Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8c110582-8542-4b49-ab7e-1baaed1fb970/
COLL
Collegium Pharmaceutical IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.902
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
32.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +20%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 25%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 83th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
83.0%ile
P/E
17.8×
P/S
1.7×
P/B
4.3×
E/P
0.0560
FCF Yield
0.177
EBITDA/EV
0.324
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
18.00000000
/100 — 1=cheapest
VC2 (Trending Value)
24.00000000
/100
VC3 (Buyback)
24.00000000
/100
FCF yield of 17.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.240
ROA
0.045
Net Margin
0.094
Op Margin
0.337
GPA
0.292
D/E
4.29
Current
1.71
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.199
Earn Growth
0.707
Stability
0.571
lower=better
Accruals
-0.155
lower=better
5yr Consist
No
ROE of 24% is exceptional. Highly leveraged with D/E of 4.29 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
32.0%ile
6M Return
-30.3%
12M Return
10.5%
12-1 Mom
25.2%
Risk-Adj
0.58
Vol 252d
43.2%
Vol 60d
95.7%
↑ Expanding
Max DD 12M
-35.2%
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 (96%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
90.0%
Sector Quality %ile
99.8%
P/E z-score
-0.14
P/B z-score
-0.06
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 (83th) and quality (98th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 20% with P/E of 18×. Growth isn't fully priced in.
Leveraged Returns
Strong ROE (24%) boosted by high leverage (D/E 4.3). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (96%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
65.7% avg (7 factors)
Quality
C
55.8% avg (8 factors)
Momentum
D
37.9% avg (4 factors)
Risk
D
44.7% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. 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 | 0.890 | —1 | — | |
| Value %ile | 0.830 | —1 | — | |
| Quality %ile | 0.980 | —1 | — | |
| Momentum %ile | 0.320 | —0 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.432 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.84
Earnings Yield (E/P)
0.0560
Price / Sales
1.68
Price / Book
4.28
Price / Cash Flow
4.04
FCF Yield
17.7%
EBITDA / EV
32.4%
Sales Yield (1/P·S)
0.4252
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.0%
Return on Assets
4.5%
Net Margin
9.4%
Operating Margin
33.7%
Gross Profit / Assets
Novy-Marx GPA
29.2%
Debt / Equity
4.29
Current Ratio
1.71
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.155
MomentumPrice trend strength over different horizons
6M Return
-30.3%
12M Return
10.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
25.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.58
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
19.9%
Earnings Growth (YoY)
70.7%
Earnings Stability (CV)
Lower = more stable
0.571
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
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
18
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
24
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
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