Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/409d32ba-c809-4e5a-aaf2-cd377cff2a42/

SNW

Sanofi
Chart
€77.95
Latest Week 2026-06-05
HealthcareDrug Manufacturers - GeneralLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.78
OS Score
73.0%
Value
74.0%
Quality
26.0%
Momentum
7/9
F-Score
0.735
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.735
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.4
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
10.3%
💰
High Yield
Div 5.1%
🚀
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
73.0%ile
P/E
12.4×
P/S
2.0×
P/B
1.3×
E/P
0.0809
FCF Yield
0.063
EBITDA/EV
0.078
SH Yield
0.103
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
37.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
29.00000000
/100
FCF yield of 6.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
74.0%ile
ROE
0.104
ROA
0.059
Net Margin
0.160
Op Margin
0.198
GPA
0.266
Current
1.01
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.055
Earn Growth
0.459
Stability
0.932
lower=better
Accruals
-0.022
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
26.0%ile
6M Return
-3.2%
12M Return
-6.9%
12-1 Mom
-12.7%
Risk-Adj
-0.53
Vol 252d
24.1%
Vol 60d
53.3%
↑ Expanding
Max DD 12M
-14.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -13% signals a downtrend — price is moving against you. Near-term vol (53%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.78
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 79 peers
Sector Value %ile
87.5%
Sector Quality %ile
65.0%
P/E z-score
-0.65
P/B z-score
-0.51
Sector Avg OS
49.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MED MEDICLIN Aktiengesellschaft 99.0% 97.0% 83.0% 79.0%
DRW8 Drägerwerk AG & Co. KGaA 96.0% 93.0% 62.0% 78.0%
DRW3 Drägerwerk AG & Co. KGaA 95.0% 85.0% 62.0% 80.0%
AJ91 DocCheck AG 95.0% 82.0% 88.0% 70.0%
CBHD Coloplast A/S 94.0% 98.0% 91.0% 22.0%
M12 M1 Kliniken AG 93.0% 70.0% 89.0% 76.0%
BRM Bristol-Myers Squibb Company 92.0% 61.0% 98.0% 74.0%
NOV Novo Nordisk A/S 91.0% 98.0% 78.0% 20.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (73th) and quality (74th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 10.3% backed by 6.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.5% avg (7 factors)
Quality
C
48.9% avg (7 factors)
Momentum
F
21.9% avg (4 factors)
Risk
A
76.4% 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 Composite0.780—1—
Value %ile0.730—1—
Quality %ile0.740—1—
Momentum %ile0.260—1—
F-Score7.000—1—
Confidence0.939—1—
Volatility0.241—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.36
Earnings Yield (E/P)
0.0809
Price / Sales
1.97
Price / Book
1.28
Price / Cash Flow
9.03
FCF Yield
6.3%
EBITDA / EV
7.8%
Sales Yield (1/P·S)
0.4391
Shareholder Yield
Div + net buyback / mktcap
10.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.4%
Return on Assets
5.9%
Net Margin
16.0%
Operating Margin
19.8%
Gross Profit / Assets
Novy-Marx GPA
26.6%
Current Ratio
1.01
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.022
External Financing
Net issuance — lower=better
0.041
MomentumPrice trend strength over different horizons
6M Return
-3.2%
12M Return
-6.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-12.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.53
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.5%
Earnings Growth (YoY)
45.9%
Earnings Stability (CV)
Lower = more stable
0.932
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
5.1%
Buyback Yield
5.2%
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
37
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
29
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