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ARRD

ArcelorMittal S.A.
Chart
€59.34
Latest Week 2026-06-05
Basic MaterialsSteelLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.8
OS Score
76.0%
Value
8.0%
Quality
93.0%
Momentum
6/9
F-Score
0.247
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
OS 0.800
↗
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 99%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.80
V
Value Analysis
Cheapness relative to fundamentals
76.0%ile
P/E
15.4×
P/S
0.7×
P/B
0.8×
E/P
0.0648
FCF Yield
0.009
EBITDA/EV
0.073
SH Yield
0.013
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
28.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
21.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
8.0%ile
ROE
0.053
ROA
0.030
Net Margin
0.047
Op Margin
-0.008
GPA
0.045
Current
1.39
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.017
Earn Growth
1.377
Stability
0.846
lower=better
Accruals
-0.023
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
93.0%ile
6M Return
63.1%
12M Return
126.5%
12-1 Mom
99.5%
Risk-Adj
2.80
Vol 252d
35.6%
Vol 60d
82.8%
↑ Expanding
Max DD 12M
-24.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 99% is very strong — a clear uptrend. Risk-adjusted momentum of 2.80 is excellent — strong returns relative to volatility. Near-term vol (83%) is expanding vs long-term (36%) — 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
Basic Materials · 43 peers
Sector Value %ile
79.5%
Sector Quality %ile
20.5%
P/E z-score
-0.36
P/B z-score
-0.80
Sector Avg OS
59.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ABR0 Barrick Mining Corporation 98.0% 81.0% 97.0% 92.0%
KIN2 Kinross Gold Corporation 98.0% 76.0% 99.0% 90.0%
NMM Newmont Corporation 97.0% 73.0% 98.0% 92.0%
KWS KWS SAAT SE & Co. KGaA 96.0% 89.0% 76.0% 75.0%
MZX Masterflex SE 93.0% 76.0% 84.0% 70.0%
RIO1 Rio Tinto Group 89.0% 63.0% 68.0% 90.0%
DLX Delignit AG 89.0% 91.0% 33.0% 71.0%
VAS Voestalpine AG 87.0% 77.0% 29.0% 93.0%
Factor Interactions
Trending Value Signal
Cheap (76th value) with strong momentum (93th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (76th value) but weak quality (8th). Classic value trap risk.
Volatility Expanding
60-day vol (83%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
56.5% avg (7 factors)
Quality
F
26.8% avg (7 factors)
Momentum
A
98.7% avg (4 factors)
Risk
C
57.4% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.800—1—
Value %ile0.760—1—
Quality %ile0.080—1—
Momentum %ile0.930—1—
F-Score6.000—0—
Confidence0.939—1—
Volatility0.356—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.44
Earnings Yield (E/P)
0.0648
Price / Sales
0.73
Price / Book
0.82
Price / Cash Flow
8.76
FCF Yield
0.9%
EBITDA / EV
7.3%
Sales Yield (1/P·S)
1.1389
Shareholder Yield
Div + net buyback / mktcap
1.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.3%
Return on Assets
3.0%
Net Margin
4.7%
Operating Margin
-0.8%
Gross Profit / Assets
Novy-Marx GPA
4.5%
Current Ratio
1.39
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.023
MomentumPrice trend strength over different horizons
6M Return
63.1%
12M Return
126.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
99.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.80
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.7%
Earnings Growth (YoY)
137.7%
Earnings Stability (CV)
Lower = more stable
0.846
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.9%
Buyback Yield
0.4%
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
28
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
21
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