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NOT

NOVARTIS AG N
Chart
134.60 EUR
Latest Week 2026-07-10
HealthcareDrug Manufacturers - GeneralMEGA
Snapshot 2026-07-12 · 0.7w · Fresh
0.66
OS Score
22.0%
Value
98.0%
Quality
77.0%
Momentum
8/9
F-Score
0.464
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
6.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 32%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.55
⚡
Risk-Adj Momentum
RAM 1.46
V
Value Analysis
Cheapness relative to fundamentals
22.0%ile
P/E
19.0×
P/S
4.5×
P/B
6.7×
E/P
0.0579
FCF Yield
0.054
EBITDA/EV
0.075
SH Yield
0.062
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
80.00000000
/100 — 1=cheapest
VC2 (Trending Value)
71.00000000
/100
VC3 (Buyback)
74.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.351
ROA
0.114
Net Margin
0.239
Op Margin
0.304
GPA
0.360
Current
0.85
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.096
Earn Growth
0.212
Stability
0.194
lower=better
Accruals
-0.048
lower=better
5yr Consist
Yes
ROE of 35% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
77.0%ile
6M Return
13.2%
12M Return
33.9%
12-1 Mom
31.7%
Risk-Adj
1.46
Vol 252d
21.7%
Vol 60d
48.3%
↑ Expanding
Max DD 12M
-12.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 32% is very strong — a clear uptrend. Near-term vol (48%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.66
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 77 peers
Sector Value %ile
21.8%
Sector Quality %ile
100.0%
P/E z-score
-0.26
P/B z-score
0.53
Sector Avg OS
49.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MED MEDICLIN Aktiengesellschaft 98.0% 97.0% 82.0% 79.0%
DRW8 Drägerwerk AG & Co. KGaA 96.0% 96.0% 58.0% 72.0%
NOV Novo Nordisk A/S 96.0% 98.0% 83.0% 38.0%
CBHD Coloplast A/S 96.0% 98.0% 92.0% 29.0%
DRW3 Drägerwerk AG & Co. KGaA 95.0% 91.0% 59.0% 73.0%
M12 M1 Kliniken AG 94.0% 74.0% 92.0% 70.0%
DMP Dermapharm Holding SE 93.0% 65.0% 94.0% 78.0%
BRM Bristol-Myers Squibb Company 93.0% 66.0% 98.0% 74.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (98th) and momentum (77th) but expensive (22th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 6.2% backed by 5.4% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (98th) but expensive (22th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (48%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
52.4% avg (7 factors)
Quality
B
74.1% avg (7 factors)
Momentum
B
65.5% avg (4 factors)
Risk
A
80.4% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.660—0—
Value %ile0.220—6—
Quality %ile0.980—6—
Momentum %ile0.770—6—
F-Score8.000—6—
Confidence0.920—6—
Volatility0.217—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.98
Earnings Yield (E/P)
0.0579
Price / Sales
4.54
Price / Book
6.67
Price / Cash Flow
13.39
FCF Yield
5.4%
EBITDA / EV
7.5%
Sales Yield (1/P·S)
0.1903
Shareholder Yield
Div + net buyback / mktcap
6.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
35.1%
Return on Assets
11.4%
Net Margin
23.9%
Operating Margin
30.4%
Gross Profit / Assets
Novy-Marx GPA
36.0%
Current Ratio
0.85
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.048
MomentumPrice trend strength over different horizons
6M Return
13.2%
12M Return
33.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
31.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.46
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.6%
Earnings Growth (YoY)
21.2%
Earnings Stability (CV)
Lower = more stable
0.194
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
3.0%
Buyback Yield
3.3%
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
80
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
71
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
74
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
Yes
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