Margin
0.183
Op Margin
0.199
GPA
0.546
D/E
0.66
Current
2.33
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.729
Stability
4.303
lower=better
Accruals
0.283
lower=better
5yr Consist
No
ROE of 36% is exceptional. Accruals ratio of 0.283 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-23.1%
12M Return
-20.4%
12-1 Mom
-9.9%
Risk-Adj
-0.17
Vol 252d
58.7%
Vol 60d
141.6%
↑ Expanding
Max DD 12M
-33.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (142%) is expanding vs long-term (59%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.67
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
93.4%
Sector Quality %ile
29.9%
P/E z-score
-0.32
P/B z-score
-0.43
Sector Avg OS
54.6%
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 (25th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 173% with P/E of 2×. Growth isn't fully priced in.
Falling Knife
Weak momentum (15th) despite looking cheap (94th value). Wait for momentum to stabilise.
Earnings Quality Concern
ROE looks strong (36%) but high accruals (0.283) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (142%) significantly exceeds 252-day (59%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.2% avg (7 factors)
Quality
A
75.7% avg (8 factors)
Momentum
F
15.0% avg (4 factors)
Risk
F
18.8% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.670 | —0 | — | |
| Value %ile | 0.940 | —1 | — | |
| Quality %ile | 0.250 | —1 | — | |
| Momentum %ile | 0.150 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.587 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.36
Earnings Yield (E/P)
0.4237
Price / Sales
0.43
Price / Book
0.84
FCF Yield
-17.3%
EBITDA / EV
71.0%
Sales Yield (1/P·S)
3.1464
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
35.7%
Return on Assets
21.5%
Net Margin
18.3%
Operating Margin
19.9%
Gross Profit / Assets
Novy-Marx GPA
54.6%
Debt / Equity
0.66
Current Ratio
2.33
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.283
MomentumPrice trend strength over different horizons
6M Return
-23.1%
12M Return
-20.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-9.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
172.9%
Earnings Stability (CV)
Lower = more stable
4.303
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
83
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