Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1da1a694-76e0-4de0-9345-596d51fd92c0/
NVGS
Navigator Holdings LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.788
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 13.2
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 68%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 85th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.52
V
Value Analysis
Cheapness relative to fundamentals
85.0%ile
P/E
13.2×
P/S
2.5×
P/B
1.2×
E/P
0.0759
FCF Yield
0.111
EBITDA/EV
0.135
SH Yield
0.013
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
16.00000000
/100
VC3 (Buyback)
16.00000000
/100
FCF yield of 11.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
0.091
ROA
0.048
Net Margin
0.188
Op Margin
0.279
GPA
0.092
D/E
0.86
Current
1.15
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.013
Earn Growth
0.206
Stability
0.262
lower=better
Accruals
-0.035
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
23.5%
12M Return
59.4%
12-1 Mom
67.8%
Risk-Adj
2.52
Vol 252d
26.9%
Vol 60d
65.2%
↑ Expanding
Max DD 12M
-14.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 68% is very strong — a clear uptrend. Risk-adjusted momentum of 2.52 is excellent — strong returns relative to volatility. Near-term vol (65%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 226 peers
Sector Value %ile
67.4%
Sector Quality %ile
62.1%
P/E z-score
-0.46
P/B z-score
-0.07
Sector Avg OS
71.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (85th) and quality (73th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (85th value) with strong momentum (87th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (65%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.7% avg (7 factors)
Quality
C
52.5% avg (8 factors)
Momentum
A
88.6% avg (4 factors)
Risk
B
71.9% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.950 | —1 | — | |
| Value %ile | 0.850 | —1 | — | |
| Quality %ile | 0.730 | —1 | — | |
| Momentum %ile | 0.870 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.269 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.17
Earnings Yield (E/P)
0.0759
Price / Sales
2.48
Price / Book
1.20
Price / Cash Flow
7.60
FCF Yield
11.1%
EBITDA / EV
13.5%
Sales Yield (1/P·S)
0.2707
Shareholder Yield
Div + net buyback / mktcap
1.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.1%
Return on Assets
4.8%
Net Margin
18.8%
Operating Margin
27.9%
Gross Profit / Assets
Novy-Marx GPA
9.2%
Debt / Equity
0.86
Current Ratio
1.15
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.035
MomentumPrice trend strength over different horizons
6M Return
23.5%
12M Return
59.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
67.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.52
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.3%
Earnings Growth (YoY)
20.6%
Earnings Stability (CV)
Lower = more stable
0.262
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
1.3%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
16
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
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