Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ba5bf8c6-a373-4992-9c30-ae8e7dfde598/
NCNO
nCino IncSnapshot 2026-06-07 · 0.0w · Fresh
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
9.0%ile
P/E
123.2×
P/S
2.7×
P/B
1.7×
E/P
0.0081
FCF Yield
0.069
EBITDA/EV
0.034
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
87.00000000
/100 — 1=cheapest
VC2 (Trending Value)
90.00000000
/100
VC3 (Buyback)
90.00000000
/100
P/E of 123.2x is premium-priced — the market is paying up for expected growth. FCF yield of 6.9% is strong — the business generates significant free cash relative to price. VC2 score of 90.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
0.014
ROA
0.008
Net Margin
0.022
Op Margin
0.048
GPA
0.230
D/E
0.64
Current
0.89
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.096
Stability
6.021
lower=better
Accruals
-0.065
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
5.0%ile
6M Return
-36.2%
12M Return
-45.4%
12-1 Mom
-35.0%
Risk-Adj
-0.70
Vol 252d
50.4%
Vol 60d
115.5%
↑ Expanding
Max DD 12M
-56.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -35% signals a downtrend — price is moving against you. Near-term vol (116%) is expanding vs long-term (50%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.07
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
16.0%
Sector Quality %ile
69.3%
P/E z-score
0.20
P/B z-score
-0.11
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (73th) but expensive (9th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (116%) significantly exceeds 252-day (50%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
37.8% avg (7 factors)
Quality
D
36.4% avg (8 factors)
Momentum
F
1.9% avg (4 factors)
Risk
D
32.7% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.070 | —1 | — | |
| Value %ile | 0.090 | —1 | — | |
| Quality %ile | 0.730 | —1 | — | |
| Momentum %ile | 0.050 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.504 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
123.17
Earnings Yield (E/P)
0.0081
Price / Sales
2.68
Price / Book
1.68
Price / Cash Flow
13.94
FCF Yield
6.9%
EBITDA / EV
3.4%
Sales Yield (1/P·S)
0.3393
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
1.4%
Return on Assets
0.8%
Net Margin
2.2%
Operating Margin
4.8%
Gross Profit / Assets
Novy-Marx GPA
23.0%
Debt / Equity
0.64
Current Ratio
0.89
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.065
MomentumPrice trend strength over different horizons
6M Return
-36.2%
12M Return
-45.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-35.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.70
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.6%
Earnings Stability (CV)
Lower = more stable
6.021
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
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
87
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
90
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
90
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