Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2e23f5c0-062a-499a-adbc-fd622496d5a2/
NATR
Natures Sunshine Products IncSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.845
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
14.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 31%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 84%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.95
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
84.0%ile
P/E
18.8×
P/S
0.8×
P/B
2.2×
E/P
0.1002
FCF Yield
0.125
EBITDA/EV
0.144
SH Yield
0.044
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
21.00000000
/100
VC3 (Buyback)
24.00000000
/100
FCF yield of 12.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%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
83.0%ile
6M Return
-2.1%
12M Return
36.2%
12-1 Mom
31.3%
Risk-Adj
0.64
Vol 252d
49.2%
Vol 60d
120.0%
↑ Expanding
Max DD 12M
-28.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 31% is very strong — a clear uptrend. Near-term vol (120%) is expanding vs long-term (49%) — 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
· 217 peers
Sector Value %ile
78.4%
Sector Quality %ile
86.7%
P/E z-score
-0.22
P/B z-score
-0.07
Sector Avg OS
51.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (84th) and quality (85th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (84th value) with strong momentum (83th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 4.4% backed by 12.5% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (83th) but high volatility (49%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (120%) significantly exceeds 252-day (49%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
77.3% avg (7 factors)
Quality
C
59.6% avg (8 factors)
Momentum
C
56.1% avg (4 factors)
Risk
D
34.6% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.950 | —6 | — | |
| Value %ile | 0.840 | —6 | — | |
| Quality %ile | 0.850 | —6 | — | |
| Momentum %ile | 0.830 | —6 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.951 | —6 | — | |
| Volatility | 0.492 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.80
Earnings Yield (E/P)
0.1002
Price / Sales
0.76
Price / Book
2.24
Price / Cash Flow
12.12
FCF Yield
12.5%
EBITDA / EV
14.4%
Sales Yield (1/P·S)
1.5857
Shareholder Yield
Div + net buyback / mktcap
4.4%
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
-2.1%
12M Return
36.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
31.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.64
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
Buyback Yield
4.4%
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
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
21
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
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