Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/50d14756-dd0f-434b-9d95-0b5721cc6d60/
ALKS
Alkermes PlcSnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
3 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
12-1 111%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.72
⚡
Risk-Adj Momentum
RAM 2.48
V
Value Analysis
Cheapness relative to fundamentals
4.0%ile
P/E
57.7×
P/S
5.6×
P/B
5.0×
E/P
0.0236
FCF Yield
0.029
EBITDA/EV
0.028
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
97.00000000
/100 — 1=cheapest
VC2 (Trending Value)
98.00000000
/100
VC3 (Buyback)
98.00000000
/100
P/E of 57.7x is premium-priced — the market is paying up for expected growth. VC2 score of 98.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
80.0%ile
ROE
0.087
ROA
0.036
Net Margin
0.098
Op Margin
0.152
GPA
0.318
D/E
1.43
Current
2.27
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.032
Earn Growth
-0.567
Stability
1.005
lower=better
Accruals
-0.024
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
94.0%ile
6M Return
57.4%
12M Return
102.4%
12-1 Mom
110.8%
Risk-Adj
2.48
Vol 252d
44.7%
Vol 60d
103.8%
↑ Expanding
Max DD 12M
-20.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 111% is very strong — a clear uptrend. Risk-adjusted momentum of 2.48 is excellent — strong returns relative to volatility. Near-term vol (104%) is expanding vs long-term (45%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.43
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
2.2%
Sector Quality %ile
84.4%
P/E z-score
0.54
P/B z-score
-0.07
Sector Avg OS
64.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (80th) and momentum (94th) but expensive (4th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (94th) but high volatility (45%). Momentum could reverse sharply.
Quality at a Premium
High quality (80th) but expensive (4th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (104%) significantly exceeds 252-day (45%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
25.5% avg (7 factors)
Quality
C
52.2% avg (8 factors)
Momentum
A
96.8% avg (4 factors)
Risk
D
42.2% 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 | 0.430 | —0 | — | |
| Value %ile | 0.040 | —8 | — | |
| Quality %ile | 0.800 | —8 | — | |
| Momentum %ile | 0.940 | —8 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.900 | —8 | — | |
| Volatility | 0.447 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
57.72
Earnings Yield (E/P)
0.0236
Price / Sales
5.64
Price / Book
5.03
Price / Cash Flow
34.41
FCF Yield
2.9%
EBITDA / EV
2.8%
Sales Yield (1/P·S)
0.1555
Shareholder Yield
Div + net buyback / mktcap
-0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.7%
Return on Assets
3.6%
Net Margin
9.8%
Operating Margin
15.2%
Gross Profit / Assets
Novy-Marx GPA
31.8%
Debt / Equity
1.43
Current Ratio
2.27
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.024
External Financing
Net issuance — lower=better
0.013
MomentumPrice trend strength over different horizons
6M Return
57.4%
12M Return
102.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
110.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.48
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.2%
Earnings Growth (YoY)
-56.7%
Earnings Stability (CV)
Lower = more stable
1.005
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
97
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
98
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
98
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