Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0c48e8c3-fff3-4a43-8258-f279d429640f/
NPCT
Nuveen Core Plus Impact FundSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.829
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
13.5%
💰
High Yield
Div 13.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 86th
🛡
Low Volatility
Vol 11%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
11.1×
P/S
8.1×
P/B
0.9×
E/P
0.0901
FCF Yield
0.142
EBITDA/EV
0.090
SH Yield
0.135
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 11.1x places this firmly in deep value territory. FCF yield of 14.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
80.0%ile
ROE
0.080
ROA
0.051
Net Margin
0.727
Op Margin
0.727
GPA
0.051
D/E
0.57
Current
0.00
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
-0.029
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
27.0%ile
6M Return
-0.1%
12M Return
4.2%
12-1 Mom
9.4%
Risk-Adj
0.89
Vol 252d
10.6%
Vol 60d
24.0%
↑ Expanding
Max DD 12M
-6.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (24%) is expanding vs long-term (11%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
64.1%
Sector Quality %ile
60.9%
P/E z-score
-0.14
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (86th) and quality (80th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 13.5% backed by 14.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (24%) significantly exceeds 252-day (11%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
76.2% avg (7 factors)
Quality
C
52.0% avg (8 factors)
Momentum
D
42.1% avg (4 factors)
Risk
A
99.1% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.860 | —1 | — | |
| Value %ile | 0.860 | —1 | — | |
| Quality %ile | 0.800 | —1 | — | |
| Momentum %ile | 0.270 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.786 | —1 | — | |
| Volatility | 0.106 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.10
Earnings Yield (E/P)
0.0901
Price / Sales
8.07
Price / Book
0.88
Price / Cash Flow
7.05
FCF Yield
14.2%
EBITDA / EV
9.0%
Sales Yield (1/P·S)
0.1239
Shareholder Yield
Div + net buyback / mktcap
13.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.0%
Return on Assets
5.1%
Net Margin
72.7%
Operating Margin
72.7%
Gross Profit / Assets
Novy-Marx GPA
5.1%
Debt / Equity
0.57
Current Ratio
0.00
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.029
MomentumPrice trend strength over different horizons
6M Return
-0.1%
12M Return
4.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
9.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.89
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
13.5%
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
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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
CapEx
Equity