Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f1a68842-bb14-40f4-b45d-6e0ce977253c/

Z29

029 Group SE
Chart
43.20 EUR
Latest Week 2026-07-31
Financial ServicesAsset ManagementMICRO
Snapshot 2026-07-26 · 1.0w · Fresh
0.7
OS Score
57.0%
Value
55.0%
Quality
57.0%
Momentum
3/9
F-Score
0.560
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 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
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
57.0%ile
P/B
15.8×
FCF Yield
-0.002
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
45.00000000
/100 — 1=cheapest
VC2 (Trending Value)
46.00000000
/100
VC3 (Buyback)
46.00000000
/100
Negative FCF yield (-0.2%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
55.0%ile
ROE
-0.171
ROA
-0.160
Net Margin
1.222
Op Margin
1.206
GPA
-0.136
Current
1.10
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
-0.130
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
57.0%ile
6M Return
36.7%
12M Return
46.9%
12-1 Mom
38.1%
Risk-Adj
0.64
Vol 252d
59.3%
Vol 60d
123.5%
↑ Expanding
Max DD 12M
-28.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 38% is very strong — a clear uptrend. Near-term vol (123%) is expanding vs long-term (59%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.7
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
62.1%
Sector Quality %ile
69.5%
P/B z-score
2.00
Sector Avg OS
51.7%
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%
BNP BNP Paribas SA 95.0% 84.0% 65.0% 82.0%
FO4N ageas SA/NV 95.0% 86.0% 59.0% 77.0%
UN9 UNIQA Insurance Group AG 95.0% 82.0% 68.0% 85.0%
RAW Raiffeisen Bank International AG 95.0% 77.0% 57.0% 96.0%
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
Volatility Expanding
60-day vol (123%) significantly exceeds 252-day (59%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
8.0% avg (3 factors)
Quality
C
46.3% avg (7 factors)
Momentum
B
73.5% avg (4 factors)
Risk
F
17.9% 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 Composite0.700—2—
Value %ile0.570—0—
Quality %ile0.550—0—
Momentum %ile0.570—0—
F-Score3.000—8—
Confidence0.595—0—
Volatility0.593—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
15.82
FCF Yield
-0.2%
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-17.1%
Return on Assets
-16.0%
Net Margin
122.2%
Operating Margin
120.6%
Gross Profit / Assets
Novy-Marx GPA
-13.6%
Current Ratio
1.10
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.130
MomentumPrice trend strength over different horizons
6M Return
36.7%
12M Return
46.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
38.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.64
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
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
45
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
46
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
46
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