Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a234888e-3746-4234-901c-b0f94a8a30eb/
NEC
Nine Entertainment Co. Holdings LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
#50.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 4.00000000
📐
EBITDA/EV
16.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
10.1%
💰
High Yield
Div 10.1%
🚀
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
91.0%ile
P/E
14.0×
P/S
0.5×
P/B
0.9×
E/P
0.0333
FCF Yield
0.103
EBITDA/EV
0.167
SH Yield
0.101
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
FCF yield of 10.3% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
13.0%ile
ROE
0.066
ROA
0.026
Net Margin
0.039
Op Margin
0.030
GPA
0.264
Current
0.98
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.022
Earn Growth
-0.063
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
-14.0%
12M Return
-13.1%
12-1 Mom
-8.4%
Risk-Adj
-0.31
Vol 252d
26.8%
Vol 60d
62.1%
↑ Expanding
Max DD 12M
-28.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (62%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.53
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 43 peers
Sector Value %ile
84.1%
Sector Quality %ile
25.0%
P/E z-score
-0.37
P/B z-score
-0.20
Sector Avg OS
39.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (91th value) but weak quality (13th). Classic value trap risk.
Falling Knife
Weak momentum (10th) despite looking cheap (91th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 10.1% backed by 10.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (62%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
80.9% avg (7 factors)
Quality
F
26.1% avg (6 factors)
Momentum
F
19.6% avg (4 factors)
Risk
B
72.1% 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. 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 | 0.530 | —0 | — | |
| Value %ile | 0.910 | —1 | — | |
| Quality %ile | 0.130 | —1 | — | |
| Momentum %ile | 0.100 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.516 | —0 | — | |
| Volatility | 0.268 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.04
Earnings Yield (E/P)
0.0333
Price / Sales
0.55
Price / Book
0.93
FCF Yield
10.3%
EBITDA / EV
16.7%
Sales Yield (1/P·S)
1.1266
Shareholder Yield
Div + net buyback / mktcap
10.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.6%
Return on Assets
2.6%
Net Margin
3.9%
Operating Margin
3.0%
Gross Profit / Assets
Novy-Marx GPA
26.4%
Current Ratio
0.98
MomentumPrice trend strength over different horizons
6M Return
-14.0%
12M Return
-13.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-8.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.31
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.2%
Earnings Growth (YoY)
-6.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
10.1%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
50
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