Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/40e00814-2493-4740-aacb-629501f83c2e/
NTBR
Northern Bear PLCSnapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.864
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 5.9
◇
VC2 Cheapest
VC2 10
📐
EBITDA/EV
42.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +14%
🔄
Shareholder Yield
3.5%
💰
High Yield
Div 3.5%
🚀
Momentum Leaders
12-1 35%
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
5.9×
P/S
0.2×
P/B
0.5×
E/P
0.2827
FCF Yield
0.464
EBITDA/EV
0.420
SH Yield
0.035
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
12.00000000
/100
P/E of 5.9x places this firmly in deep value territory. FCF yield of 46.4% is strong — the business generates significant free cash relative to price. VC2 score of 10.00000000/100 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
0.093
ROA
0.049
Net Margin
0.030
Op Margin
0.043
GPA
0.407
Current
1.13
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.137
Earn Growth
0.418
Accruals
-0.109
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
-26.7%
12M Return
23.0%
12-1 Mom
35.5%
Risk-Adj
0.72
Vol 252d
49.3%
Vol 60d
110.8%
↑ Expanding
Max DD 12M
-36.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 35% is very strong — a clear uptrend. Near-term vol (111%) is expanding vs long-term (49%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 164 peers
Sector Value %ile
92.1%
Sector Quality %ile
78.2%
P/E z-score
-0.34
P/B z-score
-0.51
Sector Avg OS
48.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (83th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (90th value) with strong momentum (85th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (85th) but high volatility (49%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (111%) significantly exceeds 252-day (49%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
92.5% avg (7 factors)
Quality
D
44.4% avg (7 factors)
Momentum
C
46.7% avg (4 factors)
Risk
D
34.5% 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. 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 | 0.960 | —2 | — | |
| Value %ile | 0.900 | —1 | — | |
| Quality %ile | 0.830 | —1 | — | |
| Momentum %ile | 0.850 | —1 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.634 | —0 | — | |
| Volatility | 0.493 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.91
Earnings Yield (E/P)
0.2827
Price / Sales
0.17
Price / Book
0.55
Price / Cash Flow
1.83
FCF Yield
46.4%
EBITDA / EV
42.0%
Sales Yield (1/P·S)
6.5862
Shareholder Yield
Div + net buyback / mktcap
3.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.3%
Return on Assets
4.9%
Net Margin
3.0%
Operating Margin
4.3%
Gross Profit / Assets
Novy-Marx GPA
40.7%
Current Ratio
1.13
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.109
External Financing
Net issuance — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
-26.7%
12M Return
23.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
35.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.72
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
13.7%
Earnings Growth (YoY)
41.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
3.5%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
80
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