Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/897bc5d3-fde4-4979-90b4-ea8aa4b74697/
ROIV
Roivant Sciences LtdSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 175%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 5.21
V
Value Analysis
Cheapness relative to fundamentals
16.0%ile
P/S
3005.1×
P/B
5.5×
FCF Yield
-0.030
SH Yield
0.005
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
83.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
84.00000000
/100
Negative FCF yield (-3.0%) — the business is currently cash-consumptive. VC2 score of 83.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
4.0%ile
ROE
-0.066
ROA
-0.052
Net Margin
-36.292
Op Margin
-32.031
GPA
0.001
D/E
0.10
Current
18.37
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.677
Stability
2.156
lower=better
Accruals
0.079
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.10. F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
97.0%ile
6M Return
49.2%
12M Return
201.7%
12-1 Mom
174.7%
Risk-Adj
5.21
Vol 252d
33.6%
Vol 60d
77.2%
↑ Expanding
Max DD 12M
-8.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 175% is very strong — a clear uptrend. Risk-adjusted momentum of 5.21 is excellent — strong returns relative to volatility. Near-term vol (77%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.17
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
6.2%
Sector Quality %ile
0.4%
P/B z-score
-0.06
Sector Avg OS
64.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (77%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
12.6% avg (4 factors)
Quality
F
28.3% avg (8 factors)
Momentum
A
99.8% avg (4 factors)
Risk
B
60.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.170 | —7 | — | |
| Value %ile | 0.160 | —7 | — | |
| Quality %ile | 0.040 | —7 | — | |
| Momentum %ile | 0.970 | —7 | — | |
| F-Score | 1.000 | —7 | — | |
| Confidence | 0.793 | —7 | — | |
| Volatility | 0.336 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
3005.09
Price / Book
5.48
FCF Yield
-3.0%
Sales Yield (1/P·S)
0.0003
Shareholder Yield
Div + net buyback / mktcap
0.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-6.6%
Return on Assets
-5.2%
Net Margin
-3629.2%
Operating Margin
-3203.1%
Gross Profit / Assets
Novy-Marx GPA
0.1%
Debt / Equity
0.10
Current Ratio
18.37
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.079
External Financing
Net issuance — lower=better
0.090
MomentumPrice trend strength over different horizons
6M Return
49.2%
12M Return
201.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
174.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
5.21
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-67.7%
Earnings Stability (CV)
Lower = more stable
2.156
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Buyback Yield
0.5%
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
83
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
83
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
84
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
Show all
Op Income
OCF
CapEx
Equity