Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c470c78a-1359-49e4-b61c-28b3cba57655/

ENR

Siemens Energy AG
Chart
€158.02
Latest Week 2026-06-05
IndustrialsSpecialty Industrial MachineryLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.48
OS Score
7.0%
Value
87.0%
Quality
91.0%
Momentum
7/9
F-Score
0.247
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 102%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.93
V
Value Analysis
Cheapness relative to fundamentals
7.0%ile
P/E
60.4×
P/S
3.3×
P/B
12.5×
E/P
0.0166
FCF Yield
0.047
EBITDA/EV
0.040
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
93.00000000
/100 — 1=cheapest
VC2 (Trending Value)
94.00000000
/100
VC3 (Buyback)
94.00000000
/100
P/E of 60.4x is premium-priced — the market is paying up for expected growth. VC2 score of 94.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
87.0%ile
ROE
0.207
ROA
0.036
Net Margin
0.055
Op Margin
0.065
GPA
0.122
Current
0.91
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.134
Earn Growth
0.103
Stability
0.446
lower=better
Accruals
-0.090
lower=better
5yr Consist
No
ROE of 21% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
35.6%
12M Return
79.3%
12-1 Mom
102.1%
Risk-Adj
2.93
Vol 252d
34.8%
Vol 60d
81.6%
↑ Expanding
Max DD 12M
-15.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 102% is very strong — a clear uptrend. Risk-adjusted momentum of 2.93 is excellent — strong returns relative to volatility. Near-term vol (82%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.48
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 143 peers
Sector Value %ile
9.7%
Sector Quality %ile
92.4%
P/E z-score
-0.03
P/B z-score
1.26
Sector Avg OS
50.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
INR International Consolidated Airlines Group S.A. 98.0% 89.0% 91.0% 73.0%
ERAG Ernst Russ AG 98.0% 94.0% 81.0% 72.0%
AAG Aumann AG 98.0% 93.0% 90.0% 63.0%
MBB MBB SE 98.0% 90.0% 94.0% 74.0%
QJQ ISS A/S 97.0% 98.0% 88.0% 51.0%
AFR0 Air France-KLM SA 97.0% 91.0% 76.0% 71.0%
XD4 Strabag SE 97.0% 87.0% 86.0% 71.0%
ABS2 PORR AG 96.0% 92.0% 60.0% 83.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (87th) and momentum (91th) but expensive (7th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (87th) but expensive (7th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (82%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
24.4% avg (7 factors)
Quality
D
40.3% avg (7 factors)
Momentum
A
95.1% avg (4 factors)
Risk
C
58.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.480—0—
Value %ile0.070—1—
Quality %ile0.870—1—
Momentum %ile0.910—1—
F-Score7.000—1—
Confidence0.939—1—
Volatility0.348—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
60.40
Earnings Yield (E/P)
0.0166
Price / Sales
3.35
Price / Book
12.51
Price / Cash Flow
17.25
FCF Yield
4.7%
EBITDA / EV
4.0%
Sales Yield (1/P·S)
0.3174
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.7%
Return on Assets
3.6%
Net Margin
5.5%
Operating Margin
6.5%
Gross Profit / Assets
Novy-Marx GPA
12.2%
Current Ratio
0.91
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.090
MomentumPrice trend strength over different horizons
6M Return
35.6%
12M Return
79.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
102.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.93
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
13.4%
Earnings Growth (YoY)
10.3%
Earnings Stability (CV)
Lower = more stable
0.446
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.0%
Buyback Yield
0.1%
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
93
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
94
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
94
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity