Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/dec9b31b-80d3-4b59-9f61-3b8d5687d920/
NVO
Novo Nordisk A/SSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.950
🏛
Cornerstone Value
Div 27.4%
🌿
Cornerstone Growth
P/S 0.6
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
57.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
27.4%
💰
High Yield
Div 27.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
1.6×
P/S
0.6×
P/B
0.9×
E/P
0.6381
FCF Yield
0.652
EBITDA/EV
0.574
SH Yield
0.274
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 1.6x places this firmly in deep value territory. FCF yield of 65.2% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
93.0%ile
ROE
0.601
ROA
0.218
Net Margin
0.372
Op Margin
0.488
GPA
0.480
D/E
1.75
Current
0.79
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.081
Earn Growth
0.166
Stability
0.314
lower=better
Accruals
0.006
lower=better
5yr Consist
Yes
ROE of 60% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
6.0%ile
6M Return
-7.1%
12M Return
-39.8%
12-1 Mom
-35.4%
Risk-Adj
-0.59
Vol 252d
59.6%
Vol 60d
114.6%
↑ Expanding
Max DD 12M
-54.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -35% signals a downtrend — price is moving against you. Near-term vol (115%) is expanding vs long-term (60%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
99.8%
Sector Quality %ile
93.8%
P/E z-score
-0.43
P/B z-score
-0.34
Sector Avg OS
63.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (93th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (6th) despite looking cheap (97th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 27.4% backed by 65.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (115%) significantly exceeds 252-day (60%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
98.9% avg (7 factors)
Quality
A
77.7% avg (8 factors)
Momentum
F
9.7% avg (4 factors)
Risk
F
17.4% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —1 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.930 | —1 | — | |
| Momentum %ile | 0.060 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.596 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.57
Earnings Yield (E/P)
0.6381
Price / Sales
0.58
Price / Book
0.94
Price / Cash Flow
1.61
FCF Yield
65.2%
EBITDA / EV
57.4%
Sales Yield (1/P·S)
1.0361
Shareholder Yield
Div + net buyback / mktcap
27.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
60.1%
Return on Assets
21.8%
Net Margin
37.2%
Operating Margin
48.8%
Gross Profit / Assets
Novy-Marx GPA
48.0%
Debt / Equity
1.75
Current Ratio
0.79
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.006
MomentumPrice trend strength over different horizons
6M Return
-7.1%
12M Return
-39.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-35.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.59
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.1%
Earnings Growth (YoY)
16.6%
Earnings Stability (CV)
Lower = more stable
0.314
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
27.4%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
64
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
Yes
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