Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e1433582-6f67-4aff-93fe-4bba099275e2/
NREF
Nexpoint Real Estate Finance IncSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
4 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
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.9%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.00
V
Value Analysis
Cheapness relative to fundamentals
30.0%ile
P/E
3.1×
P/S
2.1×
P/B
0.8×
E/P
0.0295
FCF Yield
0.003
EBITDA/EV
0.030
SH Yield
0.119
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
33.00000000
/100 — 1=cheapest
VC2 (Trending Value)
24.00000000
/100
VC3 (Buyback)
23.00000000
/100
P/E of 3.1x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
30.0%ile
ROE
0.266
ROA
0.020
Net Margin
0.702
Op Margin
1.020
GPA
0.023
D/E
11.28
Current
0.44
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.110
Earn Growth
0.625
Stability
0.475
lower=better
Accruals
0.017
lower=better
5yr Consist
No
ROE of 27% is exceptional. Highly leveraged with D/E of 11.28 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
23.2%
12M Return
32.9%
12-1 Mom
21.7%
Risk-Adj
1.00
Vol 252d
21.7%
Vol 60d
46.9%
↑ Expanding
Max DD 12M
-12.3%
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 (47%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.32
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 242 peers
Sector Value %ile
48.1%
Sector Quality %ile
44.0%
P/E z-score
-0.39
P/B z-score
-0.26
Sector Avg OS
39.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Leveraged Returns
Strong ROE (27%) boosted by high leverage (D/E 11.3). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (47%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.1% avg (7 factors)
Quality
D
43.0% avg (8 factors)
Momentum
B
62.2% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.320 | —0 | — | |
| Value %ile | 0.300 | —2 | — | |
| Quality %ile | 0.300 | —2 | — | |
| Momentum %ile | 0.750 | —7 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.217 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.06
Earnings Yield (E/P)
0.0295
Price / Sales
2.14
Price / Book
0.81
Price / Cash Flow
19.44
FCF Yield
0.3%
EBITDA / EV
3.0%
Sales Yield (1/P·S)
0.0289
Shareholder Yield
Div + net buyback / mktcap
11.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
26.6%
Return on Assets
2.0%
Net Margin
70.2%
Operating Margin
102.0%
Gross Profit / Assets
Novy-Marx GPA
2.3%
Debt / Equity
11.28
Current Ratio
0.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.017
MomentumPrice trend strength over different horizons
6M Return
23.2%
12M Return
32.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
21.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.00
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
11.0%
Earnings Growth (YoY)
62.5%
Earnings Stability (CV)
Lower = more stable
0.475
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
11.9%
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
33
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
24
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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