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

NSC

Norfolk Southern Corporation
Chart
$313.45
Latest Week 2026-06-05
IndustrialsRailroadsLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.48
OS Score
12.0%
Value
89.0%
Quality
75.0%
Momentum
7/9
F-Score
0.327
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 27%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.61
V
Value Analysis
Cheapness relative to fundamentals
12.0%ile
P/E
26.4×
P/S
5.8×
P/B
4.5×
E/P
0.0378
FCF Yield
0.077
EBITDA/EV
0.064
SH Yield
0.017
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
90.00000000
/100 — 1=cheapest
VC2 (Trending Value)
86.00000000
/100
VC3 (Buyback)
86.00000000
/100
FCF yield of 7.7% is strong — the business generates significant free cash relative to price. VC2 score of 86.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.169
ROA
0.059
Net Margin
0.219
Op Margin
0.338
GPA
0.122
D/E
1.85
Current
0.91
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.006
Earn Growth
-0.196
Stability
0.212
lower=better
Accruals
-0.024
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
7.5%
12M Return
27.3%
12-1 Mom
26.7%
Risk-Adj
1.61
Vol 252d
16.6%
Vol 60d
39.1%
↑ Expanding
Max DD 12M
-11.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 27% is very strong — a clear uptrend. Risk-adjusted momentum of 1.61 is excellent — strong returns relative to volatility. Near-term vol (39%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.48
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 500 peers
Sector Value %ile
14.6%
Sector Quality %ile
91.8%
P/E z-score
-0.15
P/B z-score
-0.05
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CMRE Costamare Inc 99.0% 95.0% 87.0% 91.0%
ESEA Euroseas Ltd 99.0% 97.0% 96.0% 89.0%
ZTO ZTO Express (Cayman) Inc 99.0% 98.0% 93.0% 81.0%
GSL Global Ship Lease Inc 99.0% 98.0% 89.0% 88.0%
DAC Danaos Corporation 98.0% 97.0% 86.0% 86.0%
NMM Navios Maritime Partners LP Unit 98.0% 97.0% 78.0% 91.0%
DLX Deluxe Corporation 98.0% 93.0% 81.0% 89.0%
CDLR Cadeler A/S 97.0% 93.0% 91.0% 70.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (89th) and momentum (75th) but expensive (12th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (89th) but expensive (12th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (39%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
45.5% avg (7 factors)
Quality
C
54.0% avg (8 factors)
Momentum
B
61.2% avg (4 factors)
Risk
A
89.1% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.480—0—
Value %ile0.120—1—
Quality %ile0.890—1—
Momentum %ile0.750—1—
F-Score7.000—1—
Confidence1.000—1—
Volatility0.166—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
26.43
Earnings Yield (E/P)
0.0378
Price / Sales
5.79
Price / Book
4.46
Price / Cash Flow
18.79
FCF Yield
7.7%
EBITDA / EV
6.4%
Sales Yield (1/P·S)
0.1412
Shareholder Yield
Div + net buyback / mktcap
1.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.9%
Return on Assets
5.9%
Net Margin
21.9%
Operating Margin
33.8%
Gross Profit / Assets
Novy-Marx GPA
12.2%
Debt / Equity
1.85
Current Ratio
0.91
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.024
MomentumPrice trend strength over different horizons
6M Return
7.5%
12M Return
27.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
26.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.61
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.6%
Earnings Growth (YoY)
-19.6%
Earnings Stability (CV)
Lower = more stable
0.212
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.7%
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
90
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
86
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
86
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