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MPCK

MPC Münchmeyer Petersen Capital AG
Chart
5.24 EUR
Latest Week 2026-07-31
Financial ServicesAsset ManagementMICRO
Snapshot 2026-07-26 · 1.0w · Fresh
0.24
OS Score
41.0%
Value
30.0%
Quality
42.0%
Momentum
6/9
F-Score
0.351
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
18.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.4%
💰
High Yield
Div 5.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 15%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.59
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
41.0%ile
P/E
7.8×
P/S
4.2×
P/B
1.3×
E/P
0.0268
FCF Yield
0.062
EBITDA/EV
0.185
SH Yield
0.054
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
35.00000000
/100 — 1=cheapest
VC2 (Trending Value)
29.00000000
/100
VC3 (Buyback)
33.00000000
/100
P/E of 7.8x places this firmly in deep value territory. FCF yield of 6.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
30.0%ile
ROE
0.162
ROA
0.140
Net Margin
0.539
Op Margin
0.093
GPA
0.112
Current
20.57
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.003
Earn Growth
0.384
Accruals
0.070
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
42.0%ile
6M Return
2.4%
12M Return
5.5%
12-1 Mom
7.6%
Risk-Adj
0.52
Vol 252d
14.5%
Vol 60d
34.4%
↑ Expanding
Max DD 12M
-10.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (34%) is expanding vs long-term (15%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.24
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 94 peers
Sector Value %ile
30.5%
Sector Quality %ile
29.5%
P/E z-score
-0.38
P/B z-score
-0.23
Sector Avg OS
52.2%
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%
RAW Raiffeisen Bank International AG 95.0% 77.0% 57.0% 96.0%
FO4N ageas SA/NV 95.0% 86.0% 59.0% 77.0%
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
Strong Capital Return
Shareholder yield 5.4% backed by 6.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (34%) significantly exceeds 252-day (15%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.1% avg (7 factors)
Quality
C
58.8% avg (7 factors)
Momentum
D
40.4% avg (4 factors)
Risk
A
92.4% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.240—2—
Value %ile0.410—0—
Quality %ile0.300—2—
Momentum %ile0.420—0—
F-Score6.000—0—
Confidence0.744—8—
Volatility0.145—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.79
Earnings Yield (E/P)
0.0268
Price / Sales
4.20
Price / Book
1.26
Price / Cash Flow
15.63
FCF Yield
6.2%
EBITDA / EV
18.5%
Sales Yield (1/P·S)
0.2869
Shareholder Yield
Div + net buyback / mktcap
5.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.2%
Return on Assets
14.0%
Net Margin
53.9%
Operating Margin
9.3%
Gross Profit / Assets
Novy-Marx GPA
11.2%
Current Ratio
20.57
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.070
MomentumPrice trend strength over different horizons
6M Return
2.4%
12M Return
5.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
7.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.52
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.3%
Earnings Growth (YoY)
38.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
5.4%
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
35
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
29
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
33
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