Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/36013515-43ff-4942-b78f-aa0d34002340/
NVS
Novartis AG ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
3.1%
💰
High Yield
Div 3.1%
🚀
Momentum Leaders
12-1 28%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.30
V
Value Analysis
Cheapness relative to fundamentals
16.0%ile
P/E
21.1×
P/S
5.1×
P/B
7.4×
E/P
0.0474
FCF Yield
0.068
EBITDA/EV
0.069
SH Yield
0.031
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
87.00000000
/100 — 1=cheapest
VC2 (Trending Value)
80.00000000
/100
VC3 (Buyback)
80.00000000
/100
FCF yield of 6.8% is strong — the business generates significant free cash relative to price. VC2 score of 80.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.351
ROA
0.114
Net Margin
0.241
Op Margin
0.303
GPA
0.356
D/E
2.07
Current
0.85
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.053
Earn Growth
0.052
Stability
0.166
lower=better
Accruals
-0.048
lower=better
5yr Consist
Yes
ROE of 35% is exceptional. Highly leveraged with D/E of 2.07 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
76.0%ile
6M Return
16.3%
12M Return
30.3%
12-1 Mom
27.5%
Risk-Adj
1.30
Vol 252d
21.1%
Vol 60d
44.3%
↑ Expanding
Max DD 12M
-11.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 28% is very strong — a clear uptrend. Near-term vol (44%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.56
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
5.6%
Sector Quality %ile
96.8%
P/E z-score
-0.08
P/B z-score
0.20
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (96th) and momentum (76th) but expensive (16th value). Premium priced — watch for mean reversion.
Leveraged Returns
Strong ROE (35%) boosted by high leverage (D/E 2.1). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (96th) but expensive (16th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (44%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
44.7% avg (7 factors)
Quality
B
70.8% avg (8 factors)
Momentum
B
63.1% avg (4 factors)
Risk
A
81.4% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.560 | —0 | — | |
| Value %ile | 0.160 | —1 | — | |
| Quality %ile | 0.960 | —1 | — | |
| Momentum %ile | 0.760 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.211 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
21.12
Earnings Yield (E/P)
0.0474
Price / Sales
5.10
Price / Book
7.42
Price / Cash Flow
14.91
FCF Yield
6.8%
EBITDA / EV
6.9%
Sales Yield (1/P·S)
0.1729
Shareholder Yield
Div + net buyback / mktcap
3.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
35.1%
Return on Assets
11.4%
Net Margin
24.1%
Operating Margin
30.3%
Gross Profit / Assets
Novy-Marx GPA
35.6%
Debt / Equity
2.07
Current Ratio
0.85
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.048
MomentumPrice trend strength over different horizons
6M Return
16.3%
12M Return
30.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
27.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.30
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.3%
Earnings Growth (YoY)
5.2%
Earnings Stability (CV)
Lower = more stable
0.166
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
3.1%
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
87
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
80
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
80
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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