Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b385b32a-7f1c-46fb-a5d3-4b93421d5c05/
EVMN
Evommune, Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
OS 0.800
↗
Trending Value
✗
◆
Quality × Value
QV 0.645
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
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
65.0%ile
P/S
51.6×
P/B
2.2×
FCF Yield
-0.128
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
35.00000000
/100 — 1=cheapest
VC2 (Trending Value)
36.00000000
/100
VC3 (Buyback)
36.00000000
/100
Negative FCF yield (-12.8%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
64.0%ile
ROE
-0.250
ROA
-0.236
Net Margin
-5.845
Op Margin
-6.197
GPA
0.028
D/E
0.06
Current
20.36
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.324
lower=better
Accruals
0.013
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.06.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
65.0%ile
6M Return
-9.0%
Vol 252d
129.0%
Vol 60d
50.3%
↓ Contracting
Max DD 12M
-36.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Volatility is compressing — 60d (50%) well below 252d (129%).
OS
Composite & Factor Heatmap
All factors at a glance
0.8
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
77.4%
Sector Quality %ile
77.2%
P/B z-score
-0.23
Sector Avg OS
63.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Compressing
60-day vol (50%) well below 252-day (129%). Price action is stabilising.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
22.1% avg (4 factors)
Quality
D
32.4% avg (8 factors)
Momentum
F
26.2% avg (1 factors)
Risk
F
0.0% 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 | 0.800 | —1 | — | |
| Value %ile | 0.650 | —0 | — | |
| Quality %ile | 0.640 | —0 | — | |
| Momentum %ile | 0.650 | —0 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.758 | —1 | — | |
| Volatility | 1.290 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
51.59
Price / Book
2.20
FCF Yield
-12.8%
Sales Yield (1/P·S)
0.0208
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-25.0%
Return on Assets
-23.6%
Net Margin
-584.5%
Operating Margin
-619.7%
Gross Profit / Assets
Novy-Marx GPA
2.8%
Debt / Equity
0.06
Current Ratio
20.36
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.013
MomentumPrice trend strength over different horizons
6M Return
-9.0%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.324
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
3
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
35
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
36
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
36
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