Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4ada0dd0-697d-4a4e-b2c3-f168c1dd0513/

NRR

NewRiver REIT plc
Chart
£76.30
Latest Week 2026-06-05
Real EstateReit - RetailLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.68
OS Score
67.0%
Value
65.0%
Quality
29.0%
Momentum
5/9
F-Score
0.660
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.660
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
1373.6×
P/S
359.7×
P/B
72.2×
E/P
0.0007
FCF Yield
0.001
EBITDA/EV
0.001
SH Yield
-0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
72.00000000
/100 — 1=cheapest
VC2 (Trending Value)
80.00000000
/100
VC3 (Buyback)
34.00000000
/100
P/E of 1373.6x is premium-priced — the market is paying up for expected growth. VC2 score of 80.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
65.0%ile
ROE
0.053
ROA
0.023
Net Margin
0.262
Op Margin
0.439
GPA
0.055
Current
1.94
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.392
Earn Growth
4.157
Accruals
-0.005
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
29.0%ile
6M Return
3.7%
12M Return
-3.9%
12-1 Mom
-3.7%
Risk-Adj
-0.16
Vol 252d
22.7%
Vol 60d
51.3%
↑ Expanding
Max DD 12M
-14.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (51%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.68
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 48 peers
Sector Value %ile
75.5%
Sector Quality %ile
59.2%
P/E z-score
-0.24
P/B z-score
-0.17
Sector Avg OS
39.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
FOXT Foxtons Group plc 87.0% 90.0% 88.0% 13.0%
CIC The Conygar Investment Company PLC 85.0% 93.0% 78.0% 11.0%
SRE Sirius Real Estate Limited 78.0% 75.0% 68.0% 34.0%
SREI Schroder Real Estate Investment Trust Limited 78.0% 77.0% 73.0% 24.0%
GRI Grainger plc 77.0% 83.0% 71.0% 13.0%
BLND British Land Company PLC 76.0% 62.0% 61.0% 62.0%
PCTN Picton Property Income Limited 72.0% 71.0% 70.0% 26.0%
DCI DCI Advisors Limited 71.0% 59.0% 58.0% 59.0%
Factor Interactions
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
3.7% avg (7 factors)
Quality
C
51.0% avg (7 factors)
Momentum
D
30.1% avg (4 factors)
Risk
A
78.8% 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 Composite0.680—0—
Value %ile0.670—0—
Quality %ile0.650—0—
Momentum %ile0.290—1—
F-Score5.000—0—
Confidence0.683—0—
Volatility0.227—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1373.63
Earnings Yield (E/P)
0.0007
Price / Sales
359.72
Price / Book
72.20
Price / Cash Flow
1146.30
FCF Yield
0.1%
EBITDA / EV
0.1%
Sales Yield (1/P·S)
0.0027
Shareholder Yield
Div + net buyback / mktcap
-0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.3%
Return on Assets
2.3%
Net Margin
26.2%
Operating Margin
43.9%
Gross Profit / Assets
Novy-Marx GPA
5.5%
Current Ratio
1.94
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.005
External Financing
Net issuance — lower=better
0.048
MomentumPrice trend strength over different horizons
6M Return
3.7%
12M Return
-3.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-3.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.16
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
39.2%
Earnings Growth (YoY)
415.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.1%
Buyback Yield
-0.1%
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
80
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
34
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