Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c7c3128b-da36-49ef-8e3c-46c00e75e014/

ANI

Amundi S.A.
Chart
94.65 EUR
Latest Week 2026-07-31
Financial ServicesAsset ManagementLARGE
Snapshot 2026-07-26 · 1.0w · Fresh
0.8
OS Score
73.0%
Value
35.0%
Quality
75.0%
Momentum
7/9
F-Score
0.505
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.800
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.1
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
9.5%
💰
High Yield
Div 4.9%
🚀
Momentum Leaders
12-1 25%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.93
⚡
Risk-Adj Momentum
RAM 1.13
V
Value Analysis
Cheapness relative to fundamentals
73.0%ile
P/E
11.1×
P/S
2.8×
P/B
1.4×
E/P
0.0707
FCF Yield
0.097
EBITDA/EV
0.129
SH Yield
0.095
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
32.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
26.00000000
/100
P/E of 11.1x places this firmly in deep value territory. FCF yield of 9.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
35.0%ile
ROE
0.126
ROA
0.041
Net Margin
0.249
Op Margin
0.197
GPA
0.060
Current
1.22
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.034
Earn Growth
0.212
Accruals
-0.006
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
27.1%
12M Return
30.9%
12-1 Mom
24.6%
Risk-Adj
1.13
Vol 252d
21.7%
Vol 60d
50.5%
↑ Expanding
Max DD 12M
-11.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (51%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.8
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
76.8%
Sector Quality %ile
33.7%
P/E z-score
-0.30
P/B z-score
-0.21
Sector Avg OS
51.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PA9 The Travelers Companies, Inc. 97.0% 84.0% 71.0% 92.0%
FO4N ageas SA/NV 95.0% 86.0% 59.0% 77.0%
UN9 UNIQA Insurance Group AG 95.0% 82.0% 68.0% 85.0%
RAW Raiffeisen Bank International AG 95.0% 77.0% 57.0% 96.0%
BNP BNP Paribas SA 95.0% 84.0% 65.0% 82.0%
ALV Allianz SE 94.0% 77.0% 77.0% 75.0%
DBK Deutsche Bank Aktiengesellschaft 93.0% 85.0% 67.0% 63.0%
BCY Barclays PLC 93.0% 76.0% 64.0% 85.0%
Factor Interactions
Trending Value Signal
Cheap (73th value) with strong momentum (75th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 9.5% backed by 9.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
79.0% avg (7 factors)
Quality
C
47.1% avg (7 factors)
Momentum
B
64.6% avg (4 factors)
Risk
A
80.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.800—8—
Value %ile0.730—8—
Quality %ile0.350—0—
Momentum %ile0.750—7—
F-Score7.000—8—
Confidence0.871—8—
Volatility0.217—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.10
Earnings Yield (E/P)
0.0707
Price / Sales
2.76
Price / Book
1.40
Price / Cash Flow
9.71
FCF Yield
9.7%
EBITDA / EV
12.9%
Sales Yield (1/P·S)
0.3586
Shareholder Yield
Div + net buyback / mktcap
9.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.6%
Return on Assets
4.1%
Net Margin
24.9%
Operating Margin
19.7%
Gross Profit / Assets
Novy-Marx GPA
6.0%
Current Ratio
1.22
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.006
MomentumPrice trend strength over different horizons
6M Return
27.1%
12M Return
30.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
24.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.13
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.4%
Earnings Growth (YoY)
21.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
4.9%
Buyback Yield
4.7%
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
32
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
26
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