Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/62392bd1-8921-4120-a935-b80f1ed83297/

TMO

Thermo Fisher Scientific Inc
Chart
568.26 USD
Latest Week 2026-07-24
HealthcareDiagnostics & ResearchMEGA
Snapshot 2026-07-26 · 0.4w · Fresh
0.24
OS Score
8.0%
Value
68.0%
Quality
66.0%
Momentum
5/9
F-Score
0.233
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 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
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.65
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
8.0%ile
P/E
30.3×
P/S
4.6×
P/B
4.0×
E/P
0.0345
FCF Yield
0.043
EBITDA/EV
0.044
SH Yield
0.017
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
92.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
92.00000000
/100
P/E of 30.3x is premium-priced — the market is paying up for expected growth. VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.132
ROA
0.062
Net Margin
0.151
Op Margin
0.186
GPA
0.165
D/E
1.15
Current
1.55
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.072
Earn Growth
0.060
Stability
0.087
lower=better
Accruals
-0.018
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
66.0%ile
6M Return
-9.0%
12M Return
19.2%
12-1 Mom
7.6%
Risk-Adj
0.22
Vol 252d
34.6%
Vol 60d
71.5%
↑ Expanding
Max DD 12M
-29.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (71%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.24
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 500 peers
Sector Value %ile
2.6%
Sector Quality %ile
78.6%
P/E z-score
0.06
P/B z-score
-0.12
Sector Avg OS
64.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
FBIO Fortress Biotech Inc 99.0% 98.0% 84.0% 87.0%
IRWD Ironwood Pharmaceuticals Inc 99.0% 92.0% 90.0% 98.0%
RIGL Rigel Pharmaceuticals Inc 99.0% 92.0% 93.0% 92.0%
FBIOP Fortress Biotech Inc Pref Series A 99.0% 98.0% 84.0% 97.0%
NUTX Nutex Health Inc 99.0% 93.0% 98.0% 87.0%
TBPH Theravance Biopharma Inc 98.0% 90.0% 99.0% 86.0%
CGEN Compugen 98.0% 90.0% 96.0% 83.0%
INVA Innoviva Inc 97.0% 94.0% 94.0% 67.0%
Factor Interactions
Volatility Expanding
60-day vol (71%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
41.2% avg (7 factors)
Quality
C
52.1% avg (8 factors)
Momentum
D
38.7% avg (4 factors)
Risk
C
59.1% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.240—4—
Value %ile0.080—8—
Quality %ile0.680—0—
Momentum %ile0.660—0—
F-Score5.000—0—
Confidence0.970—8—
Volatility0.346—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
30.26
Earnings Yield (E/P)
0.0345
Price / Sales
4.56
Price / Book
4.01
Price / Cash Flow
23.43
FCF Yield
4.3%
EBITDA / EV
4.4%
Sales Yield (1/P·S)
0.1855
Shareholder Yield
Div + net buyback / mktcap
1.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.2%
Return on Assets
6.2%
Net Margin
15.1%
Operating Margin
18.6%
Gross Profit / Assets
Novy-Marx GPA
16.5%
Debt / Equity
1.15
Current Ratio
1.55
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.018
MomentumPrice trend strength over different horizons
6M Return
-9.0%
12M Return
19.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
7.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.22
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.2%
Earnings Growth (YoY)
6.0%
Earnings Stability (CV)
Lower = more stable
0.087
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
0.3%
Buyback Yield
1.4%
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
92
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
91
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
92
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