Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5ebd9b01-5684-440c-af7b-e1ecb6a5b1a1/
NVMI
Nova LtdSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 19%
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.72
⚡
Risk-Adj Momentum
RAM 1.76
V
Value Analysis
Cheapness relative to fundamentals
1.0%ile
P/E
52.8×
P/S
15.4×
P/B
10.0×
E/P
0.0217
FCF Yield
0.017
EBITDA/EV
0.023
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
99.00000000
/100 — 1=cheapest
VC2 (Trending Value)
99.00000000
/100
VC3 (Buyback)
99.00000000
/100
P/E of 52.8x is premium-priced — the market is paying up for expected growth. VC2 score of 99.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
0.190
ROA
0.109
Net Margin
0.292
Op Margin
0.345
GPA
0.215
D/E
0.74
Current
1.58
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.213
Earn Growth
0.245
Stability
0.154
lower=better
Accruals
0.019
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
-5.0%
12M Return
69.4%
12-1 Mom
88.9%
Risk-Adj
1.76
Vol 252d
50.4%
Vol 60d
117.2%
↑ Expanding
Max DD 12M
-25.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 89% is very strong — a clear uptrend. Risk-adjusted momentum of 1.76 is excellent — strong returns relative to volatility. Near-term vol (117%) is expanding vs long-term (50%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.33
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
6.4%
Sector Quality %ile
64.5%
P/E z-score
-0.02
P/B z-score
-0.04
Sector Avg OS
51.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (73th) and momentum (91th) but expensive (1th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (91th) but high volatility (50%). Momentum could reverse sharply.
Quality at a Premium
High quality (73th) but expensive (1th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (117%) significantly exceeds 252-day (50%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
9.3% avg (7 factors)
Quality
B
66.1% avg (8 factors)
Momentum
A
75.1% avg (4 factors)
Risk
D
32.7% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.330 | —0 | — | |
| Value %ile | 0.010 | —8 | — | |
| Quality %ile | 0.730 | —3 | — | |
| Momentum %ile | 0.910 | —8 | — | |
| F-Score | 4.000 | —8 | — | |
| Confidence | 0.929 | —8 | — | |
| Volatility | 0.504 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
52.84
Earnings Yield (E/P)
0.0217
Price / Sales
15.43
Price / Book
10.04
Price / Cash Flow
64.15
FCF Yield
1.7%
EBITDA / EV
2.3%
Sales Yield (1/P·S)
0.0631
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
19.0%
Return on Assets
10.9%
Net Margin
29.2%
Operating Margin
34.5%
Gross Profit / Assets
Novy-Marx GPA
21.5%
Debt / Equity
0.74
Current Ratio
1.58
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.019
External Financing
Net issuance — lower=better
0.006
MomentumPrice trend strength over different horizons
6M Return
-5.0%
12M Return
69.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
88.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.76
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
21.3%
Earnings Growth (YoY)
24.5%
Earnings Stability (CV)
Lower = more stable
0.154
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
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
99
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
99
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
99
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