Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d21e8d4c-b32a-4acd-aaec-3d46342fdcd3/
NLOP
Net Lease Office PropertiesSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.810
↗
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
159.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 19%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 84th
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
84.0%ile
P/S
1.8×
P/B
1.0×
FCF Yield
0.469
EBITDA/EV
0.005
SH Yield
1.597
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
29.00000000
/100 — 1=cheapest
VC2 (Trending Value)
19.00000000
/100
VC3 (Buyback)
19.00000000
/100
FCF yield of 46.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
23.0%ile
ROE
-0.710
ROA
-0.468
Net Margin
-1.206
Op Margin
-0.288
GPA
-0.025
D/E
0.49
Current
1.18
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.214
Stability
1.662
lower=better
Accruals
-0.693
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.49.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
69.0%ile
6M Return
15.7%
12M Return
18.6%
12-1 Mom
18.8%
Risk-Adj
0.87
Vol 252d
21.7%
Vol 60d
52.8%
↑ Expanding
Max DD 12M
-12.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (53%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.81
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 252 peers
Sector Value %ile
92.5%
Sector Quality %ile
34.4%
P/B z-score
-0.16
Sector Avg OS
40.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (84th value) but weak quality (23th). Classic value trap risk.
Strong Capital Return
Shareholder yield 159.7% backed by 46.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
77.0% avg (5 factors)
Quality
F
26.8% avg (8 factors)
Momentum
C
54.1% avg (4 factors)
Risk
A
80.5% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.810 | —1 | — | |
| Value %ile | 0.840 | —1 | — | |
| Quality %ile | 0.230 | —1 | — | |
| Momentum %ile | 0.690 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.217 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
1.76
Price / Book
1.04
Price / Cash Flow
3.04
FCF Yield
46.9%
EBITDA / EV
0.5%
Sales Yield (1/P·S)
0.7822
Shareholder Yield
Div + net buyback / mktcap
159.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-71.0%
Return on Assets
-46.8%
Net Margin
-120.6%
Operating Margin
-28.8%
Gross Profit / Assets
Novy-Marx GPA
-2.5%
Debt / Equity
0.49
Current Ratio
1.18
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.693
MomentumPrice trend strength over different horizons
6M Return
15.7%
12M Return
18.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.87
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-21.4%
Earnings Stability (CV)
Lower = more stable
1.662
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
29
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
19
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
19
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity