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NATR

Natures Sunshine Products Inc
Chart
$19.79
Latest Week 2026-06-05
Consumer DefensivePackaged FoodsSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.95
OS Score
81.0%
Value
86.0%
Quality
82.0%
Momentum
6/9
F-Score
0.835
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.835
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
16.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 67%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 81th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.35
V
Value Analysis
Cheapness relative to fundamentals
81.0%ile
P/E
17.8×
P/S
0.7×
P/B
2.1×
E/P
0.0561
FCF Yield
0.143
EBITDA/EV
0.164
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
19.00000000
/100 — 1=cheapest
VC2 (Trending Value)
27.00000000
/100
VC3 (Buyback)
27.00000000
/100
FCF yield of 14.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.119
ROA
0.076
Net Margin
0.041
Op Margin
0.063
GPA
1.362
D/E
0.57
Current
2.50
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.073
Earn Growth
0.965
Stability
0.558
lower=better
Accruals
-0.042
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
-9.6%
12M Return
36.4%
12-1 Mom
67.0%
Risk-Adj
1.35
Vol 252d
49.7%
Vol 60d
122.3%
↑ Expanding
Max DD 12M
-28.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 67% is very strong — a clear uptrend. Near-term vol (122%) is expanding vs long-term (50%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 236 peers
Sector Value %ile
72.2%
Sector Quality %ile
88.6%
P/E z-score
-0.23
P/B z-score
-0.13
Sector Avg OS
49.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ABEV Ambev SA ADR 99.0% 98.0% 97.0% 80.0%
VFF Village Farms International Inc 98.0% 97.0% 78.0% 91.0%
HLF Herbalife Nutrition Ltd 97.0% 95.0% 72.0% 86.0%
SENEB Seneca Foods Corp B 97.0% 94.0% 73.0% 86.0%
SENEA Seneca Foods Corp A 96.0% 94.0% 74.0% 84.0%
DDL Dingdong (Cayman) Limited ADR 96.0% 99.0% 73.0% 71.0%
JBS JBS N.V. 95.0% 98.0% 72.0% 65.0%
BTI British American Tobacco p.l.c. 94.0% 75.0% 94.0% 77.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (81th) and quality (86th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (81th value) with strong momentum (82th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (82th) but high volatility (50%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (122%) significantly exceeds 252-day (50%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.2% avg (7 factors)
Quality
C
59.6% avg (8 factors)
Momentum
B
64.5% avg (4 factors)
Risk
D
33.8% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.950—1—
Value %ile0.810—1—
Quality %ile0.860—1—
Momentum %ile0.820—1—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.497—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.84
Earnings Yield (E/P)
0.0561
Price / Sales
0.72
Price / Book
2.13
Price / Cash Flow
11.50
FCF Yield
14.3%
EBITDA / EV
16.4%
Sales Yield (1/P·S)
1.8033
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.9%
Return on Assets
7.6%
Net Margin
4.1%
Operating Margin
6.3%
Gross Profit / Assets
Novy-Marx GPA
136.2%
Debt / Equity
0.57
Current Ratio
2.50
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.042
MomentumPrice trend strength over different horizons
6M Return
-9.6%
12M Return
36.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
67.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.35
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.3%
Earnings Growth (YoY)
96.5%
Earnings Stability (CV)
Lower = more stable
0.558
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
19
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
27
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
27
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