Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f64261a5-77e5-4d94-bbbf-bea931bef917/
VOW
Volkswagen AGSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.1
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
26.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
9.9%
💰
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
94.0%ile
P/E
4.9×
P/S
0.1×
P/B
0.2×
E/P
0.2025
FCF Yield
-0.055
EBITDA/EV
0.260
SH Yield
0.099
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 4.9x places this firmly in deep value territory. Negative FCF yield (-5.5%) — the business is currently cash-consumptive. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
3.0%ile
ROE
0.048
ROA
0.014
Net Margin
0.029
Op Margin
0.043
GPA
0.079
Current
1.07
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.008
Earn Growth
-0.355
Stability
0.332
lower=better
Accruals
-0.007
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
32.0%ile
6M Return
-17.4%
12M Return
-4.0%
12-1 Mom
-3.2%
Risk-Adj
-0.10
Vol 252d
31.2%
Vol 60d
59.1%
↑ Expanding
Max DD 12M
-20.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (59%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.69
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 86 peers
Sector Value %ile
90.8%
Sector Quality %ile
2.3%
P/E z-score
-0.48
P/B z-score
-0.58
Sector Avg OS
48.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (94th value) but weak quality (3th). Classic value trap risk.
Volatility Expanding
60-day vol (59%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.7% avg (7 factors)
Quality
F
24.9% avg (7 factors)
Momentum
F
24.0% avg (4 factors)
Risk
B
64.6% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.690 | —0 | — | |
| Value %ile | 0.940 | —1 | — | |
| Quality %ile | 0.030 | —1 | — | |
| Momentum %ile | 0.320 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.312 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.94
Earnings Yield (E/P)
0.2025
Price / Sales
0.14
Price / Book
0.24
Price / Cash Flow
3.33
FCF Yield
-5.5%
EBITDA / EV
26.0%
Sales Yield (1/P·S)
1.6533
Shareholder Yield
Div + net buyback / mktcap
9.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.8%
Return on Assets
1.4%
Net Margin
2.9%
Operating Margin
4.3%
Gross Profit / Assets
Novy-Marx GPA
7.9%
Current Ratio
1.07
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.007
MomentumPrice trend strength over different horizons
6M Return
-17.4%
12M Return
-4.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-3.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.10
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.8%
Earnings Growth (YoY)
-35.5%
Earnings Stability (CV)
Lower = more stable
0.332
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
9.9%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
81
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