The study of social values in fairy tales opens the possibility to learn about the communication of values across space and time. We propose to study the communication of values in fairy tales from Portugal, Italy and Germany using a technique called word embedding with a compass to quantify vocabulary differences and commonalities. We study how these three national traditions of fairy tales differ in their explicit references to values. To do this, we specify a list of value-charged tokens, consider their word stems and analyse the distance between these in a bespoke pre-trained Word2Vec model. We triangulate and critically discuss the validity of the resulting hypotheses emerging from this quantitative model. Our claim is that this is a reusable and reproducible method for the study of the values explicitly referenced in historical corpora. Finally, our preliminary findings hint at a shared cultural understanding and the expression of values such as Benevolence, Conformity, and Universalism across European societies, suggesting the existence of a pan-European cultural memory.