Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/bccdcac6-277a-418e-9a5a-37806c7f106c/

LUS1

Lang & Schwarz Aktiengesellschaft
Chart
17.85 EUR
Latest Week 2026-07-10
Financial ServicesCapital MarketsMICRO
Snapshot 2026-07-12 · 0.7w · Fresh
0.54
OS Score
50.0%
Value
49.0%
Quality
51.0%
Momentum
7/9
F-Score
0.495
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.2%
💰
High Yield
✗
🚀
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
50.0%ile
P/B
1.8×
SH Yield
0.112
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
51.00000000
/100 — 1=cheapest
VC2 (Trending Value)
52.00000000
/100
VC3 (Buyback)
52.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
49.0%ile
ROE
0.530
ROA
0.041
Net Margin
0.040
Op Margin
0.066
GPA
0.102
Current
12.04
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.618
Earn Growth
1.190
Accruals
-0.045
lower=better
5yr Consist
No
ROE of 53% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
51.0%ile
6M Return
-23.7%
12M Return
-16.6%
12-1 Mom
16.3%
Risk-Adj
0.40
Vol 252d
40.4%
Vol 60d
92.1%
↑ Expanding
Max DD 12M
-38.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (92%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.54
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
47.4%
Sector Quality %ile
60.0%
P/B z-score
-0.14
Sector Avg OS
51.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PA9 The Travelers Companies, Inc. 97.0% 87.0% 72.0% 90.0%
BNP BNP Paribas SA 95.0% 84.0% 65.0% 79.0%
UN9 UNIQA Insurance Group AG 95.0% 80.0% 69.0% 86.0%
RAW Raiffeisen Bank International AG 95.0% 79.0% 58.0% 95.0%
FO4N ageas SA/NV 94.0% 86.0% 59.0% 75.0%
DBK Deutsche Bank Aktiengesellschaft 94.0% 85.0% 68.0% 71.0%
ALV Allianz SE 93.0% 78.0% 77.0% 71.0%
PRU PRUDENTIAL PLC R 93.0% 81.0% 67.0% 73.0%
Factor Interactions
Volatility Expanding
60-day vol (92%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
91.0% avg (2 factors)
Quality
C
54.6% avg (7 factors)
Momentum
F
28.2% avg (4 factors)
Risk
C
49.3% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.540—0—
Value %ile0.500—0—
Quality %ile0.490—0—
Momentum %ile0.510—0—
F-Score7.000—6—
Confidence0.738—6—
Volatility0.404—2—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
1.84
Shareholder Yield
Div + net buyback / mktcap
11.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
53.0%
Return on Assets
4.1%
Net Margin
4.0%
Operating Margin
6.6%
Gross Profit / Assets
Novy-Marx GPA
10.2%
Current Ratio
12.04
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.045
MomentumPrice trend strength over different horizons
6M Return
-23.7%
12M Return
-16.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
16.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.40
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
61.8%
Earnings Growth (YoY)
119.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
11.2%
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
51
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
52
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
52
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