Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/16822184-fa96-4393-ad69-145cc834a602/
HQY
HealthEquity IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 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
✗
💰
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
10.0%ile
P/E
32.7×
P/S
5.6×
P/B
3.7×
E/P
0.0306
FCF Yield
0.064
EBITDA/EV
0.037
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
92.00000000
/100 — 1=cheapest
VC2 (Trending Value)
92.00000000
/100
VC3 (Buyback)
92.00000000
/100
P/E of 32.7x is premium-priced — the market is paying up for expected growth. FCF yield of 6.4% is strong — the business generates significant free cash relative to price. VC2 score of 92.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.113
ROA
0.070
Net Margin
0.173
Op Margin
0.247
GPA
0.294
D/E
0.61
Current
3.44
F-Score
9/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.076
Earn Growth
0.894
Stability
0.464
lower=better
Accruals
-0.078
lower=better
5yr Consist
No
F-Score of 9/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
12.0%ile
6M Return
-6.2%
12M Return
-20.5%
12-1 Mom
-23.9%
Risk-Adj
-0.73
Vol 252d
32.7%
Vol 60d
77.4%
↑ Expanding
Max DD 12M
-29.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -24% signals a downtrend — price is moving against you. Near-term vol (77%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.14
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
3.6%
Sector Quality %ile
96.8%
P/E z-score
0.13
P/B z-score
-0.11
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (96th) but expensive (10th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (77%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
38.5% avg (7 factors)
Quality
B
70.1% avg (8 factors)
Momentum
F
12.1% avg (4 factors)
Risk
B
62.2% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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 | 0.140 | —1 | — | |
| Value %ile | 0.100 | —1 | — | |
| Quality %ile | 0.960 | —1 | — | |
| Momentum %ile | 0.120 | —1 | — | |
| F-Score | 9.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.327 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
32.67
Earnings Yield (E/P)
0.0306
Price / Sales
5.64
Price / Book
3.68
Price / Cash Flow
15.39
FCF Yield
6.4%
EBITDA / EV
3.7%
Sales Yield (1/P·S)
0.1626
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.3%
Return on Assets
7.0%
Net Margin
17.3%
Operating Margin
24.7%
Gross Profit / Assets
Novy-Marx GPA
29.4%
Debt / Equity
0.61
Current Ratio
3.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.078
MomentumPrice trend strength over different horizons
6M Return
-6.2%
12M Return
-20.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-23.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.73
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.6%
Earnings Growth (YoY)
89.4%
Earnings Stability (CV)
Lower = more stable
0.464
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
9
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
92
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
92
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
92
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