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AFT

Abercrombie & Fitch Co.
Chart
€67.00
Latest Week 2026-06-05
Consumer CyclicalApparel RetailMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.96
OS Score
92.0%
Value
83.0%
Quality
59.0%
Momentum
#32.00000000
TV Rank
5/9
F-Score
0.874
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
#32.00000000
◆
Quality × Value
QV 0.874
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.6
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 6.00000000
📐
EBITDA/EV
25.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
15.9%
💰
High Yield
✗
🚀
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
92.0%ile
P/E
6.1×
P/S
0.6×
P/B
2.2×
E/P
0.1650
FCF Yield
0.109
EBITDA/EV
0.252
SH Yield
0.159
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
11.00000000
/100 — 1=cheapest
VC2 (Trending Value)
6.00000000
/100
VC3 (Buyback)
7.00000000
/100
P/E of 6.1x places this firmly in deep value territory. FCF yield of 10.9% is strong — the business generates significant free cash relative to price. VC2 score of 6.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
0.361
ROA
0.143
Net Margin
0.096
Op Margin
0.133
GPA
0.914
Current
1.49
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.064
Earn Growth
-0.029
Stability
0.313
lower=better
Accruals
-0.032
lower=better
5yr Consist
Yes
ROE of 36% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
59.0%ile
6M Return
11.3%
Vol 252d
77.0%
Vol 60d
53.6%
↓ Contracting
Max DD 12M
-38.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Volatility is compressing — 60d (54%) well below 252d (77%).
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 86 peers
Sector Value %ile
87.4%
Sector Quality %ile
85.1%
P/E z-score
-0.46
P/B z-score
-0.27
Sector Avg OS
47.7%
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%
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%
DIO Christian Dior SE 88.0% 74.0% 95.0% 39.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (92th) and quality (83th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 15.9% backed by 10.9% FCF yield. Returns are well-funded.
Volatility Compressing
60-day vol (54%) well below 252-day (77%). Price action is stabilising.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
95.0% avg (7 factors)
Quality
B
69.3% avg (7 factors)
Momentum
C
51.6% avg (1 factors)
Risk
F
0.0% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.960—1—
Value %ile0.920—1—
Quality %ile0.830—1—
Momentum %ile0.590—0—
F-Score5.000—0—
Confidence0.879—1—
Volatility0.770—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.06
Earnings Yield (E/P)
0.1650
Price / Sales
0.58
Price / Book
2.19
Price / Cash Flow
4.96
FCF Yield
10.9%
EBITDA / EV
25.2%
Sales Yield (1/P·S)
1.5129
Shareholder Yield
Div + net buyback / mktcap
15.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
36.1%
Return on Assets
14.3%
Net Margin
9.6%
Operating Margin
13.3%
Gross Profit / Assets
Novy-Marx GPA
91.4%
Current Ratio
1.49
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.032
MomentumPrice trend strength over different horizons
6M Return
11.3%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.4%
Earnings Growth (YoY)
-2.9%
Earnings Stability (CV)
Lower = more stable
0.313
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
0.0%
Buyback Yield
15.9%
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
11
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
6
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
32
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