Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2f3fab05-a054-4848-8633-3f7b51baef0d/

NBS

Nationwide Building Society
Chart
129.00 GBp
Latest Week 2026-07-10
Financial ServicesBanks - RegionalSMALL
Snapshot 2026-07-12 · 0.7w · Fresh
0.7
OS Score
96.0%
Value
25.0%
Quality
25.0%
Momentum
#38.00000000
TV Rank
5/9
F-Score
0.490
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
#38
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
8.0%
💰
High Yield
Div 8.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 96%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
1.1×
P/S
0.2×
P/B
0.1×
FCF Yield
0.160
SH Yield
0.080
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 1.1x places this firmly in deep value territory. FCF yield of 16.0% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
25.0%ile
ROE
0.050
ROA
0.003
Net Margin
0.166
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.231
Earn Growth
-0.541
Accruals
-0.007
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
25.0%ile
6M Return
-0.8%
12M Return
-2.6%
12-1 Mom
-2.6%
Risk-Adj
-0.53
Vol 252d
4.9%
Vol 60d
8.2%
↑ Expanding
Max DD 12M
-4.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (8%) is expanding vs long-term (5%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.7
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 185 peers
Sector Value %ile
99.5%
Sector Quality %ile
21.5%
P/E z-score
-0.58
P/B z-score
-0.74
Sector Avg OS
55.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CRE Conduit Holdings Limited 98.0% 98.0% 84.0% 82.0%
BGEO Lion Finance Group PLC 97.0% 93.0% 71.0% 94.0%
BEZ Beazley plc 97.0% 88.0% 88.0% 90.0%
JUP Jupiter Fund Management Plc 97.0% 90.0% 86.0% 89.0%
FEML Fidelity Emerging Markets Limited 96.0% 84.0% 80.0% 96.0%
PEEL Peel Hunt Limited 96.0% 96.0% 84.0% 74.0%
STAN Standard Chartered PLC 96.0% 89.0% 78.0% 94.0%
LRE Lancashire Holdings Limited 96.0% 96.0% 80.0% 75.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (96th value) but weak quality (25th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 23% with P/E of 1×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 8.0% backed by 16.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (8%) significantly exceeds 252-day (5%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (5 factors)
Quality
D
37.7% avg (4 factors)
Momentum
F
27.1% avg (4 factors)
Risk
A
100.0% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.700—6—
Value %ile0.960—6—
Quality %ile0.250—1—
Momentum %ile0.250—1—
F-Score5.000—0—
Confidence0.683—0—
Volatility0.049—6—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.11
Price / Sales
0.18
Price / Book
0.06
Price / Cash Flow
0.30
FCF Yield
16.0%
Sales Yield (1/P·S)
0.2936
Shareholder Yield
Div + net buyback / mktcap
8.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.0%
Return on Assets
0.3%
Net Margin
16.6%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.007
MomentumPrice trend strength over different horizons
6M Return
-0.8%
12M Return
-2.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-2.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.53
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
23.1%
Earnings Growth (YoY)
-54.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
8.0%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
38
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity