Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/486cd886-4110-4880-b8a8-81456f9015a9/

NWG

NatWest Group plc
Chart
£593.80
Latest Week 2026-06-05
Financial ServicesBanks - RegionalMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.93
OS Score
79.0%
Value
77.0%
Quality
73.0%
Momentum
6/9
F-Score
0.780
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
✗
◆
Quality × Value
QV 0.780
🏛
Cornerstone Value
Div 0.1%
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
79.0%ile
P/E
789.7×
P/S
278.9×
P/B
108.4×
E/P
0.0013
FCF Yield
0.001
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
29.00000000
/100 — 1=cheapest
VC2 (Trending Value)
22.00000000
/100
VC3 (Buyback)
24.00000000
/100
P/E of 789.7x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
77.0%ile
ROE
0.137
ROA
0.008
Net Margin
0.353
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.133
Earn Growth
0.222
Stability
0.097
lower=better
Accruals
-0.001
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
-3.8%
12M Return
12.5%
12-1 Mom
9.8%
Risk-Adj
0.31
Vol 252d
31.6%
Vol 60d
72.2%
↑ Expanding
Max DD 12M
-21.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (72%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 186 peers
Sector Value %ile
80.2%
Sector Quality %ile
78.1%
P/E z-score
-0.47
P/B z-score
-0.09
Sector Avg OS
58.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
FSG Foresight Group Holdings Limited 98.0% 99.0% 99.0% 69.0%
VTAS Volta Finance Limited 98.0% 87.0% 80.0% 99.0%
STB Secure Trust Bank PLC 97.0% 90.0% 73.0% 92.0%
STAN Standard Chartered PLC 97.0% 91.0% 74.0% 90.0%
CRE Conduit Holdings Limited 97.0% 96.0% 84.0% 73.0%
BGEO Lion Finance Group PLC 97.0% 96.0% 68.0% 88.0%
BARC Barclays PLC 96.0% 88.0% 78.0% 84.0%
DFCH Distribution Finance Capital Holdings plc 96.0% 92.0% 71.0% 86.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (79th) and quality (77th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (79th value) with strong momentum (73th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (72%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
4.7% avg (6 factors)
Quality
C
50.9% avg (4 factors)
Momentum
D
39.8% avg (4 factors)
Risk
B
63.9% 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
FactorCurrentStreakTrendSpark
OS Composite0.930—1—
Value %ile0.790—1—
Quality %ile0.770—1—
Momentum %ile0.730—1—
F-Score6.000—0—
Confidence0.758—1—
Volatility0.316—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
789.67
Earnings Yield (E/P)
0.0013
Price / Sales
278.87
Price / Book
108.42
Price / Cash Flow
669.30
FCF Yield
0.1%
Sales Yield (1/P·S)
0.0036
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.7%
Return on Assets
0.8%
Net Margin
35.3%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.001
External Financing
Net issuance — lower=better
0.005
MomentumPrice trend strength over different horizons
6M Return
-3.8%
12M Return
12.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
9.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.31
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
13.3%
Earnings Growth (YoY)
22.2%
Earnings Stability (CV)
Lower = more stable
0.097
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
0.1%
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
29
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
22
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
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
Yes
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
Show all
Op Income
OCF
CapEx
Equity