Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/03a6f0a6-cf62-460d-ac28-6da6d1206555/

NSC

Norfolk Southern Corporation
Chart
350.66 USD
Latest Week 2026-07-24
IndustrialsRailroadsLARGE
Snapshot 2026-07-26 · 0.6w · Fresh
0.4
OS Score
11.0%
Value
85.0%
Quality
70.0%
Momentum
7/9
F-Score
0.306
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 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
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.79
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
11.0%ile
P/E
29.9×
P/S
6.3×
P/B
4.8×
E/P
0.0426
FCF Yield
0.070
EBITDA/EV
0.057
SH Yield
0.016
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
92.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
90.00000000
/100
FCF yield of 7.0% is strong — the business generates significant free cash relative to price. VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.162
ROA
0.058
Net Margin
0.210
Op Margin
0.320
GPA
0.149
D/E
1.78
Current
0.83
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.030
Earn Growth
-0.213
Stability
0.212
lower=better
Accruals
-0.024
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
70.0%ile
6M Return
23.1%
12M Return
26.5%
12-1 Mom
12.8%
Risk-Adj
0.73
Vol 252d
17.7%
Vol 60d
39.4%
↑ Expanding
Max DD 12M
-11.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (39%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.4
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 500 peers
Sector Value %ile
13.0%
Sector Quality %ile
86.0%
P/E z-score
-0.10
P/B z-score
-0.05
Sector Avg OS
51.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ESEA Euroseas Ltd 99.0% 96.0% 96.0% 84.0%
CMRE Costamare Inc 98.0% 95.0% 84.0% 88.0%
DLX Deluxe Corporation 98.0% 92.0% 86.0% 87.0%
DAC Danaos Corporation 98.0% 97.0% 83.0% 85.0%
GSL Global Ship Lease Inc 98.0% 97.0% 87.0% 86.0%
CPA Copa Holdings SA 97.0% 94.0% 88.0% 79.0%
UAL United Airlines Holdings Inc 97.0% 90.0% 93.0% 78.0%
NMM Navios Maritime Partners LP Unit 97.0% 96.0% 72.0% 91.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (85th) and momentum (70th) but expensive (11th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (85th) but expensive (11th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (39%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
42.4% avg (7 factors)
Quality
C
53.8% avg (8 factors)
Momentum
C
55.7% avg (4 factors)
Risk
A
87.2% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.400—0—
Value %ile0.110—8—
Quality %ile0.850—8—
Momentum %ile0.700—1—
F-Score7.000—8—
Confidence1.000—8—
Volatility0.177—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
29.88
Earnings Yield (E/P)
0.0426
Price / Sales
6.28
Price / Book
4.85
Price / Cash Flow
21.10
FCF Yield
7.0%
EBITDA / EV
5.7%
Sales Yield (1/P·S)
0.1330
Shareholder Yield
Div + net buyback / mktcap
1.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.2%
Return on Assets
5.8%
Net Margin
21.0%
Operating Margin
32.0%
Gross Profit / Assets
Novy-Marx GPA
14.9%
Debt / Equity
1.78
Current Ratio
0.83
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.024
External Financing
Net issuance — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
23.1%
12M Return
26.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
12.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.73
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.0%
Earnings Growth (YoY)
-21.3%
Earnings Stability (CV)
Lower = more stable
0.212
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.5%
Buyback Yield
0.1%
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
92
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
91
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
90
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity