Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2f8dc64f-d767-4405-b6bd-a2bcc3ba2d43/
NVM
Novem Group S.A.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.897
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 5.6
◇
VC2 Cheapest
VC2 8.00000000
📐
EBITDA/EV
39.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 97th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
5.6×
P/S
0.2×
P/B
1.2×
E/P
0.1799
FCF Yield
0.321
EBITDA/EV
0.393
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
10.00000000
/100
P/E of 5.6x places this firmly in deep value territory. FCF yield of 32.1% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
0.208
ROA
0.036
Net Margin
0.039
Op Margin
0.046
GPA
0.470
Current
0.85
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.148
Earn Growth
-0.680
Stability
2.065
lower=better
Accruals
-0.099
lower=better
5yr Consist
No
ROE of 21% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
4.0%ile
6M Return
-3.4%
12M Return
-40.9%
12-1 Mom
-37.7%
Risk-Adj
-1.57
Vol 252d
23.9%
Vol 60d
58.9%
↑ Expanding
Max DD 12M
-41.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -38% signals a downtrend — price is moving against you. Near-term vol (59%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 86 peers
Sector Value %ile
97.7%
Sector Quality %ile
85.1%
P/E z-score
-0.47
P/B z-score
-0.43
Sector Avg OS
47.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (83th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (4th) despite looking cheap (97th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (59%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.9% avg (7 factors)
Quality
C
48.9% avg (7 factors)
Momentum
F
8.3% avg (4 factors)
Risk
A
76.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —1 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.830 | —1 | — | |
| Momentum %ile | 0.040 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.839 | —1 | — | |
| Volatility | 0.239 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.56
Earnings Yield (E/P)
0.1799
Price / Sales
0.21
Price / Book
1.16
Price / Cash Flow
1.49
FCF Yield
32.1%
EBITDA / EV
39.3%
Sales Yield (1/P·S)
2.6869
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.8%
Return on Assets
3.6%
Net Margin
3.9%
Operating Margin
4.6%
Gross Profit / Assets
Novy-Marx GPA
47.0%
Current Ratio
0.85
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.099
MomentumPrice trend strength over different horizons
6M Return
-3.4%
12M Return
-40.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-37.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.57
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-14.8%
Earnings Growth (YoY)
-68.0%
Earnings Stability (CV)
Lower = more stable
2.065
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
54
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
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Op Income
OCF
CapEx
Equity