Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/bc454156-cf6a-4330-8e23-013562fc8248/
DVA
DaVita HealthCare Partners IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.0
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 44%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
79.0%ile
P/E
16.9×
P/S
1.0×
E/P
0.0590
FCF Yield
0.109
EBITDA/EV
0.115
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
17.00000000
/100 — 1=cheapest
VC2 (Trending Value)
27.00000000
/100
VC3 (Buyback)
27.00000000
/100
FCF yield of 10.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
26.0%ile
ROE
-1.034
ROA
0.045
Net Margin
0.056
Op Margin
0.143
GPA
0.246
D/E
-21.78
Current
1.42
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.067
Earn Growth
-0.091
Stability
0.175
lower=better
Accruals
-0.071
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of -21.78.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
63.7%
12M Return
39.3%
12-1 Mom
44.1%
Risk-Adj
0.91
Vol 252d
48.3%
Vol 60d
119.3%
↑ Expanding
Max DD 12M
-27.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 44% is very strong — a clear uptrend. Near-term vol (119%) is expanding vs long-term (48%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
87.4%
Sector Quality %ile
9.2%
P/E z-score
-0.15
Sector Avg OS
63.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (79th value) with strong momentum (82th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (79th value) but weak quality (26th). Classic value trap risk.
Hot but Volatile
Strong momentum (82th) but high volatility (48%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (119%) significantly exceeds 252-day (48%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.4% avg (6 factors)
Quality
C
48.4% avg (8 factors)
Momentum
A
79.2% avg (4 factors)
Risk
D
36.2% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. 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 | 0.830 | —1 | — | |
| Value %ile | 0.790 | —1 | — | |
| Quality %ile | 0.260 | —1 | — | |
| Momentum %ile | 0.820 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.483 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.94
Earnings Yield (E/P)
0.0590
Price / Sales
0.96
Price / Cash Flow
6.53
FCF Yield
10.9%
EBITDA / EV
11.5%
Sales Yield (1/P·S)
0.5871
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-103.4%
Return on Assets
4.5%
Net Margin
5.6%
Operating Margin
14.3%
Gross Profit / Assets
Novy-Marx GPA
24.6%
Debt / Equity
-21.78
Current Ratio
1.42
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.071
MomentumPrice trend strength over different horizons
6M Return
63.7%
12M Return
39.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
44.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.91
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.7%
Earnings Growth (YoY)
-9.1%
Earnings Stability (CV)
Lower = more stable
0.175
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
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
17
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
27
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
27
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