Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9a54a5f7-3445-44e1-a263-af644888772e/
ABBV
AbbVie IncSnapshot 2026-06-07 · 0.0w · 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
2.9%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
6.0%ile
P/E
110.8×
P/S
6.4×
E/P
0.0090
FCF Yield
0.048
EBITDA/EV
0.036
SH Yield
0.029
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
93.00000000
/100 — 1=cheapest
VC2 (Trending Value)
88.00000000
/100
VC3 (Buyback)
88.00000000
/100
P/E of 110.8x is premium-priced — the market is paying up for expected growth. VC2 score of 88.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
-0.550
ROA
0.027
Net Margin
0.058
Op Margin
0.141
GPA
0.325
D/E
-21.64
Current
0.80
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.095
Earn Growth
-0.133
Stability
0.668
lower=better
Accruals
-0.129
lower=better
5yr Consist
No
Conservative balance sheet with D/E of -21.64.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
70.0%ile
6M Return
2.2%
12M Return
23.6%
12-1 Mom
9.7%
Risk-Adj
0.47
Vol 252d
20.4%
Vol 60d
48.1%
↑ Expanding
Max DD 12M
-14.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (48%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.38
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
2.2%
Sector Quality %ile
90.6%
P/E z-score
1.52
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (89th) and momentum (70th) but expensive (6th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (89th) but expensive (6th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (48%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
29.2% avg (6 factors)
Quality
C
47.6% avg (8 factors)
Momentum
C
45.7% avg (4 factors)
Risk
A
82.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.380 | —0 | — | |
| Value %ile | 0.060 | —1 | — | |
| Quality %ile | 0.890 | —1 | — | |
| Momentum %ile | 0.700 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.204 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
110.77
Earnings Yield (E/P)
0.0090
Price / Sales
6.42
Price / Cash Flow
18.99
FCF Yield
4.8%
EBITDA / EV
3.6%
Sales Yield (1/P·S)
0.1346
Shareholder Yield
Div + net buyback / mktcap
2.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-55.0%
Return on Assets
2.7%
Net Margin
5.8%
Operating Margin
14.1%
Gross Profit / Assets
Novy-Marx GPA
32.5%
Debt / Equity
-21.64
Current Ratio
0.80
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.129
MomentumPrice trend strength over different horizons
6M Return
2.2%
12M Return
23.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
9.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.47
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.5%
Earnings Growth (YoY)
-13.3%
Earnings Stability (CV)
Lower = more stable
0.668
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
2.9%
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
93
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
88
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
88
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