Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1e101796-5c8c-4691-ad3c-1b3e98c5b8da/
NAC
NAOS Ex-50 Opportunities Company LimitedSnapshot 2026-06-07 · 0.0w · Fresh
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
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 46%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.33
V
Value Analysis
Cheapness relative to fundamentals
34.0%ile
P/E
3.6×
P/S
2.5×
P/B
0.8×
FCF Yield
-0.005
SH Yield
0.040
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
65.00000000
/100 — 1=cheapest
VC2 (Trending Value)
65.00000000
/100
VC3 (Buyback)
65.00000000
/100
P/E of 3.6x places this firmly in deep value territory. Negative FCF yield (-0.5%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
33.0%ile
ROE
0.214
ROA
0.142
Net Margin
0.691
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
5yr Consist
No
ROE of 21% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
34.0%ile
6M Return
-6.7%
12M Return
46.4%
12-1 Mom
46.2%
Risk-Adj
1.33
Vol 252d
34.7%
Vol 60d
79.2%
↑ Expanding
Max DD 12M
-17.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 46% is very strong — a clear uptrend. Near-term vol (79%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.3
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 158 peers
Sector Value %ile
29.6%
Sector Quality %ile
33.3%
P/E z-score
-0.47
P/B z-score
-0.09
Sector Avg OS
58.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (79%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.7% avg (5 factors)
Quality
A
77.4% avg (3 factors)
Momentum
B
66.8% avg (4 factors)
Risk
C
58.8% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.300 | —1 | — | |
| Value %ile | 0.340 | —0 | — | |
| Quality %ile | 0.330 | —0 | — | |
| Momentum %ile | 0.340 | —0 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.368 | —1 | — | |
| Volatility | 0.347 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.56
Price / Sales
2.46
Price / Book
0.76
FCF Yield
-0.5%
Sales Yield (1/P·S)
0.2483
Shareholder Yield
Div + net buyback / mktcap
4.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.4%
Return on Assets
14.2%
Net Margin
69.1%
External Financing
Net issuance — lower=better
0.065
MomentumPrice trend strength over different horizons
6M Return
-6.7%
12M Return
46.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
46.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.33
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
9.0%
Buyback Yield
-4.9%
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
65
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
65
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
65
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