Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/32a45fe3-3f20-4658-9b7f-6186d1321fe1/
NA9
Nagarro SESnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.753
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.7
◇
VC2 Cheapest
✗
📐
EBITDA/EV
16.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
12.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 81th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
81.0%ile
P/E
10.7×
P/S
0.5×
P/B
2.9×
E/P
0.0933
FCF Yield
0.085
EBITDA/EV
0.163
SH Yield
0.120
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
21.00000000
/100 — 1=cheapest
VC2 (Trending Value)
13.00000000
/100
VC3 (Buyback)
16.00000000
/100
P/E of 10.7x places this firmly in deep value territory. FCF yield of 8.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
70.0%ile
ROE
0.272
ROA
0.064
Net Margin
0.047
Op Margin
0.126
GPA
0.399
Current
2.49
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.028
Earn Growth
-0.137
Stability
0.780
lower=better
Accruals
-0.034
lower=better
5yr Consist
No
ROE of 27% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
-46.2%
12M Return
-28.5%
12-1 Mom
-26.1%
Risk-Adj
-0.48
Vol 252d
54.2%
Vol 60d
133.3%
↑ Expanding
Max DD 12M
-48.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -26% signals a downtrend — price is moving against you. Near-term vol (133%) is expanding vs long-term (54%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.77
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 121 peers
Sector Value %ile
93.4%
Sector Quality %ile
59.0%
P/E z-score
-0.20
P/B z-score
-0.46
Sector Avg OS
37.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (81th) and quality (70th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (10th) despite looking cheap (81th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 12.0% backed by 8.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (133%) significantly exceeds 252-day (54%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.8% avg (7 factors)
Quality
B
60.8% avg (7 factors)
Momentum
F
3.6% avg (4 factors)
Risk
F
26.4% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 | 0.770 | —1 | — | |
| Value %ile | 0.810 | —1 | — | |
| Quality %ile | 0.700 | —1 | — | |
| Momentum %ile | 0.100 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.542 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.71
Earnings Yield (E/P)
0.0933
Price / Sales
0.51
Price / Book
2.91
Price / Cash Flow
6.99
FCF Yield
8.5%
EBITDA / EV
16.3%
Sales Yield (1/P·S)
1.2900
Shareholder Yield
Div + net buyback / mktcap
12.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
27.2%
Return on Assets
6.4%
Net Margin
4.7%
Operating Margin
12.6%
Gross Profit / Assets
Novy-Marx GPA
39.9%
Current Ratio
2.49
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.034
MomentumPrice trend strength over different horizons
6M Return
-46.2%
12M Return
-28.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-26.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.48
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.8%
Earnings Growth (YoY)
-13.7%
Earnings Stability (CV)
Lower = more stable
0.780
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
2.5%
Buyback Yield
9.5%
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
21
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
13
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
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