Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/84e01b67-8c74-45f3-addd-e5eaa6419abd/
FBIOP
Fortress Biotech Inc Pref Series ASnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.877
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 79%
📈
Consistent Earners
✗
🌱
GARP
Rev +14%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 81th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
81.0%ile
P/E
6.2×
P/S
12.0×
P/B
4.9×
E/P
0.1609
FCF Yield
0.272
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
68.00000000
/100
VC3 (Buyback)
68.00000000
/100
P/E of 6.2x places this firmly in deep value territory. FCF yield of 27.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
95.0%ile
ROE
0.788
ROA
0.358
Net Margin
1.931
Op Margin
-0.160
GPA
0.120
D/E
0.95
Current
2.86
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.145
Stability
3.821
lower=better
Accruals
-0.084
lower=better
5yr Consist
No
ROE of 79% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
177.4%
12M Return
118.3%
12-1 Mom
42.6%
Risk-Adj
0.69
Vol 252d
61.6%
Vol 60d
141.9%
↑ Expanding
Max DD 12M
-28.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 43% is very strong — a clear uptrend. Near-term vol (142%) is expanding vs long-term (62%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
89.0%
Sector Quality %ile
95.8%
P/E z-score
-0.35
P/B z-score
-0.01
Sector Avg OS
63.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (81th) and quality (95th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (81th value) with strong momentum (90th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (90th) but high volatility (62%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (142%) significantly exceeds 252-day (62%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.8% avg (6 factors)
Quality
B
73.5% avg (8 factors)
Momentum
A
83.1% avg (4 factors)
Risk
F
14.0% 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. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —1 | — | |
| Value %ile | 0.810 | —1 | — | |
| Quality %ile | 0.950 | —1 | — | |
| Momentum %ile | 0.900 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.616 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.21
Earnings Yield (E/P)
0.1609
Price / Sales
12.00
Price / Book
4.89
Price / Cash Flow
5.04
FCF Yield
27.2%
Sales Yield (1/P·S)
0.1141
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
78.8%
Return on Assets
35.8%
Net Margin
193.1%
Operating Margin
-16.0%
Gross Profit / Assets
Novy-Marx GPA
12.0%
Debt / Equity
0.95
Current Ratio
2.86
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.084
MomentumPrice trend strength over different horizons
6M Return
177.4%
12M Return
118.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
42.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.69
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
14.5%
Earnings Stability (CV)
Lower = more stable
3.821
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.1%
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
34
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