Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/dec9b31b-80d3-4b59-9f61-3b8d5687d920/
NVO
Novo Nordisk A/SSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.960
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.7
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3
📐
EBITDA/EV
54.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
4.9%
💰
High Yield
Div 3.8%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
1.8×
P/S
0.7×
P/B
1.1×
E/P
0.4769
FCF Yield
0.599
EBITDA/EV
0.540
SH Yield
0.049
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 1.8x places this firmly in deep value territory. FCF yield of 59.9% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
95.0%ile
ROE
0.601
ROA
0.218
Net Margin
0.372
Op Margin
0.501
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
4.0%ile
6M Return
-13.0%
12M Return
-24.9%
12-1 Mom
-33.4%
Risk-Adj
-0.56
Vol 252d
59.9%
Vol 60d
109.8%
↑ Expanding
Max DD 12M
-49.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -33% signals a downtrend — price is moving against you. Near-term vol (110%) 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
99.4%
Sector Quality %ile
94.6%
P/E z-score
-0.49
P/B z-score
-0.28
Sector Avg OS
63.0%
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 (95th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (4th) despite looking cheap (97th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 4.9% backed by 59.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (110%) significantly exceeds 252-day (60%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
93.5% avg (7 factors)
Quality
A
77.7% avg (8 factors)
Momentum
F
9.5% avg (4 factors)
Risk
F
16.8% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —6 | — | |
| Value %ile | 0.970 | —6 | — | |
| Quality %ile | 0.950 | —6 | — | |
| Momentum %ile | 0.040 | —6 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.599 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.80
Earnings Yield (E/P)
0.4769
Price / Sales
0.67
Price / Book
1.08
Price / Cash Flow
1.85
FCF Yield
59.9%
EBITDA / EV
54.0%
Sales Yield (1/P·S)
0.9524
Shareholder Yield
Div + net buyback / mktcap
4.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
60.1%
Return on Assets
21.8%
Net Margin
37.2%
Operating Margin
50.1%
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
-13.0%
12M Return
-24.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-33.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.56
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
3.8%
Buyback Yield
1.1%
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
66
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