Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/16b408c9-40d3-4693-b860-7aa98f1d0c45/
BVS
Bioventus IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.828
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 57%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 73th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.37
V
Value Analysis
Cheapness relative to fundamentals
73.0%ile
P/E
22.2×
P/S
1.1×
P/B
3.4×
E/P
0.0450
FCF Yield
0.121
EBITDA/EV
0.124
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
24.00000000
/100 — 1=cheapest
VC2 (Trending Value)
28.00000000
/100
VC3 (Buyback)
28.00000000
/100
FCF yield of 12.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.151
ROA
0.044
Net Margin
0.049
Op Margin
0.106
GPA
0.600
D/E
2.20
Current
1.69
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.015
Stability
19.650
lower=better
Accruals
-0.114
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.20 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
27.5%
12M Return
35.1%
12-1 Mom
57.0%
Risk-Adj
1.37
Vol 252d
41.6%
Vol 60d
92.8%
↑ Expanding
Max DD 12M
-19.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 57% is very strong — a clear uptrend. Near-term vol (93%) is expanding vs long-term (42%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
83.8%
Sector Quality %ile
94.6%
P/E z-score
-0.06
P/B z-score
-0.14
Sector Avg OS
63.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (73th) and quality (94th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (73th value) with strong momentum (81th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (81th) but high volatility (42%). Momentum could reverse sharply.
Leveraged Returns
Strong ROE (15%) boosted by high leverage (D/E 2.2). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (93%) significantly exceeds 252-day (42%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
60.2% avg (7 factors)
Quality
C
54.4% avg (8 factors)
Momentum
A
75.9% avg (4 factors)
Risk
C
47.4% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —1 | — | |
| Value %ile | 0.730 | —1 | — | |
| Quality %ile | 0.940 | —1 | — | |
| Momentum %ile | 0.810 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.416 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
22.22
Earnings Yield (E/P)
0.0450
Price / Sales
1.10
Price / Book
3.35
Price / Cash Flow
6.15
FCF Yield
12.1%
EBITDA / EV
12.4%
Sales Yield (1/P·S)
0.6631
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.1%
Return on Assets
4.4%
Net Margin
4.9%
Operating Margin
10.6%
Gross Profit / Assets
Novy-Marx GPA
60.0%
Debt / Equity
2.20
Current Ratio
1.69
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.114
MomentumPrice trend strength over different horizons
6M Return
27.5%
12M Return
35.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
57.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.37
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.5%
Earnings Stability (CV)
Lower = more stable
19.650
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
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
24
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
28
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
28
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