Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/24f71033-d2ba-427b-9da6-733808a99146/
HCM
HUTCHMED DRCSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 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
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
18.0%ile
P/E
20.4×
P/S
17.0×
P/B
7.5×
E/P
0.0490
FCF Yield
-0.005
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
85.00000000
/100 — 1=cheapest
VC2 (Trending Value)
86.00000000
/100
VC3 (Buyback)
86.00000000
/100
Negative FCF yield (-0.5%) — the business is currently cash-consumptive. VC2 score of 86.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
10.0%ile
ROE
0.370
ROA
0.261
Net Margin
0.833
Op Margin
-0.100
GPA
0.121
D/E
0.41
Current
4.96
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
1.706
lower=better
Accruals
0.298
lower=better
5yr Consist
No
ROE of 37% is exceptional. Conservative balance sheet with D/E of 0.41. Accruals ratio of 0.298 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
11.0%ile
6M Return
-23.6%
12M Return
-29.2%
12-1 Mom
-14.5%
Risk-Adj
-0.35
Vol 252d
41.2%
Vol 60d
74.7%
↑ Expanding
Max DD 12M
-39.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -14% signals a downtrend — price is moving against you. Near-term vol (75%) is expanding vs long-term (41%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.01
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
6.0%
Sector Quality %ile
2.8%
P/E z-score
-0.09
P/B z-score
0.21
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Earnings Quality Concern
ROE looks strong (37%) but high accruals (0.298) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (75%) significantly exceeds 252-day (41%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
21.0% avg (6 factors)
Quality
B
64.3% avg (8 factors)
Momentum
F
9.8% avg (4 factors)
Risk
C
48.0% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.010 | —1 | — | |
| Value %ile | 0.180 | —1 | — | |
| Quality %ile | 0.100 | —1 | — | |
| Momentum %ile | 0.110 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.786 | —1 | — | |
| Volatility | 0.412 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.39
Earnings Yield (E/P)
0.0490
Price / Sales
16.99
Price / Book
7.55
FCF Yield
-0.5%
Sales Yield (1/P·S)
0.0587
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
37.0%
Return on Assets
26.1%
Net Margin
83.3%
Operating Margin
-10.0%
Gross Profit / Assets
Novy-Marx GPA
12.1%
Debt / Equity
0.41
Current Ratio
4.96
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.298
MomentumPrice trend strength over different horizons
6M Return
-23.6%
12M Return
-29.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-14.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.35
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
1.706
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
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
85
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
86
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
86
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