Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/da9ca771-fbb4-4dae-af9f-35f0c094309f/
NVDA
NVIDIA CorporationSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
3 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
ROE 82%
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.69
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
3.0%ile
P/E
30.8×
P/S
19.4×
P/B
25.1×
E/P
0.0386
FCF Yield
0.027
EBITDA/EV
0.039
SH Yield
0.010
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
97.00000000
/100 — 1=cheapest
VC2 (Trending Value)
97.00000000
/100
VC3 (Buyback)
97.00000000
/100
P/E of 30.8x is premium-priced — the market is paying up for expected growth. VC2 score of 97.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.817
ROA
0.615
Net Margin
0.630
Op Margin
0.749
GPA
0.724
D/E
0.33
Current
3.44
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.707
Earn Growth
1.079
Stability
0.490
lower=better
Accruals
0.131
lower=better
5yr Consist
No
ROE of 82% is exceptional. Conservative balance sheet with D/E of 0.33. Accruals ratio of 0.131 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
68.0%ile
6M Return
9.0%
12M Return
17.8%
12-1 Mom
22.4%
Risk-Adj
0.73
Vol 252d
30.7%
Vol 60d
72.9%
↑ Expanding
Max DD 12M
-17.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Near-term vol (73%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.34
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
10.0%
Sector Quality %ile
87.0%
P/E z-score
-0.10
P/B z-score
0.41
Sector Avg OS
50.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Earnings Quality Concern
ROE looks strong (82%) but high accruals (0.131) suggests earnings are accrual-heavy, not cash-backed.
Quality at a Premium
High quality (92th) but expensive (3th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (73%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
20.6% avg (7 factors)
Quality
A
87.4% avg (8 factors)
Momentum
C
52.1% avg (4 factors)
Risk
B
65.5% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.340 | —0 | — | |
| Value %ile | 0.030 | —7 | — | |
| Quality %ile | 0.920 | —7 | — | |
| Momentum %ile | 0.680 | —0 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 1.000 | —7 | — | |
| Volatility | 0.307 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
30.78
Earnings Yield (E/P)
0.0386
Price / Sales
19.38
Price / Book
25.13
Price / Cash Flow
39.10
FCF Yield
2.7%
EBITDA / EV
3.9%
Sales Yield (1/P·S)
0.0516
Shareholder Yield
Div + net buyback / mktcap
1.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
81.7%
Return on Assets
61.5%
Net Margin
63.0%
Operating Margin
74.9%
Gross Profit / Assets
Novy-Marx GPA
72.4%
Debt / Equity
0.33
Current Ratio
3.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.131
External Financing
Net issuance — lower=better
0.178
MomentumPrice trend strength over different horizons
6M Return
9.0%
12M Return
17.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
22.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.73
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
70.7%
Earnings Growth (YoY)
107.9%
Earnings Stability (CV)
Lower = more stable
0.490
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.1%
Buyback Yield
0.9%
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
97
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
97
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
97
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