Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4e4c10b3-026e-4ab4-8132-0ac0dd5faca7/
NVJP
Umicore SASnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.696
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.6
◇
VC2 Cheapest
✗
📐
EBITDA/EV
16.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +30%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.35
V
Value Analysis
Cheapness relative to fundamentals
77.0%ile
P/E
14.6×
P/S
0.3×
P/B
2.5×
E/P
0.0684
FCF Yield
0.056
EBITDA/EV
0.169
SH Yield
0.011
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
21.00000000
/100 — 1=cheapest
VC2 (Trending Value)
27.00000000
/100
VC3 (Buyback)
17.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
63.0%ile
ROE
0.172
ROA
0.041
Net Margin
0.020
Op Margin
0.054
GPA
0.221
Current
1.36
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.304
Accruals
-0.034
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
94.0%ile
6M Return
52.4%
12M Return
134.6%
12-1 Mom
118.5%
Risk-Adj
2.35
Vol 252d
50.4%
Vol 60d
118.3%
↑ Expanding
Max DD 12M
-26.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 119% is very strong — a clear uptrend. Risk-adjusted momentum of 2.35 is excellent — strong returns relative to volatility. Near-term vol (118%) is expanding vs long-term (50%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 143 peers
Sector Value %ile
71.5%
Sector Quality %ile
60.4%
P/E z-score
-0.19
P/B z-score
-0.34
Sector Avg OS
49.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (77th value) with strong momentum (94th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (77th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 30% with P/E of 15×. Growth isn't fully priced in.
Hot but Volatile
Strong momentum (94th) but high volatility (50%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (118%) significantly exceeds 252-day (50%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
65.6% avg (7 factors)
Quality
D
39.2% avg (7 factors)
Momentum
A
96.0% avg (4 factors)
Risk
D
32.7% 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. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —1 | — | |
| Value %ile | 0.770 | —1 | — | |
| Quality %ile | 0.630 | —0 | — | |
| Momentum %ile | 0.940 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.786 | —1 | — | |
| Volatility | 0.504 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.63
Earnings Yield (E/P)
0.0684
Price / Sales
0.29
Price / Book
2.51
Price / Cash Flow
7.91
FCF Yield
5.6%
EBITDA / EV
16.9%
Sales Yield (1/P·S)
2.8004
Shareholder Yield
Div + net buyback / mktcap
1.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.2%
Return on Assets
4.1%
Net Margin
2.0%
Operating Margin
5.4%
Gross Profit / Assets
Novy-Marx GPA
22.1%
Current Ratio
1.36
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.034
MomentumPrice trend strength over different horizons
6M Return
52.4%
12M Return
134.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
118.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.35
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
30.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
1.1%
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
21
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
27
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
17
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity