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BRM

Bristol-Myers Squibb Company
Chart
€50.00
Latest Week 2026-06-05
HealthcareDrug Manufacturers - GeneralLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.92
OS Score
61.0%
Value
98.0%
Quality
74.0%
Momentum
8/9
F-Score
0.773
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.773
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.0
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.8%
◐
Veiled Value
Yes
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.8%
💰
High Yield
Div 5.0%
🚀
Momentum Leaders
12-1 19%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
61.0%ile
P/E
14.0×
P/S
2.1×
P/B
5.1×
E/P
0.0713
FCF Yield
0.086
EBITDA/EV
0.108
SH Yield
0.048
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
45.00000000
/100 — 1=cheapest
VC2 (Trending Value)
40.00000000
/100
VC3 (Buyback)
36.00000000
/100
FCF yield of 8.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.363
ROA
0.084
Net Margin
0.150
Op Margin
0.280
GPA
0.395
Current
1.42
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.002
Stability
0.363
lower=better
Accruals
-0.070
lower=better
5yr Consist
No
ROE of 36% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
74.0%ile
6M Return
13.8%
12M Return
24.6%
12-1 Mom
19.1%
Risk-Adj
0.70
Vol 252d
27.4%
Vol 60d
62.1%
↑ Expanding
Max DD 12M
-13.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (62%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 79 peers
Sector Value %ile
76.2%
Sector Quality %ile
100.0%
P/E z-score
-0.55
P/B z-score
0.15
Sector Avg OS
48.8%
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%
NOV Novo Nordisk A/S 91.0% 98.0% 78.0% 20.0%
BAYN Bayer Aktiengesellschaft 86.0% 66.0% 61.0% 82.0%
Factor Interactions
Piotroski + Value Convergence
F-Score 8/9 with good value (61th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 4.8% backed by 8.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (62%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.1% avg (7 factors)
Quality
B
72.4% avg (7 factors)
Momentum
C
54.2% avg (4 factors)
Risk
B
71.0% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.920—1—
Value %ile0.610—0—
Quality %ile0.980—1—
Momentum %ile0.740—1—
F-Score8.000—1—
Confidence0.909—1—
Volatility0.274—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.03
Earnings Yield (E/P)
0.0713
Price / Sales
2.11
Price / Book
5.09
Price / Cash Flow
7.67
FCF Yield
8.6%
EBITDA / EV
10.8%
Sales Yield (1/P·S)
0.3489
Shareholder Yield
Div + net buyback / mktcap
4.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
36.3%
Return on Assets
8.4%
Net Margin
15.0%
Operating Margin
28.0%
Gross Profit / Assets
Novy-Marx GPA
39.5%
Current Ratio
1.42
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.070
External Financing
Net issuance — lower=better
-0.001
MomentumPrice trend strength over different horizons
6M Return
13.8%
12M Return
24.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
19.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.70
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.2%
Earnings Stability (CV)
Lower = more stable
0.363
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
5.0%
Buyback Yield
-0.1%
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
45
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
40
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
36
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
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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