Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1c42d613-c405-45d7-9f43-f2050c317cb4/

REGN

Regeneron Pharmaceuticals Inc
Chart
664.52 USD
Latest Week 2026-07-10
HealthcareBiotechnologyLARGE
Snapshot 2026-07-12 · 0.9w · Fresh
0.88
OS Score
66.0%
Value
88.0%
Quality
72.0%
Momentum
5/9
F-Score
0.762
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.762
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
4.9%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.68
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
66.0%ile
P/E
15.7×
P/S
4.7×
P/B
2.2×
E/P
0.0750
FCF Yield
0.085
EBITDA/EV
0.083
SH Yield
0.049
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
70.00000000
/100 — 1=cheapest
VC2 (Trending Value)
65.00000000
/100
VC3 (Buyback)
68.00000000
/100
FCF yield of 8.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.141
ROA
0.108
Net Margin
0.296
Op Margin
0.349
GPA
0.309
D/E
0.30
Current
3.57
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.059
Earn Growth
-0.017
Stability
0.284
lower=better
Accruals
-0.014
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.30.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
72.0%ile
6M Return
-16.4%
12M Return
17.7%
12-1 Mom
8.4%
Risk-Adj
0.28
Vol 252d
30.4%
Vol 60d
70.0%
↑ Expanding
Max DD 12M
-23.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (70%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 500 peers
Sector Value %ile
79.6%
Sector Quality %ile
88.2%
P/E z-score
-0.24
P/B z-score
-0.23
Sector Avg OS
63.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IRWD Ironwood Pharmaceuticals Inc 99.0% 90.0% 91.0% 99.0%
RIGL Rigel Pharmaceuticals Inc 99.0% 89.0% 93.0% 94.0%
TBPH Theravance Biopharma Inc 99.0% 90.0% 99.0% 88.0%
FBIO Fortress Biotech Inc 99.0% 98.0% 85.0% 90.0%
FBIOP Fortress Biotech Inc Pref Series A 99.0% 98.0% 83.0% 95.0%
NUTX Nutex Health Inc 98.0% 89.0% 98.0% 86.0%
INVA Innoviva Inc 98.0% 94.0% 94.0% 75.0%
CGEN Compugen 98.0% 89.0% 96.0% 85.0%
Factor Interactions
Strong Capital Return
Shareholder yield 4.9% backed by 8.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (70%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
65.1% avg (7 factors)
Quality
A
76.8% avg (8 factors)
Momentum
D
36.6% avg (4 factors)
Risk
B
66.0% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.880—6—
Value %ile0.660—0—
Quality %ile0.880—6—
Momentum %ile0.720—1—
F-Score5.000—0—
Confidence0.980—6—
Volatility0.304—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.75
Earnings Yield (E/P)
0.0750
Price / Sales
4.67
Price / Book
2.22
Price / Cash Flow
13.90
FCF Yield
8.5%
EBITDA / EV
8.3%
Sales Yield (1/P·S)
0.2149
Shareholder Yield
Div + net buyback / mktcap
4.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.1%
Return on Assets
10.8%
Net Margin
29.6%
Operating Margin
34.9%
Gross Profit / Assets
Novy-Marx GPA
30.9%
Debt / Equity
0.30
Current Ratio
3.57
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.014
External Financing
Net issuance — lower=better
0.111
MomentumPrice trend strength over different horizons
6M Return
-16.4%
12M Return
17.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.28
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.9%
Earnings Growth (YoY)
-1.7%
Earnings Stability (CV)
Lower = more stable
0.284
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
0.5%
Buyback Yield
4.4%
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
70
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
65
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
68
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