Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0b08b78e-422a-42bd-a995-6e19bed78774/
HLS
Healius LimitedSnapshot 2026-07-19 · 1.0w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 9
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
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
89.0%ile
P/S
0.2×
P/B
0.5×
E/P
0.0002
FCF Yield
0.195
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
6.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
10.00000000
/100
FCF yield of 19.5% is strong — the business generates significant free cash relative to price. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
11.0%ile
ROE
-0.257
ROA
-0.085
Net Margin
-0.112
Op Margin
0.000
GPA
0.636
Current
0.56
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.230
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
3.0%ile
6M Return
-60.3%
12M Return
-51.9%
12-1 Mom
-47.4%
Risk-Adj
-0.91
Vol 252d
52.4%
Vol 60d
123.0%
↑ Expanding
Max DD 12M
-66.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -47% signals a downtrend — price is moving against you. Near-term vol (123%) is expanding vs long-term (52%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.47
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 145 peers
Sector Value %ile
95.9%
Sector Quality %ile
18.5%
P/B z-score
-0.56
Sector Avg OS
45.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (89th value) but weak quality (11th). Classic value trap risk.
Falling Knife
Weak momentum (3th) despite looking cheap (89th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (123%) significantly exceeds 252-day (52%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.2% avg (5 factors)
Quality
F
19.5% avg (6 factors)
Momentum
F
0.6% avg (4 factors)
Risk
F
29.3% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.470 | —0 | — | |
| Value %ile | 0.890 | —7 | — | |
| Quality %ile | 0.110 | —7 | — | |
| Momentum %ile | 0.030 | —7 | — | |
| F-Score | 3.000 | —7 | — | |
| Confidence | 0.395 | —1 | — | |
| Volatility | 0.524 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0002
Price / Sales
0.20
Price / Book
0.46
FCF Yield
19.5%
Sales Yield (1/P·S)
1.1928
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-25.7%
Return on Assets
-8.5%
Net Margin
-11.2%
Operating Margin
0.0%
Gross Profit / Assets
Novy-Marx GPA
63.6%
Current Ratio
0.56
MomentumPrice trend strength over different horizons
6M Return
-60.3%
12M Return
-51.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-47.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.91
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-23.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
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
6
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
93
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity