Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/223a8e29-bd20-45d7-a62a-3c8d1dee5ad0/

HLN

Haleon plc
Chart
£337.00
Latest Week 2026-06-05
HealthcareDrug Manufacturers - Specialty & GenericMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.17
OS Score
15.0%
Value
89.0%
Quality
20.0%
Momentum
8/9
F-Score
0.365
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
15.0%ile
P/E
1800.3×
P/S
272.1×
P/B
182.7×
E/P
0.0006
FCF Yield
0.001
EBITDA/EV
0.001
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
87.00000000
/100 — 1=cheapest
VC2 (Trending Value)
85.00000000
/100
VC3 (Buyback)
81.00000000
/100
P/E of 1800.3x is premium-priced — the market is paying up for expected growth. VC2 score of 85.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.101
ROA
0.051
Net Margin
0.151
Op Margin
0.219
GPA
0.217
Current
0.92
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.018
Earn Growth
0.184
Accruals
-0.030
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
20.0%ile
6M Return
-6.5%
12M Return
-16.8%
12-1 Mom
-18.2%
Risk-Adj
-1.01
Vol 252d
18.0%
Vol 60d
43.2%
↑ Expanding
Max DD 12M
-19.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -18% signals a downtrend — price is moving against you. Near-term vol (43%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.17
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 75 peers
Sector Value %ile
28.9%
Sector Quality %ile
93.4%
P/E z-score
-0.56
P/B z-score
-0.31
Sector Avg OS
33.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BVC BATM Advanced Communications Ltd. 79.0% 64.0% 62.0% 63.0%
AVCT Avacta Group Plc 79.0% 64.0% 62.0% 63.0%
SPI Spire Healthcare Group plc 77.0% 73.0% 75.0% 29.0%
CRTX CRISM Therapeutics Corporation 75.0% 62.0% 60.0% 61.0%
HIK Hikma Pharmaceuticals PLC 75.0% 82.0% 71.0% 11.0%
CVSG CVS Group plc 74.0% 61.0% 60.0% 61.0%
CHLL Chill Brands Group PLC 73.0% 61.0% 59.0% 60.0%
CIZ Cizzle Biotechnology Holdings Plc 73.0% 61.0% 59.0% 60.0%
Factor Interactions
Quality at a Premium
High quality (89th) but expensive (15th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (43%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
3.9% avg (7 factors)
Quality
C
47.2% avg (7 factors)
Momentum
F
13.2% avg (4 factors)
Risk
A
86.6% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.170—1—
Value %ile0.150—1—
Quality %ile0.890—1—
Momentum %ile0.200—1—
F-Score8.000—1—
Confidence0.813—1—
Volatility0.180—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1800.29
Earnings Yield (E/P)
0.0006
Price / Sales
272.08
Price / Book
182.71
Price / Cash Flow
1139.37
FCF Yield
0.1%
EBITDA / EV
0.1%
Sales Yield (1/P·S)
0.0037
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.1%
Return on Assets
5.1%
Net Margin
15.1%
Operating Margin
21.9%
Gross Profit / Assets
Novy-Marx GPA
21.7%
Current Ratio
0.92
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.030
MomentumPrice trend strength over different horizons
6M Return
-6.5%
12M Return
-16.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-18.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.01
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.8%
Earnings Growth (YoY)
18.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
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
87
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
85
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
81
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
Yes
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