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AMG

Amgen Inc.
Chart
€307.25
Latest Week 2026-06-05
HealthcareDrug Manufacturers - GeneralLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.54
OS Score
17.0%
Value
94.0%
Quality
72.0%
Momentum
7/9
F-Score
0.400
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
3.1%
💰
High Yield
Div 3.1%
🚀
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
17.0%ile
P/E
21.3×
P/S
4.5×
P/B
18.0×
E/P
0.0470
FCF Yield
0.041
EBITDA/EV
0.079
SH Yield
0.031
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
83.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
78.00000000
/100
VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.849
ROA
0.084
Net Margin
0.210
Op Margin
0.284
GPA
0.275
Current
1.26
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.100
Earn Growth
0.879
Stability
0.399
lower=better
Accruals
-0.032
lower=better
5yr Consist
No
ROE of 85% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
72.0%ile
6M Return
9.7%
12M Return
24.6%
12-1 Mom
12.4%
Risk-Adj
0.47
Vol 252d
26.5%
Vol 60d
62.0%
↑ Expanding
Max DD 12M
-15.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (62%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.54
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 79 peers
Sector Value %ile
15.0%
Sector Quality %ile
93.8%
P/E z-score
-0.13
P/B z-score
2.48
Sector Avg OS
49.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MED MEDICLIN Aktiengesellschaft 99.0% 97.0% 83.0% 79.0%
DRW8 Drägerwerk AG & Co. KGaA 96.0% 93.0% 62.0% 78.0%
DRW3 Drägerwerk AG & Co. KGaA 95.0% 85.0% 62.0% 80.0%
AJ91 DocCheck AG 95.0% 82.0% 88.0% 70.0%
CBHD Coloplast A/S 94.0% 98.0% 91.0% 22.0%
M12 M1 Kliniken AG 93.0% 70.0% 89.0% 76.0%
BRM Bristol-Myers Squibb Company 92.0% 61.0% 98.0% 74.0%
NOV Novo Nordisk A/S 91.0% 98.0% 78.0% 20.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (94th) and momentum (72th) but expensive (17th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (94th) but expensive (17th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (62%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
42.3% avg (7 factors)
Quality
B
68.9% avg (7 factors)
Momentum
C
49.2% avg (4 factors)
Risk
B
72.4% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.540—0—
Value %ile0.170—1—
Quality %ile0.940—1—
Momentum %ile0.720—1—
F-Score7.000—1—
Confidence0.939—1—
Volatility0.265—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
21.26
Earnings Yield (E/P)
0.0470
Price / Sales
4.46
Price / Book
18.04
Price / Cash Flow
15.42
FCF Yield
4.1%
EBITDA / EV
7.9%
Sales Yield (1/P·S)
0.1763
Shareholder Yield
Div + net buyback / mktcap
3.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
84.9%
Return on Assets
8.4%
Net Margin
21.0%
Operating Margin
28.4%
Gross Profit / Assets
Novy-Marx GPA
27.5%
Current Ratio
1.26
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.032
MomentumPrice trend strength over different horizons
6M Return
9.7%
12M Return
24.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
12.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.47
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.0%
Earnings Growth (YoY)
87.9%
Earnings Stability (CV)
Lower = more stable
0.399
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
3.1%
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
83
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
78
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