Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/bbf9432d-301b-4feb-a2ee-570cde4d6b2c/
NCDL
Nuveen Churchill Direct Lending Corp.Snapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.725
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
18.6%
💰
High Yield
Div 13.8%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 74%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.58
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/E
10.1×
P/S
4.2×
P/B
0.7×
E/P
0.0468
FCF Yield
0.076
EBITDA/EV
0.035
SH Yield
0.186
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
18.00000000
/100
P/E of 10.1x places this firmly in deep value territory. FCF yield of 7.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
71.0%ile
ROE
0.069
ROA
0.029
Net Margin
0.413
Op Margin
0.550
GPA
0.035
D/E
1.37
Current
1.08
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.265
Earn Growth
-0.479
Stability
0.415
lower=better
Accruals
-0.034
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-7.1%
12M Return
-20.9%
12-1 Mom
-19.4%
Risk-Adj
-0.88
Vol 252d
22.2%
Vol 60d
51.5%
↑ Expanding
Max DD 12M
-19.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -19% signals a downtrend — price is moving against you. Near-term vol (51%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.7
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
38.5%
Sector Quality %ile
49.7%
P/E z-score
-0.26
P/B z-score
-0.07
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (74th) and quality (71th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (15th) despite looking cheap (74th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 18.6% backed by 7.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.2% avg (7 factors)
Quality
C
50.4% avg (8 factors)
Momentum
F
12.3% avg (4 factors)
Risk
A
79.7% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.700 | —1 | — | |
| Value %ile | 0.740 | —8 | — | |
| Quality %ile | 0.710 | —8 | — | |
| Momentum %ile | 0.150 | —8 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.222 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.11
Earnings Yield (E/P)
0.0468
Price / Sales
4.17
Price / Book
0.69
Price / Cash Flow
4.66
FCF Yield
7.6%
EBITDA / EV
3.5%
Sales Yield (1/P·S)
0.0851
Shareholder Yield
Div + net buyback / mktcap
18.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.9%
Return on Assets
2.9%
Net Margin
41.3%
Operating Margin
55.0%
Gross Profit / Assets
Novy-Marx GPA
3.5%
Debt / Equity
1.37
Current Ratio
1.08
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.034
External Financing
Net issuance — lower=better
0.014
MomentumPrice trend strength over different horizons
6M Return
-7.1%
12M Return
-20.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-19.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.88
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-26.5%
Earnings Growth (YoY)
-47.9%
Earnings Stability (CV)
Lower = more stable
0.415
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
13.8%
Buyback Yield
4.8%
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
18
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