Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/329d01ac-d480-45f4-9582-8ccc5db69754/
ZBIO
Zenas BioPharma, Inc. Common StockSnapshot 2026-07-26 · 0.4w · 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
15.0%ile
P/S
191.9×
P/B
5.7×
FCF Yield
-0.099
SH Yield
-0.164
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
83.00000000
/100 — 1=cheapest
VC2 (Trending Value)
90.00000000
/100
VC3 (Buyback)
89.00000000
/100
Negative FCF yield (-9.9%) — the business is currently cash-consumptive. VC2 score of 90.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
1.0%ile
ROE
-1.266
ROA
-0.569
Net Margin
-42.515
Op Margin
-40.847
GPA
-0.139
D/E
1.23
Current
11.94
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.333
Stability
0.940
lower=better
Accruals
-0.287
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
92.0%ile
6M Return
51.3%
12M Return
94.1%
12-1 Mom
65.2%
Risk-Adj
0.63
Vol 252d
103.0%
Vol 60d
228.9%
↑ Expanding
Max DD 12M
-62.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 65% is very strong — a clear uptrend. Near-term vol (229%) is expanding vs long-term (103%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.13
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
5.2%
Sector Quality %ile
0.2%
P/B z-score
-0.03
Sector Avg OS
64.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Hot but Volatile
Strong momentum (92th) but high volatility (103%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (229%) significantly exceeds 252-day (103%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
7.6% avg (4 factors)
Quality
D
33.7% avg (8 factors)
Momentum
A
85.2% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.130 | —8 | — | |
| Value %ile | 0.150 | —8 | — | |
| Quality %ile | 0.010 | —8 | — | |
| Momentum %ile | 0.920 | —8 | — | |
| F-Score | 3.000 | —8 | — | |
| Confidence | 0.784 | —8 | — | |
| Volatility | 1.030 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
191.86
Price / Book
5.71
FCF Yield
-9.9%
Sales Yield (1/P·S)
0.0056
Shareholder Yield
Div + net buyback / mktcap
-16.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-126.6%
Return on Assets
-56.9%
Net Margin
-4251.5%
Operating Margin
-4084.7%
Gross Profit / Assets
Novy-Marx GPA
-13.9%
Debt / Equity
1.23
Current Ratio
11.94
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.287
MomentumPrice trend strength over different horizons
6M Return
51.3%
12M Return
94.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
65.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.63
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-33.3%
Earnings Stability (CV)
Lower = more stable
0.940
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Buyback Yield
-16.4%
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
83
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
90
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
89
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