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NOVT

Novanta Inc
Chart
$156.29
Latest Week 2026-06-05
TechnologyScientific & Technical InstrumentsMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.06
OS Score
1.0%
Value
19.0%
Quality
67.0%
Momentum
5/9
F-Score
0.044
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 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
✗
💰
High Yield
✗
🚀
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
1.0%ile
P/E
119.7×
P/S
6.4×
P/B
4.9×
E/P
0.0084
FCF Yield
0.016
EBITDA/EV
0.028
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
98.00000000
/100 — 1=cheapest
VC2 (Trending Value)
98.00000000
/100
VC3 (Buyback)
98.00000000
/100
P/E of 119.7x is premium-priced — the market is paying up for expected growth. VC2 score of 98.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
19.0%ile
ROE
0.041
ROA
0.030
Net Margin
0.053
Op Margin
0.116
GPA
0.232
D/E
0.37
Current
3.56
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.056
Earn Growth
-0.239
Stability
0.369
lower=better
Accruals
-0.016
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.37.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
34.8%
12M Return
22.7%
12-1 Mom
8.5%
Risk-Adj
0.18
Vol 252d
48.3%
Vol 60d
115.9%
↑ Expanding
Max DD 12M
-25.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (116%) is expanding vs long-term (48%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.06
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 500 peers
Sector Value %ile
6.8%
Sector Quality %ile
13.8%
P/E z-score
0.19
P/B z-score
-0.08
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ASX ASE Industrial Holding Co Ltd ADR 99.0% 99.0% 89.0% 97.0%
UMC United Microelectronics 99.0% 99.0% 82.0% 95.0%
ERIC Telefonaktiebolaget LM Ericsson B ADR 99.0% 98.0% 92.0% 84.0%
JFU 9F Inc 99.0% 98.0% 82.0% 93.0%
TOYO TOYO Co., Ltd Ordinary Shares 98.0% 83.0% 97.0% 98.0%
PLAB Photronics Inc 98.0% 94.0% 87.0% 90.0%
DSWL Deswell Industries Inc 98.0% 98.0% 80.0% 85.0%
CCSI Consensus Cloud Solutions Inc 97.0% 86.0% 98.0% 83.0%
Factor Interactions
Volatility Expanding
60-day vol (116%) significantly exceeds 252-day (48%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
22.3% avg (7 factors)
Quality
C
51.5% avg (8 factors)
Momentum
C
53.4% avg (4 factors)
Risk
D
36.2% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.060—1—
Value %ile0.010—1—
Quality %ile0.190—1—
Momentum %ile0.670—0—
F-Score5.000—0—
Confidence1.000—1—
Volatility0.483—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
119.74
Earnings Yield (E/P)
0.0084
Price / Sales
6.40
Price / Book
4.91
Price / Cash Flow
77.80
FCF Yield
1.6%
EBITDA / EV
2.8%
Sales Yield (1/P·S)
0.1596
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.1%
Return on Assets
3.0%
Net Margin
5.3%
Operating Margin
11.6%
Gross Profit / Assets
Novy-Marx GPA
23.2%
Debt / Equity
0.37
Current Ratio
3.56
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.016
MomentumPrice trend strength over different horizons
6M Return
34.8%
12M Return
22.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.18
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.6%
Earnings Growth (YoY)
-23.9%
Earnings Stability (CV)
Lower = more stable
0.369
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
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
98
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
98
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
98
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