Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/841b9dd7-c5c2-4501-a0e5-ca537d28f0bb/
ABUS
Arbutus Biopharma CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
✗
◆
Quality × Value
QV 0.699
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
19.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 25%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
73.0%ile
P/E
5.2×
P/S
4.3×
P/B
3.2×
E/P
0.1937
FCF Yield
-0.043
EBITDA/EV
0.194
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
68.00000000
/100
VC3 (Buyback)
68.00000000
/100
P/E of 5.2x places this firmly in deep value territory. Negative FCF yield (-4.3%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
67.0%ile
ROE
0.618
ROA
0.580
Net Margin
0.840
Op Margin
0.816
GPA
0.691
D/E
0.07
Current
54.26
F-Score
3/9
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
71.0%ile
6M Return
-3.8%
12M Return
22.1%
12-1 Mom
24.7%
Risk-Adj
0.60
Vol 252d
41.5%
Vol 60d
93.0%
↑ Expanding
Max DD 12M
-19.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (93%) is expanding vs long-term (41%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
83.8%
Sector Quality %ile
80.4%
P/E z-score
-0.37
P/B z-score
-0.15
Sector Avg OS
63.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (73th value) with strong momentum (71th). The market is starting to recognise the value.
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 (93%) significantly exceeds 252-day (41%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.5% avg (7 factors)
Quality
A
87.3% avg (8 factors)
Momentum
C
49.2% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.870 | —1 | — | |
| Value %ile | 0.730 | —1 | — | |
| Quality %ile | 0.670 | —0 | — | |
| Momentum %ile | 0.710 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.415 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.16
Earnings Yield (E/P)
0.1937
Price / Sales
4.33
Price / Book
3.19
FCF Yield
-4.3%
EBITDA / EV
19.4%
Sales Yield (1/P·S)
0.2374
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
81.6%
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
-3.8%
12M Return
22.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
24.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.60
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
3
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
68
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
68
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
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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