Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/16822184-fa96-4393-ad69-145cc834a602/
HQY
HealthEquity IncSnapshot 2026-07-26 · 0.7w · Fresh
Strategy Eligibility
2 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
4.6%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.51
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
12.0%ile
P/E
34.3×
P/S
5.9×
P/B
3.9×
E/P
0.0382
FCF Yield
0.061
EBITDA/EV
0.053
SH Yield
0.046
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
90.00000000
/100 — 1=cheapest
VC2 (Trending Value)
84.00000000
/100
VC3 (Buyback)
84.00000000
/100
P/E of 34.3x is premium-priced — the market is paying up for expected growth. FCF yield of 6.1% is strong — the business generates significant free cash relative to price. VC2 score of 84.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%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
23.0%ile
6M Return
12.5%
12M Return
-1.5%
12-1 Mom
-7.9%
Risk-Adj
-0.24
Vol 252d
32.4%
Vol 60d
77.0%
↑ Expanding
Max DD 12M
-29.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (77%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.2
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
4.2%
Sector Quality %ile
97.4%
P/E z-score
0.13
P/B z-score
-0.12
Sector Avg OS
64.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 4.6% backed by 6.1% FCF yield. Returns are well-funded.
Quality at a Premium
High quality (97th) but expensive (12th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (77%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
46.2% avg (7 factors)
Quality
B
70.1% avg (8 factors)
Momentum
D
31.6% avg (4 factors)
Risk
B
62.6% 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 Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.200 | —8 | — | |
| Value %ile | 0.120 | —8 | — | |
| Quality %ile | 0.970 | —8 | — | |
| Momentum %ile | 0.230 | —2 | — | |
| F-Score | 9.000 | —8 | — | |
| Confidence | 0.939 | —8 | — | |
| Volatility | 0.324 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
34.29
Earnings Yield (E/P)
0.0382
Price / Sales
5.92
Price / Book
3.86
Price / Cash Flow
16.15
FCF Yield
6.1%
EBITDA / EV
5.3%
Sales Yield (1/P·S)
0.1549
Shareholder Yield
Div + net buyback / mktcap
4.6%
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
12.5%
12M Return
-1.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-7.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.24
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
Buyback Yield
4.6%
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
90
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
84
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
84
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