Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6130d5c5-30dc-4321-8f7d-664e99959fc2/
RYSD
NatWest Group plcSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.702
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.1
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +13%
🔄
Shareholder Yield
6.7%
💰
High Yield
Div 4.3%
🚀
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
77.0%ile
P/E
9.1×
P/S
3.2×
P/B
1.3×
E/P
0.1095
FCF Yield
0.106
SH Yield
0.067
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
32.00000000
/100 — 1=cheapest
VC2 (Trending Value)
25.00000000
/100
VC3 (Buyback)
28.00000000
/100
P/E of 9.1x places this firmly in deep value territory. FCF yield of 10.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
64.0%ile
ROE
0.137
ROA
0.008
Net Margin
0.353
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.133
Earn Growth
0.222
Stability
0.097
lower=better
Accruals
-0.001
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
66.0%ile
6M Return
0.5%
12M Return
14.8%
12-1 Mom
12.1%
Risk-Adj
0.39
Vol 252d
31.5%
Vol 60d
69.7%
↑ Expanding
Max DD 12M
-18.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (70%) is expanding vs long-term (32%) — 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
Financial Services
· 94 peers
Sector Value %ile
72.6%
Sector Quality %ile
76.8%
P/E z-score
-0.36
P/B z-score
-0.25
Sector Avg OS
56.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 6.7% backed by 10.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (70%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.9% avg (6 factors)
Quality
C
50.9% avg (4 factors)
Momentum
D
43.0% avg (4 factors)
Risk
B
64.2% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.890 | —1 | — | |
| Value %ile | 0.770 | —1 | — | |
| Quality %ile | 0.640 | —0 | — | |
| Momentum %ile | 0.660 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.758 | —1 | — | |
| Volatility | 0.315 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.14
Earnings Yield (E/P)
0.1095
Price / Sales
3.23
Price / Book
1.25
Price / Cash Flow
7.74
FCF Yield
10.6%
Sales Yield (1/P·S)
0.3099
Shareholder Yield
Div + net buyback / mktcap
6.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.7%
Return on Assets
0.8%
Net Margin
35.3%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.001
External Financing
Net issuance — lower=better
0.005
MomentumPrice trend strength over different horizons
6M Return
0.5%
12M Return
14.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
12.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.39
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
13.3%
Earnings Growth (YoY)
22.2%
Earnings Stability (CV)
Lower = more stable
0.097
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
4.3%
Buyback Yield
2.4%
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
32
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
25
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
28
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