Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2b99c525-a76a-4b04-bbcb-e6bb713af621/
NAGE
Niagen Bioscience, Inc.Snapshot 2026-06-07 · 0.0w · 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
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 23%
📈
Consistent Earners
✗
🌱
GARP
Rev +21%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
15.0%ile
P/E
15.7×
P/S
2.2×
P/B
3.5×
E/P
0.0639
FCF Yield
0.021
EBITDA/EV
0.059
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
84.00000000
/100 — 1=cheapest
VC2 (Trending Value)
86.00000000
/100
VC3 (Buyback)
86.00000000
/100
VC2 score of 86.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
71.0%ile
ROE
0.226
ROA
0.163
Net Margin
0.143
Op Margin
0.089
GPA
0.733
D/E
0.39
Current
4.61
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.208
Earn Growth
0.321
Stability
0.567
lower=better
Accruals
0.125
lower=better
5yr Consist
No
ROE of 23% is exceptional. Conservative balance sheet with D/E of 0.39. Accruals ratio of 0.125 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
1.0%ile
6M Return
-46.5%
12M Return
-73.4%
12-1 Mom
-67.8%
Risk-Adj
-1.38
Vol 252d
49.1%
Vol 60d
112.3%
↑ Expanding
Max DD 12M
-75.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -68% signals a downtrend — price is moving against you. Near-term vol (112%) is expanding vs long-term (49%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.08
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
5.2%
Sector Quality %ile
82.6%
P/E z-score
-0.18
P/B z-score
-0.12
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 21% with P/E of 16×. Growth isn't fully priced in.
Earnings Quality Concern
ROE looks strong (23%) but high accruals (0.125) suggests earnings are accrual-heavy, not cash-backed.
Quality at a Premium
High quality (71th) but expensive (15th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (112%) significantly exceeds 252-day (49%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
47.8% avg (7 factors)
Quality
B
68.8% avg (8 factors)
Momentum
F
0.0% avg (4 factors)
Risk
D
34.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. 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 | 0.080 | —1 | — | |
| Value %ile | 0.150 | —1 | — | |
| Quality %ile | 0.710 | —1 | — | |
| Momentum %ile | 0.010 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.491 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.65
Earnings Yield (E/P)
0.0639
Price / Sales
2.24
Price / Book
3.54
Price / Cash Flow
66.73
FCF Yield
2.1%
EBITDA / EV
5.9%
Sales Yield (1/P·S)
0.5765
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
22.6%
Return on Assets
16.3%
Net Margin
14.3%
Operating Margin
8.9%
Gross Profit / Assets
Novy-Marx GPA
73.3%
Debt / Equity
0.39
Current Ratio
4.61
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.125
MomentumPrice trend strength over different horizons
6M Return
-46.5%
12M Return
-73.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-67.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.38
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
20.8%
Earnings Growth (YoY)
32.1%
Earnings Stability (CV)
Lower = more stable
0.567
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
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
84
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
86
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
86
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity