Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9af335c8-8392-463b-8ee9-ea9f13750a7d/

SNSE

Sensei Biotherapeutics Inc
13.00 USD
Latest Week 2026-06-12
HealthcareBiotechnologyNANO
Snapshot 2026-07-05 · 4.0w · AgingUpdate Due
0.64
OS Score
30.0%
Value
65.0%
Quality
96.0%
Momentum
3/9
F-Score
0.442
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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
86.8%
💰
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
30.0%ile
FCF Yield
-1.382
SH Yield
0.868
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
37.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
26.00000000
/100
Negative FCF yield (-138.2%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
65.0%ile
ROE
1.344
ROA
-0.898
Current
14.39
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
-0.781
lower=better
5yr Consist
No
ROE of 134% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
96.0%ile
6M Return
52.0%
12M Return
116.7%
12-1 Mom
240.5%
Risk-Adj
0.84
Vol 252d
287.5%
Vol 60d
748.1%
↑ Expanding
Max DD 12M
-61.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 240% is very strong — a clear uptrend. Near-term vol (748%) is expanding vs long-term (287%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.64
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 500 peers
Sector Value %ile
11.4%
Sector Quality %ile
75.0%
Sector Avg OS
62.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IRWD Ironwood Pharmaceuticals Inc 99.0% 91.0% 89.0% 98.0%
FBIOP Fortress Biotech Inc Pref Series A 99.0% 98.0% 82.0% 96.0%
NUTX Nutex Health Inc 98.0% 88.0% 98.0% 81.0%
RIGL Rigel Pharmaceuticals Inc 98.0% 91.0% 92.0% 91.0%
FBIO Fortress Biotech Inc 98.0% 98.0% 82.0% 85.0%
TBPH Theravance Biopharma Inc 98.0% 90.0% 99.0% 84.0%
INVA Innoviva Inc 97.0% 94.0% 93.0% 66.0%
PBYI Puma Biotechnology Inc 97.0% 77.0% 97.0% 94.0%
Factor Interactions
Hot but Volatile
Strong momentum (96th) but high volatility (287%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (748%) significantly exceeds 252-day (287%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
50.0% avg (2 factors)
Quality
A
75.0% avg (4 factors)
Momentum
A
86.5% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends5 snapshots
Factor Persistence5 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.640—0—
Value %ile0.300—5—
Quality %ile0.650—0—
Momentum %ile0.960—5—
F-Score3.000—5—
Confidence0.481—0—
Volatility2.875—5—
Value Lens2021-07-06 → 2026-07-05
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
FCF Yield
-138.2%
Shareholder Yield
Div + net buyback / mktcap
86.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
134.4%
Return on Assets
-89.8%
Current Ratio
14.39
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.781
MomentumPrice trend strength over different horizons
6M Return
52.0%
12M Return
116.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
240.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.84
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Buyback Yield
86.8%
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
37
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
26
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