Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/95bbe21a-e1d4-412d-82e1-7f15a86160f0/
NSC
NAOS Small Cap Opportunities Company LimitedSnapshot 2026-06-07 · 0.0w · 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
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
15.2%
💰
High Yield
Div 13.7%
🚀
Momentum Leaders
12-1 35%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.21
V
Value Analysis
Cheapness relative to fundamentals
34.0%ile
P/B
0.7×
FCF Yield
0.491
SH Yield
0.152
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
65.00000000
/100 — 1=cheapest
VC2 (Trending Value)
65.00000000
/100
VC3 (Buyback)
65.00000000
/100
FCF yield of 49.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
33.0%ile
ROE
-0.145
ROA
-0.119
Net Margin
1.232
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.769
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
34.0%ile
6M Return
-10.0%
12M Return
22.0%
12-1 Mom
34.7%
Risk-Adj
1.21
Vol 252d
28.8%
Vol 60d
57.8%
↑ Expanding
Max DD 12M
-21.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 35% is very strong — a clear uptrend. Near-term vol (58%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.3
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 158 peers
Sector Value %ile
29.6%
Sector Quality %ile
33.3%
P/B z-score
-0.09
Sector Avg OS
58.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 15.2% backed by 49.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (58%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
99.3% avg (3 factors)
Quality
D
33.3% avg (3 factors)
Momentum
C
54.4% avg (4 factors)
Risk
B
68.7% 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 | 0.300 | —1 | — | |
| Value %ile | 0.340 | —0 | — | |
| Quality %ile | 0.330 | —0 | — | |
| Momentum %ile | 0.340 | —0 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.350 | —1 | — | |
| Volatility | 0.288 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.67
FCF Yield
49.1%
Shareholder Yield
Div + net buyback / mktcap
15.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-14.5%
Return on Assets
-11.9%
Net Margin
123.2%
MomentumPrice trend strength over different horizons
6M Return
-10.0%
12M Return
22.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
34.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.21
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-76.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
13.7%
Buyback Yield
1.5%
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
65
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
65
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
65
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