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NMIH
NMI Holdings IncSnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
14.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
3.2%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/E
8.4×
P/S
4.5×
P/B
0.0×
E/P
0.1452
FCF Yield
0.123
EBITDA/EV
0.148
SH Yield
0.032
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
10.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
13.00000000
/100
P/E of 8.4x places this firmly in deep value territory. FCF yield of 12.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
29.0%ile
ROE
0.000
ROA
0.000
Net Margin
0.538
Op Margin
0.728
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
32.0%ile
6M Return
13.3%
12M Return
12.3%
12-1 Mom
6.7%
Risk-Adj
0.28
Vol 252d
23.8%
Vol 60d
54.0%
↑ Expanding
Max DD 12M
-13.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (54%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.78
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
92.8%
Sector Quality %ile
8.4%
P/E z-score
-0.31
P/B z-score
-0.09
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (95th value) but weak quality (29th). Classic value trap risk.
Volatility Expanding
60-day vol (54%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
83.0% avg (7 factors)
Quality
D
43.5% avg (8 factors)
Momentum
D
43.9% avg (4 factors)
Risk
A
77.1% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.780 | —8 | — | |
| Value %ile | 0.950 | —8 | — | |
| Quality %ile | 0.290 | —3 | — | |
| Momentum %ile | 0.320 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.929 | —8 | — | |
| Volatility | 0.238 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.42
Earnings Yield (E/P)
0.1452
Price / Sales
4.53
Price / Book
0.00
Price / Cash Flow
7.48
FCF Yield
12.3%
EBITDA / EV
14.8%
Sales Yield (1/P·S)
0.1993
Shareholder Yield
Div + net buyback / mktcap
3.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
0.0%
Return on Assets
0.0%
Net Margin
53.8%
Operating Margin
72.8%
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
External Financing
Net issuance — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
13.3%
12M Return
12.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
6.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.28
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
Buyback Yield
3.2%
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
10
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
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