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FTK

flatexDEGIRO SE
Chart
€33.88
Latest Week 2026-06-05
Financial ServicesCapital MarketsMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.42
OS Score
11.0%
Value
79.0%
Quality
82.0%
Momentum
7/9
F-Score
0.295
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
11.0%ile
P/E
33.4×
P/S
8.1×
P/B
4.6×
E/P
0.0299
FCF Yield
0.032
EBITDA/EV
0.054
SH Yield
0.009
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
91.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
92.00000000
/100
P/E of 33.4x is premium-priced — the market is paying up for expected growth. VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
79.0%ile
ROE
0.137
ROA
0.021
Net Margin
0.241
Op Margin
0.371
GPA
0.058
Current
1.20
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.246
Earn Growth
0.552
Accruals
-0.011
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
6.7%
12M Return
43.9%
12-1 Mom
28.3%
Risk-Adj
0.64
Vol 252d
44.1%
Vol 60d
106.4%
↑ Expanding
Max DD 12M
-28.0%
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 (106%) is expanding vs long-term (44%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.42
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
6.3%
Sector Quality %ile
91.6%
P/E z-score
0.11
P/B z-score
0.30
Sector Avg OS
56.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PA9 The Travelers Companies, Inc. 98.0% 91.0% 75.0% 88.0%
LUS1 Lang & Schwarz Aktiengesellschaft 97.0% 95.0% 68.0% 81.0%
BNP BNP Paribas SA 96.0% 91.0% 66.0% 75.0%
DBK Deutsche Bank Aktiengesellschaft 96.0% 93.0% 69.0% 67.0%
RAW Raiffeisen Bank International AG 95.0% 83.0% 59.0% 90.0%
FO4N ageas SA/NV 95.0% 93.0% 61.0% 68.0%
BCY Barclays PLC 95.0% 85.0% 66.0% 80.0%
UN9 UNIQA Insurance Group AG 95.0% 80.0% 72.0% 83.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (79th) and momentum (82th) but expensive (11th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (82th) but high volatility (44%). Momentum could reverse sharply.
Quality at a Premium
High quality (79th) but expensive (11th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (106%) significantly exceeds 252-day (44%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
33.5% avg (7 factors)
Quality
C
50.0% avg (7 factors)
Momentum
B
60.0% avg (4 factors)
Risk
D
43.1% avg (1 factors)
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 Composite0.420—0—
Value %ile0.110—1—
Quality %ile0.790—1—
Momentum %ile0.820—1—
F-Score7.000—1—
Confidence0.534—0—
Volatility0.441—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
33.42
Earnings Yield (E/P)
0.0299
Price / Sales
8.06
Price / Book
4.58
Price / Cash Flow
22.08
FCF Yield
3.2%
EBITDA / EV
5.4%
Sales Yield (1/P·S)
0.1241
Shareholder Yield
Div + net buyback / mktcap
0.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.7%
Return on Assets
2.1%
Net Margin
24.1%
Operating Margin
37.1%
Gross Profit / Assets
Novy-Marx GPA
5.8%
Current Ratio
1.20
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.011
External Financing
Net issuance — lower=better
0.005
MomentumPrice trend strength over different horizons
6M Return
6.7%
12M Return
43.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
28.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.64
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
24.6%
Earnings Growth (YoY)
55.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.1%
Buyback Yield
0.8%
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
91
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
91
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
92
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