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NBIS
Nebius Group N.V.Snapshot 2026-08-02 · 0.1w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.40
V
Value Analysis
Cheapness relative to fundamentals
5.0%ile
P/E
57.8×
P/S
55.1×
P/B
6.7×
E/P
0.0171
FCF Yield
0.182
EBITDA/EV
0.028
SH Yield
-0.024
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
97.00000000
/100 — 1=cheapest
VC2 (Trending Value)
98.00000000
/100
VC3 (Buyback)
98.00000000
/100
P/E of 57.8x is premium-priced — the market is paying up for expected growth. FCF yield of 18.2% is strong — the business generates significant free cash relative to price. VC2 score of 98.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.116
ROA
0.038
Net Margin
0.953
Op Margin
0.949
GPA
0.019
D/E
2.08
Current
8.33
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
4.915
Stability
55.471
lower=better
Accruals
-0.090
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.08 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
98.0%ile
6M Return
123.5%
12M Return
266.2%
12-1 Mom
314.7%
Risk-Adj
3.40
Vol 252d
92.5%
Vol 60d
200.4%
↑ Expanding
Max DD 12M
-38.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 315% is very strong — a clear uptrend. Risk-adjusted momentum of 3.40 is excellent — strong returns relative to volatility. Near-term vol (200%) is expanding vs long-term (92%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.52
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 240 peers
Sector Value %ile
3.7%
Sector Quality %ile
88.4%
P/E z-score
0.66
P/B z-score
0.02
Sector Avg OS
52.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (91th) and momentum (98th) but expensive (5th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (98th) but high volatility (92%). Momentum could reverse sharply.
Quality at a Premium
High quality (91th) but expensive (5th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (200%) significantly exceeds 252-day (92%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
20.4% avg (7 factors)
Quality
B
62.4% avg (8 factors)
Momentum
A
100.0% avg (4 factors)
Risk
F
0.0% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends9 snapshots
Factor Persistence9 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.520 | —0 | — | |
| Value %ile | 0.050 | —9 | — | |
| Quality %ile | 0.910 | —9 | — | |
| Momentum %ile | 0.980 | —9 | — | |
| F-Score | 7.000 | —9 | — | |
| Confidence | 0.889 | —9 | — | |
| Volatility | 0.925 | —9 | — |
Value Lens2021-08-03 → 2026-08-02
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
57.80
Earnings Yield (E/P)
0.0171
Price / Sales
55.07
Price / Book
6.68
Price / Cash Flow
17.02
FCF Yield
18.2%
EBITDA / EV
2.8%
Sales Yield (1/P·S)
0.0180
Shareholder Yield
Div + net buyback / mktcap
-2.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.6%
Return on Assets
3.8%
Net Margin
95.3%
Operating Margin
94.9%
Gross Profit / Assets
Novy-Marx GPA
1.9%
Debt / Equity
2.08
Current Ratio
8.33
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.090
MomentumPrice trend strength over different horizons
6M Return
123.5%
12M Return
266.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
314.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.40
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
491.5%
Earnings Stability (CV)
Lower = more stable
55.471
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Buyback Yield
-2.4%
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
97
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
98
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
98
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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