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SNY

Sanofi ADR
Chart
43.50 USD
Latest Week 2026-07-10
HealthcareDrug Manufacturers - GeneralLARGE
Snapshot 2026-07-12 · 0.7w · Fresh
0.83
OS Score
74.0%
Value
89.0%
Quality
30.0%
Momentum
7/9
F-Score
0.812
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
✗
◆
Quality × Value
QV 0.812
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 13.8
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
10.2%
💰
High Yield
Div 5.6%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.72
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/E
13.8×
P/S
2.2×
P/B
1.4×
E/P
0.0780
FCF Yield
0.110
EBITDA/EV
0.106
SH Yield
0.102
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
16.00000000
/100
VC3 (Buyback)
18.00000000
/100
FCF yield of 11.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.104
ROA
0.059
Net Margin
0.160
Op Margin
0.196
GPA
0.267
D/E
0.75
Current
1.01
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.082
Earn Growth
0.199
Stability
0.861
lower=better
Accruals
-0.022
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
30.0%ile
6M Return
-6.3%
12M Return
-5.5%
12-1 Mom
-3.9%
Risk-Adj
-0.14
Vol 252d
26.9%
Vol 60d
46.3%
↑ Expanding
Max DD 12M
-16.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (46%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 500 peers
Sector Value %ile
85.8%
Sector Quality %ile
89.0%
P/E z-score
-0.27
P/B z-score
-0.27
Sector Avg OS
63.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
FBIO Fortress Biotech Inc 99.0% 98.0% 85.0% 90.0%
FBIOP Fortress Biotech Inc Pref Series A 99.0% 98.0% 83.0% 95.0%
RIGL Rigel Pharmaceuticals Inc 99.0% 89.0% 93.0% 94.0%
TBPH Theravance Biopharma Inc 99.0% 90.0% 99.0% 88.0%
IRWD Ironwood Pharmaceuticals Inc 99.0% 90.0% 91.0% 99.0%
NUTX Nutex Health Inc 98.0% 89.0% 98.0% 86.0%
INVA Innoviva Inc 98.0% 94.0% 94.0% 75.0%
CGEN Compugen 98.0% 89.0% 96.0% 85.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (74th) and quality (89th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 10.2% backed by 11.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (46%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
79.0% avg (7 factors)
Quality
C
52.8% avg (8 factors)
Momentum
F
26.6% avg (4 factors)
Risk
B
71.8% avg (1 factors)
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 Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.830—6—
Value %ile0.740—6—
Quality %ile0.890—6—
Momentum %ile0.300—6—
F-Score7.000—6—
Confidence0.951—6—
Volatility0.269—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.78
Earnings Yield (E/P)
0.0780
Price / Sales
2.20
Price / Book
1.43
Price / Cash Flow
10.07
FCF Yield
11.0%
EBITDA / EV
10.6%
Sales Yield (1/P·S)
0.3981
Shareholder Yield
Div + net buyback / mktcap
10.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.4%
Return on Assets
5.9%
Net Margin
16.0%
Operating Margin
19.6%
Gross Profit / Assets
Novy-Marx GPA
26.7%
Debt / Equity
0.75
Current Ratio
1.01
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.022
External Financing
Net issuance — lower=better
0.041
MomentumPrice trend strength over different horizons
6M Return
-6.3%
12M Return
-5.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-3.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.14
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.2%
Earnings Growth (YoY)
19.9%
Earnings Stability (CV)
Lower = more stable
0.861
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
5.6%
Buyback Yield
4.7%
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
16
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