Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c53b44ab-2d3c-4f69-ad2d-c4417d2ee005/
NSA
National Storage Affiliates TrustSnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
6 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
Yes
🌱
GARP
✗
🔄
Shareholder Yield
5.9%
💰
High Yield
Div 5.3%
🚀
Momentum Leaders
12-1 55%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.60
⚡
Risk-Adj Momentum
RAM 1.55
V
Value Analysis
Cheapness relative to fundamentals
13.0%ile
P/E
42.9×
P/S
4.5×
P/B
3.7×
E/P
0.0373
FCF Yield
0.050
EBITDA/EV
0.062
SH Yield
0.059
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
85.00000000
/100 — 1=cheapest
VC2 (Trending Value)
76.00000000
/100
VC3 (Buyback)
78.00000000
/100
P/E of 42.9x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
26.0%ile
ROE
0.086
ROA
0.016
Net Margin
0.105
Op Margin
0.383
GPA
0.050
D/E
3.90
Current
0.10
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.016
Earn Growth
0.200
Stability
0.155
lower=better
Accruals
-0.052
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 3.90 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
37.0%
12M Return
48.0%
12-1 Mom
54.8%
Risk-Adj
1.55
Vol 252d
35.4%
Vol 60d
81.8%
↑ Expanding
Max DD 12M
-13.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 55% is very strong — a clear uptrend. Risk-adjusted momentum of 1.55 is excellent — strong returns relative to volatility. Near-term vol (82%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.18
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 242 peers
Sector Value %ile
14.8%
Sector Quality %ile
38.7%
P/E z-score
-0.06
P/B z-score
0.24
Sector Avg OS
39.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (82%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
46.6% avg (7 factors)
Quality
D
34.7% avg (8 factors)
Momentum
A
83.5% avg (4 factors)
Risk
C
57.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.180 | —8 | — | |
| Value %ile | 0.130 | —8 | — | |
| Quality %ile | 0.260 | —8 | — | |
| Momentum %ile | 0.850 | —8 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.354 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
42.89
Earnings Yield (E/P)
0.0373
Price / Sales
4.49
Price / Book
3.69
Price / Cash Flow
9.90
FCF Yield
5.0%
EBITDA / EV
6.2%
Sales Yield (1/P·S)
0.0976
Shareholder Yield
Div + net buyback / mktcap
5.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.6%
Return on Assets
1.6%
Net Margin
10.5%
Operating Margin
38.3%
Gross Profit / Assets
Novy-Marx GPA
5.0%
Debt / Equity
3.90
Current Ratio
0.10
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.052
MomentumPrice trend strength over different horizons
6M Return
37.0%
12M Return
48.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
54.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.55
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.6%
Earnings Growth (YoY)
20.0%
Earnings Stability (CV)
Lower = more stable
0.155
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
5.3%
Buyback Yield
0.5%
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
85
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
76
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
78
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