Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c92af7c5-0800-4c13-9a39-4e0188c9085e/
SDF
K+S AktiengesellschaftSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
42.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
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
88.0%ile
P/S
0.7×
P/B
0.5×
FCF Yield
0.028
EBITDA/EV
0.425
SH Yield
0.011
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
9.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
12.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
8.0%ile
ROE
-0.278
ROA
-0.173
Net Margin
-0.352
Op Margin
-0.431
GPA
-0.170
Current
3.65
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.001
Stability
3.549
lower=better
Accruals
-0.255
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
26.0%ile
6M Return
19.8%
12M Return
-11.7%
12-1 Mom
-4.7%
Risk-Adj
-0.11
Vol 252d
41.3%
Vol 60d
96.4%
↑ Expanding
Max DD 12M
-34.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (96%) is expanding vs long-term (41%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.6
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 43 peers
Sector Value %ile
93.2%
Sector Quality %ile
20.5%
P/B z-score
-0.95
Sector Avg OS
60.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (88th value) but weak quality (8th). Classic value trap risk.
Volatility Expanding
60-day vol (96%) significantly exceeds 252-day (41%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.9% avg (5 factors)
Quality
F
28.6% avg (7 factors)
Momentum
D
33.0% avg (4 factors)
Risk
C
47.9% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.600 | —0 | — | |
| Value %ile | 0.880 | —1 | — | |
| Quality %ile | 0.080 | —1 | — | |
| Momentum %ile | 0.260 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.848 | —1 | — | |
| Volatility | 0.413 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.68
Price / Book
0.54
Price / Cash Flow
4.07
FCF Yield
2.8%
EBITDA / EV
42.5%
Sales Yield (1/P·S)
1.4478
Shareholder Yield
Div + net buyback / mktcap
1.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-27.8%
Return on Assets
-17.3%
Net Margin
-35.2%
Operating Margin
-43.1%
Gross Profit / Assets
Novy-Marx GPA
-17.0%
Current Ratio
3.65
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.255
MomentumPrice trend strength over different horizons
6M Return
19.8%
12M Return
-11.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-4.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.11
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.1%
Earnings Stability (CV)
Lower = more stable
3.549
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
1.1%
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
9
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
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