Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e31a8322-82df-4b00-bb3f-cec284d27af8/

EXJ0

Readcrest Capital AG
Chart
1.53 EUR
Latest Week 2026-07-31
Real EstateReal Estate ServicesMICRO
Snapshot 2026-07-26 · 1.0w · Fresh
0.48
OS Score
48.0%
Value
46.0%
Quality
48.0%
Momentum
0/9
F-Score
0.470
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 28%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
48.0%ile
P/B
18.1×
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
54.00000000
/100 — 1=cheapest
VC2 (Trending Value)
55.00000000
/100
VC3 (Buyback)
55.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
46.0%ile
ROE
-12.053
ROA
-0.837
GPA
0.000
Current
0.19
F-Score
0/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
5yr Consist
No
F-Score of 0/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
48.0%ile
6M Return
33.6%
12M Return
30.7%
12-1 Mom
28.1%
Risk-Adj
0.58
Vol 252d
48.1%
Vol 60d
98.7%
↑ Expanding
Max DD 12M
-43.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 28% is very strong — a clear uptrend. Near-term vol (99%) is expanding vs long-term (48%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.48
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 27 peers
Sector Value %ile
39.3%
Sector Quality %ile
60.7%
P/B z-score
35.37
Sector Avg OS
46.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
VIH1 VIB Vermögen AG 90.0% 78.0% 76.0% 59.0%
DEQ Deutsche EuroShop AG 78.0% 69.0% 68.0% 39.0%
FC9 FCR Immobilien AG 77.0% 70.0% 73.0% 31.0%
VNA Vonovia SE 77.0% 81.0% 64.0% 19.0%
GYC Grand City Properties S.A. 74.0% 78.0% 56.0% 21.0%
ADJ Adler Group S.A. 69.0% 56.0% 55.0% 57.0%
INS Instone Real Estate Group SE 62.0% 93.0% 3.0% 25.0%
DGR Deutsche Grundstücksauktionen AG 61.0% 53.0% 52.0% 53.0%
Factor Interactions
Volatility Expanding
60-day vol (99%) significantly exceeds 252-day (48%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
5.5% avg (2 factors)
Quality
F
0.0% avg (4 factors)
Momentum
B
64.3% avg (4 factors)
Risk
D
36.6% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.480—0—
Value %ile0.480—0—
Quality %ile0.460—0—
Momentum %ile0.480—0—
F-Score0.000—8—
Confidence0.446—0—
Volatility0.481—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
18.09
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-1205.3%
Return on Assets
-83.7%
Gross Profit / Assets
Novy-Marx GPA
-0.0%
Current Ratio
0.19
MomentumPrice trend strength over different horizons
6M Return
33.6%
12M Return
30.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
28.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.58
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
0
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
54
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
55
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
55
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