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NRT
North European Oil Royalty TrustSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.910
↗
Trending Value
✗
◆
Quality × Value
QV 0.741
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.2%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.5%
💰
High Yield
Div 6.5%
🚀
Momentum Leaders
12-1 80%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.86
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
7.9×
P/S
8.6×
P/B
39.8×
E/P
0.1269
FCF Yield
0.125
EBITDA/EV
0.112
SH Yield
0.065
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
70.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
30.00000000
/100
P/E of 7.9x places this firmly in deep value territory. FCF yield of 12.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
5.050
ROA
2.401
Net Margin
1.085
Op Margin
0.909
GPA
2.212
D/E
1.09
Current
1.93
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Earn Growth
0.742
Stability
0.509
lower=better
Accruals
0.167
lower=better
5yr Consist
No
ROE of 505% is exceptional. Accruals ratio of 0.167 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
32.4%
12M Return
80.8%
12-1 Mom
80.5%
Risk-Adj
1.86
Vol 252d
43.4%
Vol 60d
103.3%
↑ Expanding
Max DD 12M
-19.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 80% is very strong — a clear uptrend. Risk-adjusted momentum of 1.86 is excellent — strong returns relative to volatility. Near-term vol (103%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.91
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 226 peers
Sector Value %ile
38.3%
Sector Quality %ile
71.8%
P/E z-score
-0.70
P/B z-score
0.00
Sector Avg OS
71.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 6.5% backed by 12.5% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (90th) but high volatility (43%). Momentum could reverse sharply.
Earnings Quality Concern
ROE looks strong (505%) but high accruals (0.167) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (103%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
65.9% avg (7 factors)
Quality
A
78.8% avg (8 factors)
Momentum
A
87.3% avg (4 factors)
Risk
D
44.4% 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 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 | 0.910 | —1 | — | |
| Value %ile | 0.670 | —0 | — | |
| Quality %ile | 0.820 | —1 | — | |
| Momentum %ile | 0.900 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.434 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.88
Earnings Yield (E/P)
0.1269
Price / Sales
8.55
Price / Book
39.79
Price / Cash Flow
8.47
FCF Yield
12.5%
EBITDA / EV
11.2%
Sales Yield (1/P·S)
0.1234
Shareholder Yield
Div + net buyback / mktcap
6.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
505.0%
Return on Assets
240.1%
Net Margin
108.5%
Operating Margin
90.9%
Gross Profit / Assets
Novy-Marx GPA
221.2%
Debt / Equity
1.09
Current Ratio
1.93
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.167
MomentumPrice trend strength over different horizons
6M Return
32.4%
12M Return
80.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
80.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.86
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Growth (YoY)
74.2%
Earnings Stability (CV)
Lower = more stable
0.509
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
6.5%
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
70
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
30
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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