Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/841b9dd7-c5c2-4501-a0e5-ca537d28f0bb/
ABUS
Arbutus Biopharma CorpSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.910
↗
Trending Value
✗
◆
Quality × Value
QV 0.770
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
19.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 42%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.02
V
Value Analysis
Cheapness relative to fundamentals
76.0%ile
P/E
5.4×
P/S
4.5×
P/B
3.3×
E/P
0.1902
FCF Yield
-0.031
EBITDA/EV
0.190
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
27.00000000
/100 — 1=cheapest
VC2 (Trending Value)
34.00000000
/100
VC3 (Buyback)
35.00000000
/100
P/E of 5.4x places this firmly in deep value territory. Negative FCF yield (-3.1%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
78.0%ile
ROE
0.618
ROA
0.580
Net Margin
0.840
Op Margin
0.840
GPA
0.691
D/E
0.07
Current
54.26
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
6.175
lower=better
Accruals
0.704
lower=better
5yr Consist
No
ROE of 62% is exceptional. Conservative balance sheet with D/E of 0.07. Accruals ratio of 0.704 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
80.0%ile
6M Return
7.9%
12M Return
36.0%
12-1 Mom
42.2%
Risk-Adj
1.02
Vol 252d
41.5%
Vol 60d
90.4%
↑ Expanding
Max DD 12M
-19.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 42% is very strong — a clear uptrend. Near-term vol (90%) is expanding vs long-term (42%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.91
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
86.2%
Sector Quality %ile
84.0%
P/E z-score
-0.38
P/B z-score
-0.15
Sector Avg OS
64.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (76th) and quality (78th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (76th value) with strong momentum (80th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (80th) but high volatility (42%). Momentum could reverse sharply.
Earnings Quality Concern
ROE looks strong (62%) but high accruals (0.704) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (90%) significantly exceeds 252-day (42%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.7% avg (7 factors)
Quality
A
87.3% avg (8 factors)
Momentum
B
65.2% avg (4 factors)
Risk
C
47.5% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.910 | —8 | — | |
| Value %ile | 0.760 | —8 | — | |
| Quality %ile | 0.780 | —8 | — | |
| Momentum %ile | 0.800 | —6 | — | |
| F-Score | 4.000 | —8 | — | |
| Confidence | 0.871 | —8 | — | |
| Volatility | 0.415 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.38
Earnings Yield (E/P)
0.1902
Price / Sales
4.52
Price / Book
3.33
FCF Yield
-3.1%
EBITDA / EV
19.0%
Sales Yield (1/P·S)
0.2265
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
61.8%
Return on Assets
58.0%
Net Margin
84.0%
Operating Margin
84.0%
Gross Profit / Assets
Novy-Marx GPA
69.1%
Debt / Equity
0.07
Current Ratio
54.26
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.704
MomentumPrice trend strength over different horizons
6M Return
7.9%
12M Return
36.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
42.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.02
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
6.175
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
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
27
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
34
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
35
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
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Op Income
OCF
CapEx
Equity