Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d0f087bc-91d3-406f-b3db-aca9ec932b47/
MBG
Mercedes-Benz Group AGSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 8.5
◇
VC2 Cheapest
VC2 3.00000000
📐
EBITDA/EV
13.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.0%
💰
High Yield
Div 9.1%
🚀
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
94.0%ile
P/E
8.5×
P/S
0.3×
P/B
0.5×
E/P
0.1182
FCF Yield
0.069
EBITDA/EV
0.130
SH Yield
0.110
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 8.5x places this firmly in deep value territory. FCF yield of 6.9% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
18.0%ile
ROE
0.057
ROA
0.021
Net Margin
0.041
Op Margin
0.047
GPA
0.088
Current
1.39
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.092
Earn Growth
-0.493
Stability
0.367
lower=better
Accruals
-0.045
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
36.0%ile
6M Return
-16.6%
12M Return
0.0%
12-1 Mom
4.5%
Risk-Adj
0.16
Vol 252d
28.9%
Vol 60d
55.4%
↑ Expanding
Max DD 12M
-17.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (55%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.77
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 86 peers
Sector Value %ile
90.8%
Sector Quality %ile
23.0%
P/E z-score
-0.43
P/B z-score
-0.54
Sector Avg OS
47.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (94th value) but weak quality (18th). Classic value trap risk.
Strong Capital Return
Shareholder yield 11.0% backed by 6.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.6% avg (7 factors)
Quality
D
30.8% avg (7 factors)
Momentum
F
29.6% avg (4 factors)
Risk
B
68.6% 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 | 0.770 | —1 | — | |
| Value %ile | 0.940 | —1 | — | |
| Quality %ile | 0.180 | —1 | — | |
| Momentum %ile | 0.360 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.289 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.46
Earnings Yield (E/P)
0.1182
Price / Sales
0.35
Price / Book
0.48
Price / Cash Flow
2.69
FCF Yield
6.9%
EBITDA / EV
13.0%
Sales Yield (1/P·S)
1.1471
Shareholder Yield
Div + net buyback / mktcap
11.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.7%
Return on Assets
2.1%
Net Margin
4.1%
Operating Margin
4.7%
Gross Profit / Assets
Novy-Marx GPA
8.8%
Current Ratio
1.39
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.045
MomentumPrice trend strength over different horizons
6M Return
-16.6%
12M Return
0.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.16
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-9.2%
Earnings Growth (YoY)
-49.3%
Earnings Stability (CV)
Lower = more stable
0.367
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
9.1%
Buyback Yield
1.9%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
78
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