Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f714739f-096d-4119-b77a-2ceb6bf0bef9/
NMIH
NMI Holdings IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
18.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
7.3×
P/S
4.0×
P/B
0.0×
E/P
0.1363
FCF Yield
0.156
EBITDA/EV
0.186
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
18.00000000
/100
VC3 (Buyback)
18.00000000
/100
P/E of 7.3x places this firmly in deep value territory. FCF yield of 15.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
28.0%ile
ROE
0.000
ROA
0.000
Net Margin
0.538
Op Margin
0.709
GPA
0.000
D/E
0.49
Current
0.39
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.073
Earn Growth
0.032
Stability
0.052
lower=better
Accruals
0.000
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.49.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
19.0%ile
6M Return
-2.7%
12M Return
-8.2%
12-1 Mom
-2.4%
Risk-Adj
-0.09
Vol 252d
25.5%
Vol 60d
52.7%
↑ Expanding
Max DD 12M
-17.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (53%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.71
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
94.2%
Sector Quality %ile
8.2%
P/E z-score
-0.32
P/B z-score
-0.11
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (96th value) but weak quality (28th). Classic value trap risk.
Falling Knife
Weak momentum (19th) despite looking cheap (96th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
80.7% avg (7 factors)
Quality
D
43.5% avg (8 factors)
Momentum
F
27.8% avg (4 factors)
Risk
B
74.2% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.710 | —1 | — | |
| Value %ile | 0.960 | —1 | — | |
| Quality %ile | 0.280 | —1 | — | |
| Momentum %ile | 0.190 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.255 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.34
Earnings Yield (E/P)
0.1363
Price / Sales
3.95
Price / Book
0.00
Price / Cash Flow
6.52
FCF Yield
15.6%
EBITDA / EV
18.6%
Sales Yield (1/P·S)
0.2531
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
0.0%
Return on Assets
0.0%
Net Margin
53.8%
Operating Margin
70.9%
Gross Profit / Assets
Novy-Marx GPA
0.0%
Debt / Equity
0.49
Current Ratio
0.39
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.000
MomentumPrice trend strength over different horizons
6M Return
-2.7%
12M Return
-8.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-2.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.09
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.3%
Earnings Growth (YoY)
3.2%
Earnings Stability (CV)
Lower = more stable
0.052
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
0.0%
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
18
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
18
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