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KBX

Knorr-Bremse AG
Chart
€100.60
Latest Week 2026-06-05
Consumer CyclicalAuto PartsLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.37
OS Score
16.0%
Value
77.0%
Quality
68.0%
Momentum
5/9
F-Score
0.351
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
16.0%ile
P/E
38.4×
P/S
2.1×
P/B
5.6×
E/P
0.0260
FCF Yield
0.046
EBITDA/EV
0.067
SH Yield
0.004
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
82.00000000
/100 — 1=cheapest
VC2 (Trending Value)
85.00000000
/100
VC3 (Buyback)
86.00000000
/100
P/E of 38.4x is premium-priced — the market is paying up for expected growth. VC2 score of 85.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
77.0%ile
ROE
0.147
ROA
0.049
Net Margin
0.054
Op Margin
0.106
GPA
0.498
Current
1.79
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.005
Earn Growth
-0.195
Accruals
-0.084
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
68.0%ile
6M Return
13.2%
12M Return
15.4%
12-1 Mom
18.1%
Risk-Adj
0.63
Vol 252d
28.7%
Vol 60d
66.1%
↑ Expanding
Max DD 12M
-16.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (66%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.37
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 86 peers
Sector Value %ile
16.1%
Sector Quality %ile
80.5%
P/E z-score
-0.01
P/B z-score
0.29
Sector Avg OS
48.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HMSB H & M Hennes & Mauritz AB (publ) 99.0% 99.0% 92.0% 92.0%
BIJ Bijou Brigitte modische Accessoires Aktiengesellschaft 97.0% 78.0% 96.0% 77.0%
AFT Abercrombie & Fitch Co. 96.0% 92.0% 83.0% 59.0%
BOSS Hugo Boss AG 93.0% 89.0% 95.0% 27.0%
TUI1 TUI AG 93.0% 97.0% 79.0% 30.0%
DEX Delticom AG 92.0% 97.0% 41.0% 63.0%
ZIL2 ElringKlinger AG 90.0% 94.0% 20.0% 81.0%
FAU Forvia SE 89.0% 89.0% 25.0% 84.0%
Factor Interactions
Quality at a Premium
High quality (77th) but expensive (16th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (66%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
36.9% avg (7 factors)
Quality
C
55.8% avg (7 factors)
Momentum
C
50.7% avg (4 factors)
Risk
B
68.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.370—0—
Value %ile0.160—1—
Quality %ile0.770—1—
Momentum %ile0.680—0—
F-Score5.000—0—
Confidence0.553—0—
Volatility0.287—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
38.43
Earnings Yield (E/P)
0.0260
Price / Sales
2.07
Price / Book
5.63
Price / Cash Flow
14.16
FCF Yield
4.6%
EBITDA / EV
6.7%
Sales Yield (1/P·S)
0.4161
Shareholder Yield
Div + net buyback / mktcap
0.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.7%
Return on Assets
4.9%
Net Margin
5.4%
Operating Margin
10.6%
Gross Profit / Assets
Novy-Marx GPA
49.8%
Current Ratio
1.79
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.084
MomentumPrice trend strength over different horizons
6M Return
13.2%
12M Return
15.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.63
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.5%
Earnings Growth (YoY)
-19.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.4%
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
82
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
85
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
86
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