Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/88412a8d-563b-4a4a-a034-9fdced6044ec/
NBHC
National Bank Holdings CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.730
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
3.1%
💰
High Yield
Div 3.1%
🚀
Momentum Leaders
12-1 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 75th
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
75.0%ile
P/E
15.2×
P/S
2.6×
P/B
1.0×
E/P
0.0659
FCF Yield
0.081
EBITDA/EV
0.114
SH Yield
0.031
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
30.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
26.00000000
/100
FCF yield of 8.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
71.0%ile
ROE
0.064
ROA
0.008
Net Margin
0.172
Op Margin
0.225
GPA
0.035
D/E
6.58
Current
63.44
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.045
Earn Growth
-0.049
Stability
0.249
lower=better
Accruals
0.003
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 6.58 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
69.0%ile
6M Return
11.3%
12M Return
17.5%
12-1 Mom
18.4%
Risk-Adj
0.82
Vol 252d
22.3%
Vol 60d
46.2%
↑ Expanding
Max DD 12M
-11.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (46%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
34.1%
Sector Quality %ile
39.5%
P/E z-score
0.06
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (75th) and quality (71th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Volatility Expanding
60-day vol (46%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.6% avg (7 factors)
Quality
D
42.6% avg (8 factors)
Momentum
C
51.9% avg (4 factors)
Risk
A
79.5% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —1 | — | |
| Value %ile | 0.750 | —1 | — | |
| Quality %ile | 0.710 | —1 | — | |
| Momentum %ile | 0.690 | —0 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.223 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.18
Earnings Yield (E/P)
0.0659
Price / Sales
2.61
Price / Book
0.97
Price / Cash Flow
24.42
FCF Yield
8.1%
EBITDA / EV
11.4%
Sales Yield (1/P·S)
0.4545
Shareholder Yield
Div + net buyback / mktcap
3.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.4%
Return on Assets
0.8%
Net Margin
17.2%
Operating Margin
22.5%
Gross Profit / Assets
Novy-Marx GPA
3.5%
Debt / Equity
6.58
Current Ratio
63.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.003
MomentumPrice trend strength over different horizons
6M Return
11.3%
12M Return
17.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.82
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.5%
Earnings Growth (YoY)
-4.9%
Earnings Stability (CV)
Lower = more stable
0.249
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
3.1%
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
30
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
26
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