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ERAG

Ernst Russ AG
Chart
€8.68
Latest Week 2026-06-05
IndustrialsMarine ShippingMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.98
OS Score
94.0%
Value
81.0%
Quality
72.0%
Momentum
#14.00000000
TV Rank
7/9
F-Score
0.873
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#14.00000000
◆
Quality × Value
QV 0.873
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 4.9
◇
VC2 Cheapest
VC2 4.00000000
📐
EBITDA/EV
57.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
13.1%
💰
High Yield
Div 10.6%
🚀
Momentum Leaders
12-1 20%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 94th
🛡
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
1.9×
P/B
1.1×
E/P
0.2047
FCF Yield
0.058
EBITDA/EV
0.573
SH Yield
0.131
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
9.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 4.9x places this firmly in deep value territory. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%ile
ROE
0.231
ROA
0.144
Net Margin
0.386
Op Margin
0.166
GPA
0.124
Current
3.37
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.085
Earn Growth
0.730
Stability
0.362
lower=better
Accruals
-0.065
lower=better
5yr Consist
No
ROE of 23% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
72.0%ile
6M Return
25.8%
12M Return
21.2%
12-1 Mom
20.5%
Risk-Adj
0.79
Vol 252d
26.0%
Vol 60d
44.1%
↑ Expanding
Max DD 12M
-11.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 20% is very strong — a clear uptrend. Near-term vol (44%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 143 peers
Sector Value %ile
91.7%
Sector Quality %ile
85.4%
P/E z-score
-0.22
P/B z-score
-0.56
Sector Avg OS
49.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MBB MBB SE 98.0% 90.0% 94.0% 74.0%
INR International Consolidated Airlines Group S.A. 98.0% 89.0% 91.0% 73.0%
AAG Aumann AG 98.0% 93.0% 90.0% 63.0%
AFR0 Air France-KLM SA 97.0% 91.0% 76.0% 71.0%
XD4 Strabag SE 97.0% 87.0% 86.0% 71.0%
QJQ ISS A/S 97.0% 98.0% 88.0% 51.0%
ABS2 PORR AG 96.0% 92.0% 60.0% 83.0%
KSB3 KSB SE & Co. KGaA 95.0% 90.0% 76.0% 61.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (94th) and quality (81th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (94th value) with strong momentum (72th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 13.1% backed by 5.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (44%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
90.9% avg (7 factors)
Quality
B
73.0% avg (7 factors)
Momentum
C
58.0% avg (4 factors)
Risk
B
73.3% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.980—1—
Value %ile0.940—1—
Quality %ile0.810—1—
Momentum %ile0.720—1—
F-Score7.000—1—
Confidence0.939—1—
Volatility0.260—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.88
Earnings Yield (E/P)
0.2047
Price / Sales
1.89
Price / Book
1.13
Price / Cash Flow
3.37
FCF Yield
5.8%
EBITDA / EV
57.3%
Sales Yield (1/P·S)
0.8902
Shareholder Yield
Div + net buyback / mktcap
13.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.1%
Return on Assets
14.4%
Net Margin
38.6%
Operating Margin
16.6%
Gross Profit / Assets
Novy-Marx GPA
12.4%
Current Ratio
3.37
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.065
External Financing
Net issuance — lower=better
0.018
MomentumPrice trend strength over different horizons
6M Return
25.8%
12M Return
21.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
20.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.79
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-8.5%
Earnings Growth (YoY)
73.0%
Earnings Stability (CV)
Lower = more stable
0.362
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
10.6%
Buyback Yield
2.5%
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
9
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
14
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
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