Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4826847e-3d05-407d-9e36-f660adb817cc/
FIZZ
National Beverage CorpSnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.717
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
10.6%
💰
High Yield
Div 10.6%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.86
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
65.0%ile
P/E
15.6×
P/S
2.4×
P/B
4.5×
E/P
0.0891
FCF Yield
0.080
EBITDA/EV
0.089
SH Yield
0.106
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
72.00000000
/100 — 1=cheapest
VC2 (Trending Value)
34.00000000
/100
VC3 (Buyback)
36.00000000
/100
FCF yield of 8.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
79.0%ile
ROE
0.289
ROA
0.216
Net Margin
0.156
Op Margin
0.195
GPA
0.513
D/E
0.34
Current
4.39
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.017
Earn Growth
-0.017
Stability
0.143
lower=better
Accruals
0.003
lower=better
5yr Consist
Yes
ROE of 29% is exceptional. Conservative balance sheet with D/E of 0.34.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
8.0%ile
6M Return
-9.0%
12M Return
-34.5%
12-1 Mom
-36.7%
Risk-Adj
-1.52
Vol 252d
24.2%
Vol 60d
50.9%
↑ Expanding
Max DD 12M
-36.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -37% signals a downtrend — price is moving against you. Near-term vol (51%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.62
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 212 peers
Sector Value %ile
54.5%
Sector Quality %ile
79.3%
P/E z-score
-0.27
P/B z-score
-0.07
Sector Avg OS
51.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Falling Knife
Weak momentum (8th) despite looking cheap (65th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 10.6% backed by 8.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.1% avg (7 factors)
Quality
A
83.9% avg (8 factors)
Momentum
F
6.5% avg (4 factors)
Risk
A
76.4% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.620 | —0 | — | |
| Value %ile | 0.650 | —0 | — | |
| Quality %ile | 0.790 | —8 | — | |
| Momentum %ile | 0.080 | —8 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —8 | — | |
| Volatility | 0.242 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.65
Earnings Yield (E/P)
0.0891
Price / Sales
2.43
Price / Book
4.52
Price / Cash Flow
15.86
FCF Yield
8.0%
EBITDA / EV
8.9%
Sales Yield (1/P·S)
0.4570
Shareholder Yield
Div + net buyback / mktcap
10.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
28.9%
Return on Assets
21.6%
Net Margin
15.6%
Operating Margin
19.5%
Gross Profit / Assets
Novy-Marx GPA
51.3%
Debt / Equity
0.34
Current Ratio
4.39
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.003
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
-9.0%
12M Return
-34.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-36.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.52
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.7%
Earnings Growth (YoY)
-1.7%
Earnings Stability (CV)
Lower = more stable
0.143
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
10.6%
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
72
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
34
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
36
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity