Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/536f3d46-94f4-4a15-87b0-33746efc4669/
HALO
Halozyme Therapeutics IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.0%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
17.0%ile
P/E
25.2×
P/S
5.8×
P/B
40.0×
E/P
0.0397
FCF Yield
0.065
EBITDA/EV
0.090
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
87.00000000
/100 — 1=cheapest
VC2 (Trending Value)
88.00000000
/100
VC3 (Buyback)
88.00000000
/100
FCF yield of 6.5% is strong — the business generates significant free cash relative to price. VC2 score of 88.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
1.588
ROA
0.131
Net Margin
0.231
Op Margin
0.570
GPA
0.434
D/E
11.17
Current
2.76
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.391
Earn Growth
-0.281
Stability
0.984
lower=better
Accruals
-0.123
lower=better
5yr Consist
No
ROE of 159% is exceptional. Highly leveraged with D/E of 11.17 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
74.0%ile
6M Return
12.9%
12M Return
31.9%
12-1 Mom
18.2%
Risk-Adj
0.53
Vol 252d
34.4%
Vol 60d
80.1%
↑ Expanding
Max DD 12M
-24.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (80%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.57
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
5.8%
Sector Quality %ile
99.8%
P/E z-score
-0.01
P/B z-score
2.95
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (98th) and momentum (74th) but expensive (17th value). Premium priced — watch for mean reversion.
Leveraged Returns
Strong ROE (159%) boosted by high leverage (D/E 11.2). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (98th) but expensive (17th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (80%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
37.3% avg (7 factors)
Quality
A
79.5% avg (8 factors)
Momentum
C
54.6% avg (4 factors)
Risk
C
59.3% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.570 | —0 | — | |
| Value %ile | 0.170 | —1 | — | |
| Quality %ile | 0.980 | —1 | — | |
| Momentum %ile | 0.740 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.344 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
25.20
Earnings Yield (E/P)
0.0397
Price / Sales
5.83
Price / Book
40.02
Price / Cash Flow
12.97
FCF Yield
6.5%
EBITDA / EV
9.0%
Sales Yield (1/P·S)
0.1420
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
158.8%
Return on Assets
13.1%
Net Margin
23.1%
Operating Margin
57.0%
Gross Profit / Assets
Novy-Marx GPA
43.4%
Debt / Equity
11.17
Current Ratio
2.76
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.123
MomentumPrice trend strength over different horizons
6M Return
12.9%
12M Return
31.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.53
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
39.1%
Earnings Growth (YoY)
-28.1%
Earnings Stability (CV)
Lower = more stable
0.984
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
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
88
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
88
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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