Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/26ad8267-ff43-4a8b-98b4-3bdce2e9b987/
NMR
Nomura Holdings Inc ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.635
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 30%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.02
V
Value Analysis
Cheapness relative to fundamentals
64.0%ile
P/B
0.0×
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
37.00000000
/100 — 1=cheapest
VC2 (Trending Value)
37.00000000
/100
VC3 (Buyback)
37.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
63.0%ile
ROE
0.098
ROA
0.006
Net Margin
0.076
Op Margin
0.250
GPA
0.035
D/E
15.86
Current
1.43
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.056
Earn Growth
0.063
Stability
0.162
lower=better
Accruals
0.019
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 15.86 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
64.0%ile
6M Return
7.5%
12M Return
38.0%
12-1 Mom
30.5%
Risk-Adj
1.02
Vol 252d
30.0%
Vol 60d
68.6%
↑ Expanding
Max DD 12M
-22.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 30% is very strong — a clear uptrend. Near-term vol (69%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.78
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
13.6%
Sector Quality %ile
23.8%
P/B z-score
-0.11
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (69%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (1 factors)
Quality
D
31.8% avg (8 factors)
Momentum
B
61.7% avg (4 factors)
Risk
B
66.7% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.780 | —1 | — | |
| Value %ile | 0.640 | —0 | — | |
| Quality %ile | 0.630 | —0 | — | |
| Momentum %ile | 0.640 | —0 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.300 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.01
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.8%
Return on Assets
0.6%
Net Margin
7.6%
Operating Margin
25.0%
Gross Profit / Assets
Novy-Marx GPA
3.5%
Debt / Equity
15.86
Current Ratio
1.43
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.019
MomentumPrice trend strength over different horizons
6M Return
7.5%
12M Return
38.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
30.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.02
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.6%
Earnings Growth (YoY)
6.3%
Earnings Stability (CV)
Lower = more stable
0.162
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
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
37
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
37
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
37
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
Yes
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