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NEXN

Nexxen International Ltd
Chart
9.82 USD
Latest Week 2026-07-24
Communication ServicesAdvertising AgenciesSMALL
Snapshot 2026-07-26 · 0.6w · Fresh
0.83
OS Score
82.0%
Value
87.0%
Quality
17.0%
Momentum
6/9
F-Score
0.845
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
✗
◆
Quality × Value
QV 0.845
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
19.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
14.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 82%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.80
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
82.0%ile
P/E
30.2×
P/S
1.5×
P/B
1.2×
E/P
0.0624
FCF Yield
0.197
EBITDA/EV
0.195
SH Yield
0.140
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
17.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
12.00000000
/100
P/E of 30.2x is premium-priced — the market is paying up for expected growth. FCF yield of 19.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
87.0%ile
ROE
0.039
ROA
0.024
Net Margin
0.048
Op Margin
0.081
GPA
0.423
D/E
0.58
Current
1.25
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.011
Earn Growth
-0.588
Stability
1.185
lower=better
Accruals
-0.079
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
17.0%ile
6M Return
52.5%
12M Return
-10.8%
12-1 Mom
-21.3%
Risk-Adj
-0.54
Vol 252d
39.9%
Vol 60d
90.7%
↑ Expanding
Max DD 12M
-42.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -21% signals a downtrend — price is moving against you. Near-term vol (91%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 241 peers
Sector Value %ile
75.6%
Sector Quality %ile
82.6%
P/E z-score
-0.02
P/B z-score
-0.15
Sector Avg OS
50.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AMX America Movil SAB de CV ADR 99.0% 98.0% 96.0% 83.0%
TIMB TIM Participacoes SA 99.0% 98.0% 98.0% 77.0%
BODI The Beachbody Company, Inc. 98.0% 94.0% 78.0% 95.0%
AMCX AMC Networks Inc 98.0% 97.0% 78.0% 86.0%
VIV Telefonica Brasil SA ADR 98.0% 98.0% 89.0% 78.0%
TIGO Millicom International Cellular SA 97.0% 78.0% 97.0% 96.0%
DDI Doubledown Interactive Co Ltd 97.0% 97.0% 92.0% 67.0%
TBLA Taboola 97.0% 92.0% 87.0% 83.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (82th) and quality (87th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (17th) despite looking cheap (82th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 14.0% backed by 19.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (91%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
80.9% avg (7 factors)
Quality
C
48.1% avg (8 factors)
Momentum
D
34.5% avg (4 factors)
Risk
C
50.2% 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
FactorCurrentStreakTrendSpark
OS Composite0.830—8—
Value %ile0.820—8—
Quality %ile0.870—8—
Momentum %ile0.170—8—
F-Score6.000—0—
Confidence0.929—8—
Volatility0.399—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
30.24
Earnings Yield (E/P)
0.0624
Price / Sales
1.47
Price / Book
1.17
Price / Cash Flow
7.17
FCF Yield
19.7%
EBITDA / EV
19.5%
Sales Yield (1/P·S)
0.7739
Shareholder Yield
Div + net buyback / mktcap
14.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.9%
Return on Assets
2.4%
Net Margin
4.8%
Operating Margin
8.1%
Gross Profit / Assets
Novy-Marx GPA
42.3%
Debt / Equity
0.58
Current Ratio
1.25
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.079
External Financing
Net issuance — lower=better
0.105
MomentumPrice trend strength over different horizons
6M Return
52.5%
12M Return
-10.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-21.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.54
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.1%
Earnings Growth (YoY)
-58.8%
Earnings Stability (CV)
Lower = more stable
1.185
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Buyback Yield
14.0%
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
17
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
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