Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b28eccc3-8097-4c66-ad0e-6aa5c5eda64e/
CGEN
CompugenSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.925
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 5.7
◇
VC2 Cheapest
✗
📐
EBITDA/EV
18.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 37%
📈
Consistent Earners
✗
🌱
GARP
Rev +163%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 90th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.05
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
5.7×
P/S
2.7×
P/B
2.1×
E/P
0.1755
FCF Yield
0.171
EBITDA/EV
0.183
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
19.00000000
/100
VC3 (Buyback)
19.00000000
/100
P/E of 5.7x places this firmly in deep value territory. FCF yield of 17.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
95.0%ile
ROE
0.366
ROA
0.239
Net Margin
0.480
Op Margin
0.423
GPA
0.439
D/E
0.53
Current
6.23
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.634
Stability
8.556
lower=better
Accruals
0.022
lower=better
5yr Consist
No
ROE of 37% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
76.0%ile
6M Return
39.1%
12M Return
20.7%
12-1 Mom
66.7%
Risk-Adj
1.05
Vol 252d
63.7%
Vol 60d
156.7%
↑ Expanding
Max DD 12M
-32.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 67% is very strong — a clear uptrend. Near-term vol (157%) is expanding vs long-term (64%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
95.8%
Sector Quality %ile
95.8%
P/E z-score
-0.36
P/B z-score
-0.24
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 (90th) and quality (95th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (90th value) with strong momentum (76th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 163% with P/E of 6×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (157%) significantly exceeds 252-day (64%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
80.5% avg (7 factors)
Quality
A
90.7% avg (8 factors)
Momentum
B
73.5% avg (4 factors)
Risk
F
10.5% 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. 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 | 0.970 | —1 | — | |
| Value %ile | 0.900 | —1 | — | |
| Quality %ile | 0.950 | —1 | — | |
| Momentum %ile | 0.760 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.637 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.70
Earnings Yield (E/P)
0.1755
Price / Sales
2.73
Price / Book
2.08
Price / Cash Flow
6.28
FCF Yield
17.1%
EBITDA / EV
18.3%
Sales Yield (1/P·S)
0.3892
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
36.6%
Return on Assets
23.9%
Net Margin
48.0%
Operating Margin
42.3%
Gross Profit / Assets
Novy-Marx GPA
43.9%
Debt / Equity
0.53
Current Ratio
6.23
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.022
MomentumPrice trend strength over different horizons
6M Return
39.1%
12M Return
20.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
66.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.05
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
163.4%
Earnings Stability (CV)
Lower = more stable
8.556
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
14
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
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity