Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5b828342-e854-4fa3-8d8b-5b24217c1cbd/
NRT
North European Oil Royalty TrustSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.674
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
14.0%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +69%
🔄
Shareholder Yield
13.1%
💰
High Yield
Div 13.1%
🚀
Momentum Leaders
12-1 70%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.60
V
Value Analysis
Cheapness relative to fundamentals
71.0%ile
P/E
7.6×
P/S
6.9×
P/B
37.6×
E/P
0.1392
FCF Yield
0.108
EBITDA/EV
0.140
SH Yield
0.131
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
66.00000000
/100 — 1=cheapest
VC2 (Trending Value)
28.00000000
/100
VC3 (Buyback)
30.00000000
/100
P/E of 7.6x places this firmly in deep value territory. FCF yield of 10.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
64.0%ile
ROE
4.970
ROA
2.401
Net Margin
0.911
Op Margin
0.907
GPA
2.473
D/E
1.07
Current
1.93
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.688
Earn Growth
0.742
Stability
0.509
lower=better
Accruals
0.555
lower=better
5yr Consist
No
ROE of 497% is exceptional. Accruals ratio of 0.555 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
-4.2%
12M Return
84.7%
12-1 Mom
70.1%
Risk-Adj
1.60
Vol 252d
43.8%
Vol 60d
100.1%
↑ Expanding
Max DD 12M
-23.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 70% is very strong — a clear uptrend. Risk-adjusted momentum of 1.60 is excellent — strong returns relative to volatility. Near-term vol (100%) is expanding vs long-term (44%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 218 peers
Sector Value %ile
40.6%
Sector Quality %ile
53.9%
P/E z-score
-0.62
P/B z-score
-0.01
Sector Avg OS
69.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (71th value) with strong momentum (91th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 69% with P/E of 8×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 13.1% backed by 10.8% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (91th) but high volatility (44%). Momentum could reverse sharply.
Earnings Quality Concern
ROE looks strong (497%) but high accruals (0.555) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (100%) significantly exceeds 252-day (44%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.9% avg (7 factors)
Quality
A
78.8% avg (8 factors)
Momentum
B
74.3% avg (4 factors)
Risk
D
43.7% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.890 | —7 | — | |
| Value %ile | 0.710 | —5 | — | |
| Quality %ile | 0.640 | —0 | — | |
| Momentum %ile | 0.910 | —7 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 0.970 | —7 | — | |
| Volatility | 0.438 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.57
Earnings Yield (E/P)
0.1392
Price / Sales
6.90
Price / Book
37.61
Price / Cash Flow
9.84
FCF Yield
10.8%
EBITDA / EV
14.0%
Sales Yield (1/P·S)
0.1535
Shareholder Yield
Div + net buyback / mktcap
13.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
497.0%
Return on Assets
240.1%
Net Margin
91.1%
Operating Margin
90.7%
Gross Profit / Assets
Novy-Marx GPA
247.3%
Debt / Equity
1.07
Current Ratio
1.93
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.555
MomentumPrice trend strength over different horizons
6M Return
-4.2%
12M Return
84.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
70.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.60
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
68.8%
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
13.1%
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
66
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
28
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity