Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8556d943-37e0-4c40-9f33-409e20de7a26/
INMD
InMode LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.842
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
20.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/E
9.9×
P/S
2.3×
P/B
1.3×
E/P
0.1007
FCF Yield
0.196
EBITDA/EV
0.208
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
19.00000000
/100
VC3 (Buyback)
19.00000000
/100
P/E of 9.9x places this firmly in deep value territory. FCF yield of 19.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
77.0%ile
ROE
0.132
ROA
0.116
Net Margin
0.233
Op Margin
0.261
GPA
0.388
D/E
0.14
Current
8.80
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.045
Earn Growth
-0.504
Stability
0.705
lower=better
Accruals
-0.006
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.14.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
21.0%ile
6M Return
-6.1%
12M Return
-4.4%
12-1 Mom
-1.4%
Risk-Adj
-0.05
Vol 252d
28.0%
Vol 60d
59.3%
↑ Expanding
Max DD 12M
-15.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (59%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
96.6%
Sector Quality %ile
84.6%
P/E z-score
-0.28
P/B z-score
-0.31
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 (92th) and quality (77th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Volatility Expanding
60-day vol (59%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
77.5% avg (7 factors)
Quality
A
77.0% avg (8 factors)
Momentum
F
28.4% avg (4 factors)
Risk
B
70.1% 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 weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.860 | —1 | — | |
| Value %ile | 0.920 | —1 | — | |
| Quality %ile | 0.770 | —1 | — | |
| Momentum %ile | 0.210 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.280 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.93
Earnings Yield (E/P)
0.1007
Price / Sales
2.31
Price / Book
1.31
Price / Cash Flow
9.43
FCF Yield
19.6%
EBITDA / EV
20.8%
Sales Yield (1/P·S)
0.7892
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.2%
Return on Assets
11.6%
Net Margin
23.3%
Operating Margin
26.1%
Gross Profit / Assets
Novy-Marx GPA
38.8%
Debt / Equity
0.14
Current Ratio
8.80
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.006
MomentumPrice trend strength over different horizons
6M Return
-6.1%
12M Return
-4.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-1.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.05
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.5%
Earnings Growth (YoY)
-50.4%
Earnings Stability (CV)
Lower = more stable
0.705
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
19
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
19
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
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Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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