Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f0f1ee87-41b8-4a0e-8bdc-eacdf8557d06/

AXA

AXA SA
Chart
44.99 EUR
Latest Week 2026-07-31
Financial ServicesInsurance - DiversifiedLARGE
Snapshot 2026-07-26 · 1.0w · Fresh
0.92
OS Score
78.0%
Value
78.0%
Quality
63.0%
Momentum
7/9
F-Score
0.780
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.780
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
10.8%
💰
High Yield
Div 5.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.80
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
78.0%ile
P/E
9.3×
P/S
0.9×
P/B
1.9×
E/P
0.0806
FCF Yield
0.166
EBITDA/EV
0.075
SH Yield
0.108
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
20.00000000
/100
P/E of 9.3x places this firmly in deep value territory. FCF yield of 16.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
78.0%ile
ROE
0.208
ROA
0.015
Net Margin
0.092
Op Margin
0.100
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.026
Earn Growth
0.315
Accruals
-0.020
lower=better
5yr Consist
No
ROE of 21% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
63.0%ile
6M Return
26.1%
12M Return
12.4%
12-1 Mom
8.6%
Risk-Adj
0.39
Vol 252d
22.4%
Vol 60d
48.5%
↑ Expanding
Max DD 12M
-13.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (48%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
84.2%
Sector Quality %ile
92.6%
P/E z-score
-0.34
P/B z-score
-0.13
Sector Avg OS
51.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PA9 The Travelers Companies, Inc. 97.0% 84.0% 71.0% 92.0%
FO4N ageas SA/NV 95.0% 86.0% 59.0% 77.0%
RAW Raiffeisen Bank International AG 95.0% 77.0% 57.0% 96.0%
BNP BNP Paribas SA 95.0% 84.0% 65.0% 82.0%
UN9 UNIQA Insurance Group AG 95.0% 82.0% 68.0% 85.0%
ALV Allianz SE 94.0% 77.0% 77.0% 75.0%
BCY Barclays PLC 93.0% 76.0% 64.0% 85.0%
DBK Deutsche Bank Aktiengesellschaft 93.0% 85.0% 67.0% 63.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (78th) and quality (78th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 10.8% backed by 16.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (48%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
79.8% avg (7 factors)
Quality
C
45.1% avg (5 factors)
Momentum
C
49.1% avg (4 factors)
Risk
A
79.4% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.920—8—
Value %ile0.780—8—
Quality %ile0.780—8—
Momentum %ile0.630—0—
F-Score7.000—8—
Confidence0.669—0—
Volatility0.224—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.32
Earnings Yield (E/P)
0.0806
Price / Sales
0.86
Price / Book
1.93
Price / Cash Flow
4.08
FCF Yield
16.6%
EBITDA / EV
7.5%
Sales Yield (1/P·S)
0.8031
Shareholder Yield
Div + net buyback / mktcap
10.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.8%
Return on Assets
1.5%
Net Margin
9.2%
Operating Margin
10.0%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.020
External Financing
Net issuance — lower=better
0.015
MomentumPrice trend strength over different horizons
6M Return
26.1%
12M Return
12.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.39
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.6%
Earnings Growth (YoY)
31.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
5.2%
Buyback Yield
5.6%
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
20
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
Yes
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