Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/df3532e2-83e2-42db-9714-661fc2997334/
DEQ
Deutsche EuroShop AGSnapshot 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
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
70.0%ile
P/E
7.2×
P/S
5.6×
P/B
0.8×
E/P
0.1383
FCF Yield
0.044
EBITDA/EV
0.070
SH Yield
0.007
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
41.00000000
/100 — 1=cheapest
VC2 (Trending Value)
61.00000000
/100
VC3 (Buyback)
62.00000000
/100
P/E of 7.2x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
37.0%ile
ROE
0.110
ROA
0.046
Net Margin
0.779
Op Margin
0.797
GPA
0.048
Current
6.52
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.004
Earn Growth
0.741
Stability
0.843
lower=better
Accruals
0.016
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
9.3%
12M Return
15.0%
12-1 Mom
11.7%
Risk-Adj
0.70
Vol 252d
16.6%
Vol 60d
28.0%
↑ Expanding
Max DD 12M
-10.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (28%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.78
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 27 peers
Sector Value %ile
60.7%
Sector Quality %ile
42.9%
P/E z-score
-0.27
P/B z-score
-0.16
Sector Avg OS
48.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (28%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.8% avg (7 factors)
Quality
C
59.6% avg (7 factors)
Momentum
C
47.6% avg (4 factors)
Risk
A
89.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.780 | —1 | — | |
| Value %ile | 0.700 | —1 | — | |
| Quality %ile | 0.370 | —0 | — | |
| Momentum %ile | 0.670 | —0 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.166 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.23
Earnings Yield (E/P)
0.1383
Price / Sales
5.63
Price / Book
0.79
Price / Cash Flow
10.97
FCF Yield
4.4%
EBITDA / EV
7.0%
Sales Yield (1/P·S)
0.0848
Shareholder Yield
Div + net buyback / mktcap
0.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.0%
Return on Assets
4.6%
Net Margin
77.9%
Operating Margin
79.7%
Gross Profit / Assets
Novy-Marx GPA
4.8%
Current Ratio
6.52
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.016
MomentumPrice trend strength over different horizons
6M Return
9.3%
12M Return
15.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
11.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.70
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.4%
Earnings Growth (YoY)
74.1%
Earnings Stability (CV)
Lower = more stable
0.843
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
Buyback Yield
0.7%
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
41
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
61
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
62
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