Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c28ab7d4-d7c3-411b-9d99-17587fd08379/
THAT
Thalia Therapeutics PlcSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 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
✗
💰
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
40.0%ile
P/B
282.7×
FCF Yield
-0.002
SH Yield
-0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
60.00000000
/100 — 1=cheapest
VC2 (Trending Value)
61.00000000
/100
VC3 (Buyback)
60.00000000
/100
Negative FCF yield (-0.2%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
39.0%ile
ROE
-0.599
ROA
-0.574
Net Margin
-145.375
Op Margin
-159.282
GPA
0.004
Current
23.55
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
2.729
Accruals
-0.047
lower=better
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
39.0%ile
6M Return
4.3%
12M Return
26.3%
12-1 Mom
21.1%
Risk-Adj
0.26
Vol 252d
80.4%
Vol 60d
159.2%
↑ Expanding
Max DD 12M
-38.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 21% is very strong — a clear uptrend. Near-term vol (159%) is expanding vs long-term (80%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.28
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 75 peers
Sector Value %ile
59.2%
Sector Quality %ile
51.3%
P/B z-score
-0.26
Sector Avg OS
33.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (159%) significantly exceeds 252-day (80%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
7.5% avg (3 factors)
Quality
F
25.7% avg (7 factors)
Momentum
C
49.6% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.280 | —1 | — | |
| Value %ile | 0.400 | —0 | — | |
| Quality %ile | 0.390 | —0 | — | |
| Momentum %ile | 0.390 | —0 | — | |
| F-Score | 2.000 | —1 | — | |
| Confidence | 0.442 | —0 | — | |
| Volatility | 0.804 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
282.68
FCF Yield
-0.2%
Sales Yield (1/P·S)
0.0000
Shareholder Yield
Div + net buyback / mktcap
-0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-59.9%
Return on Assets
-57.4%
Net Margin
-14537.5%
Operating Margin
-15928.2%
Gross Profit / Assets
Novy-Marx GPA
0.4%
Current Ratio
23.55
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.047
MomentumPrice trend strength over different horizons
6M Return
4.3%
12M Return
26.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
21.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
272.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
0.0%
Buyback Yield
-0.1%
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
60
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
61
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
60
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