Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7d5f66cb-c15f-4f82-babb-16520bec91ac/
NWG
Natwest Group PLCSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.769
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.8
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
6.8%
💰
High Yield
Div 4.9%
🚀
Momentum Leaders
12-1 33%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.86
⚡
Risk-Adj Momentum
RAM 1.02
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
11.8×
P/S
2.4×
P/B
1.6×
E/P
0.1122
FCF Yield
0.118
EBITDA/EV
0.129
SH Yield
0.068
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
20.00000000
/100 — 1=cheapest
VC2 (Trending Value)
16.00000000
/100
VC3 (Buyback)
18.00000000
/100
P/E of 11.8x places this firmly in deep value territory. FCF yield of 11.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.137
ROA
0.008
Net Margin
0.203
Op Margin
0.268
GPA
0.023
D/E
16.17
Current
0.25
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.022
Earn Growth
0.160
Stability
0.107
lower=better
Accruals
-0.001
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 16.17 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
74.0%ile
6M Return
7.5%
12M Return
42.3%
12-1 Mom
32.9%
Risk-Adj
1.02
Vol 252d
32.1%
Vol 60d
69.9%
↑ Expanding
Max DD 12M
-20.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 33% is very strong — a clear uptrend. Near-term vol (70%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
66.5%
Sector Quality %ile
40.5%
P/E z-score
-0.17
P/B z-score
-0.04
Sector Avg OS
85.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (87th value) with strong momentum (74th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 6.8% backed by 11.8% 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
82.9% avg (7 factors)
Quality
D
35.4% avg (8 factors)
Momentum
B
63.8% avg (4 factors)
Risk
B
63.2% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.920 | —6 | — | |
| Value %ile | 0.870 | —6 | — | |
| Quality %ile | 0.680 | —0 | — | |
| Momentum %ile | 0.740 | —5 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.951 | —6 | — | |
| Volatility | 0.321 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.79
Earnings Yield (E/P)
0.1122
Price / Sales
2.39
Price / Book
1.62
Price / Cash Flow
9.99
FCF Yield
11.8%
EBITDA / EV
12.9%
Sales Yield (1/P·S)
0.4185
Shareholder Yield
Div + net buyback / mktcap
6.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.7%
Return on Assets
0.8%
Net Margin
20.3%
Operating Margin
26.8%
Gross Profit / Assets
Novy-Marx GPA
2.3%
Debt / Equity
16.17
Current Ratio
0.25
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
7.5%
12M Return
42.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
32.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.02
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.2%
Earnings Growth (YoY)
16.0%
Earnings Stability (CV)
Lower = more stable
0.107
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
4.9%
Buyback Yield
1.9%
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
20
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
16
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
18
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