Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0653a3a8-5f14-41cf-a7ad-0735543f147a/
NEXA
Nexa Resources SASnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#43
◆
Quality × Value
QV 0.897
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 7.7
◇
VC2 Cheapest
VC2 4
📐
EBITDA/EV
32.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +15%
🔄
Shareholder Yield
4.6%
💰
High Yield
Div 3.8%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 97%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 2.70
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
7.7×
P/S
0.5×
P/B
1.4×
E/P
0.2179
FCF Yield
0.276
EBITDA/EV
0.320
SH Yield
0.046
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 7.7x places this firmly in deep value territory. FCF yield of 27.6% is strong — the business generates significant free cash relative to price. 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
83.0%ile
ROE
0.184
ROA
0.040
Net Margin
0.065
Op Margin
0.227
GPA
0.139
D/E
3.36
Current
0.85
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.153
Stability
12.880
lower=better
Accruals
-0.063
lower=better
5yr Consist
No
Highly leveraged with D/E of 3.36 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
96.0%ile
6M Return
3.3%
12M Return
155.6%
12-1 Mom
198.5%
Risk-Adj
2.70
Vol 252d
73.6%
Vol 60d
185.2%
↑ Expanding
Max DD 12M
-32.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 199% is very strong — a clear uptrend. Risk-adjusted momentum of 2.70 is excellent — strong returns relative to volatility. Near-term vol (185%) is expanding vs long-term (74%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 219 peers
Sector Value %ile
98.2%
Sector Quality %ile
79.5%
P/E z-score
-0.38
P/B z-score
-0.22
Sector Avg OS
53.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (83th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (97th value) with strong momentum (96th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 15% with P/E of 8×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 4.6% backed by 27.6% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (96th) but high volatility (74%). Momentum could reverse sharply.
Leveraged Returns
Strong ROE (18%) boosted by high leverage (D/E 3.4). Returns look good but come with balance sheet risk.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
91.8% avg (7 factors)
Quality
D
41.7% avg (8 factors)
Momentum
A
83.5% avg (4 factors)
Risk
F
0.0% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.990 | —7 | — | |
| Value %ile | 0.970 | —7 | — | |
| Quality %ile | 0.830 | —7 | — | |
| Momentum %ile | 0.960 | —7 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.940 | —7 | — | |
| Volatility | 0.736 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.68
Earnings Yield (E/P)
0.2179
Price / Sales
0.50
Price / Book
1.41
Price / Cash Flow
2.97
FCF Yield
27.6%
EBITDA / EV
32.0%
Sales Yield (1/P·S)
0.9577
Shareholder Yield
Div + net buyback / mktcap
4.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.4%
Return on Assets
4.0%
Net Margin
6.5%
Operating Margin
22.7%
Gross Profit / Assets
Novy-Marx GPA
13.9%
Debt / Equity
3.36
Current Ratio
0.85
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.063
MomentumPrice trend strength over different horizons
6M Return
3.3%
12M Return
155.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
198.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.70
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.3%
Earnings Stability (CV)
Lower = more stable
12.880
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
3.8%
Buyback Yield
0.8%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
43
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