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CCAP

CORESTATE Capital Holding S.A.
Chart
0.24 EUR
Latest Week 2026-07-17
Real EstateReal Estate ServicesNANO
Snapshot 2026-07-19 · 0.7w · Fresh
0.39
OS Score
79.0%
Value
1.0%
Quality
23.0%
Momentum
#59.00000000
TV Rank
4/9
F-Score
0.089
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 5
📐
EBITDA/EV
144.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.6%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
79.0%ile
P/E
0.2×
P/S
1.0×
P/B
0.4×
FCF Yield
-0.241
EBITDA/EV
1.448
SH Yield
0.066
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 0.2x places this firmly in deep value territory. Negative FCF yield (-24.1%) — the business is currently cash-consumptive. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
1.0%ile
ROE
2.264
ROA
0.495
Net Margin
5.400
Op Margin
-1.850
GPA
-0.031
Current
1.31
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.445
Accruals
0.595
lower=better
5yr Consist
No
ROE of 226% is exceptional. Accruals ratio of 0.595 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
23.0%ile
6M Return
-10.2%
12M Return
-13.1%
12-1 Mom
-13.1%
Risk-Adj
-0.45
Vol 252d
29.0%
Vol 60d
50.0%
↑ Expanding
Max DD 12M
-35.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -13% signals a downtrend — price is moving against you. Near-term vol (50%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.39
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 27 peers
Sector Value %ile
85.7%
Sector Quality %ile
3.6%
P/E z-score
-0.68
P/B z-score
-0.27
Sector Avg OS
48.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
VIH1 VIB Vermögen AG 84.0% 78.0% 77.0% 39.0%
DEQ Deutsche EuroShop AG 78.0% 70.0% 67.0% 39.0%
FC9 FCR Immobilien AG 77.0% 71.0% 73.0% 28.0%
VNA Vonovia SE 75.0% 80.0% 63.0% 16.0%
GYC Grand City Properties S.A. 74.0% 80.0% 57.0% 19.0%
ADJ Adler Group S.A. 71.0% 57.0% 56.0% 57.0%
ERWE ERWE Immobilien AG 63.0% 54.0% 52.0% 54.0%
DGR Deutsche Grundstücksauktionen AG 63.0% 54.0% 52.0% 54.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (79th value) but weak quality (1th). Classic value trap risk.
Earnings Quality Concern
ROE looks strong (226%) but high accruals (0.595) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (50%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
79.9% avg (6 factors)
Quality
C
47.5% avg (7 factors)
Momentum
F
18.2% avg (4 factors)
Risk
B
68.3% 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 Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.390—0—
Value %ile0.790—7—
Quality %ile0.010—7—
Momentum %ile0.230—3—
F-Score4.000—7—
Confidence0.236—7—
Volatility0.290—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.18
Price / Sales
0.97
Price / Book
0.41
FCF Yield
-24.1%
EBITDA / EV
144.8%
Sales Yield (1/P·S)
0.2132
Shareholder Yield
Div + net buyback / mktcap
6.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
226.4%
Return on Assets
49.5%
Net Margin
540.0%
Operating Margin
-185.0%
Gross Profit / Assets
Novy-Marx GPA
-3.1%
Current Ratio
1.31
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.595
MomentumPrice trend strength over different horizons
6M Return
-10.2%
12M Return
-13.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-13.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.45
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-44.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Buyback Yield
6.6%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
59
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