Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1f5a27ad-fba5-4844-bc4a-a248f6b4baab/
NBR
Nabors Industries Ltd.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#4.00000000
◆
Quality × Value
QV 0.955
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 6.6
◇
VC2 Cheapest
VC2 6.00000000
📐
EBITDA/EV
43.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +10%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 96th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.61
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
6.6×
P/S
0.4×
P/B
2.4×
E/P
0.1525
FCF Yield
0.480
EBITDA/EV
0.438
SH Yield
0.004
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
6.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 6.6x places this firmly in deep value territory. FCF yield of 48.0% is strong — the business generates significant free cash relative to price. VC2 score of 6.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
95.0%ile
ROE
0.366
ROA
0.047
Net Margin
0.064
Op Margin
0.204
GPA
0.181
D/E
5.17
Current
1.97
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.102
Stability
8.342
lower=better
Accruals
-0.116
lower=better
5yr Consist
No
ROE of 37% is exceptional. Highly leveraged with D/E of 5.17 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
97.0%ile
6M Return
64.2%
12M Return
218.5%
12-1 Mom
223.4%
Risk-Adj
3.61
Vol 252d
61.8%
Vol 60d
131.0%
↑ Expanding
Max DD 12M
-20.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 223% is very strong — a clear uptrend. Risk-adjusted momentum of 3.61 is excellent — strong returns relative to volatility. Near-term vol (131%) is expanding vs long-term (62%) — 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
Energy
· 226 peers
Sector Value %ile
95.2%
Sector Quality %ile
91.6%
P/E z-score
-0.76
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 (96th) and quality (95th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (96th value) with strong momentum (97th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (97th) but high volatility (62%). Momentum could reverse sharply.
Leveraged Returns
Strong ROE (37%) boosted by high leverage (D/E 5.2). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (131%) significantly exceeds 252-day (62%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
83.8% avg (7 factors)
Quality
C
53.7% avg (8 factors)
Momentum
A
100.0% avg (4 factors)
Risk
F
13.6% avg (1 factors)
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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.990 | —1 | — | |
| Value %ile | 0.960 | —1 | — | |
| Quality %ile | 0.950 | —1 | — | |
| Momentum %ile | 0.970 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.618 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.56
Earnings Yield (E/P)
0.1525
Price / Sales
0.42
Price / Book
2.40
Price / Cash Flow
1.90
FCF Yield
48.0%
EBITDA / EV
43.8%
Sales Yield (1/P·S)
1.0806
Shareholder Yield
Div + net buyback / mktcap
0.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
36.6%
Return on Assets
4.7%
Net Margin
6.4%
Operating Margin
20.4%
Gross Profit / Assets
Novy-Marx GPA
18.1%
Debt / Equity
5.17
Current Ratio
1.97
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.116
MomentumPrice trend strength over different horizons
6M Return
64.2%
12M Return
218.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
223.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.61
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.2%
Earnings Stability (CV)
Lower = more stable
8.342
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.4%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
6
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
4
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