Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c41b3ae9-c1d2-45b5-adad-0ad9b44f3cc2/
SIGA
SIGA Technologies IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.810
↗
Trending Value
✗
◆
Quality × Value
QV 0.838
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
15.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
14.0%
💰
High Yield
Div 14.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 78th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
78.0%ile
P/E
15.2×
P/S
3.3×
P/B
2.0×
E/P
0.0658
FCF Yield
0.172
EBITDA/EV
0.150
SH Yield
0.140
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
29.00000000
/100 — 1=cheapest
VC2 (Trending Value)
20.00000000
/100
VC3 (Buyback)
20.00000000
/100
FCF yield of 17.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
0.134
ROA
0.092
Net Margin
0.216
Op Margin
0.257
GPA
0.279
D/E
0.45
Current
3.25
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.221
Earn Growth
-0.582
Stability
2.346
lower=better
Accruals
-0.034
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.45.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
14.0%ile
6M Return
-21.5%
12M Return
-19.2%
12-1 Mom
-9.9%
Risk-Adj
-0.16
Vol 252d
59.8%
Vol 60d
100.0%
↑ Expanding
Max DD 12M
-48.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (100%) is expanding vs long-term (60%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.81
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
86.4%
Sector Quality %ile
91.6%
P/E z-score
-0.19
P/B z-score
-0.25
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 (78th) and quality (90th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (14th) despite looking cheap (78th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 14.0% backed by 17.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (100%) significantly exceeds 252-day (60%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
79.4% avg (7 factors)
Quality
B
72.4% avg (8 factors)
Momentum
F
15.9% avg (4 factors)
Risk
F
17.0% 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. 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 | 0.810 | —1 | — | |
| Value %ile | 0.780 | —1 | — | |
| Quality %ile | 0.900 | —1 | — | |
| Momentum %ile | 0.140 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.598 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.20
Earnings Yield (E/P)
0.0658
Price / Sales
3.29
Price / Book
2.03
Price / Cash Flow
11.10
FCF Yield
17.2%
EBITDA / EV
15.0%
Sales Yield (1/P·S)
0.5751
Shareholder Yield
Div + net buyback / mktcap
14.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.4%
Return on Assets
9.2%
Net Margin
21.6%
Operating Margin
25.7%
Gross Profit / Assets
Novy-Marx GPA
27.9%
Debt / Equity
0.45
Current Ratio
3.25
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.034
MomentumPrice trend strength over different horizons
6M Return
-21.5%
12M Return
-19.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-9.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.16
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-22.1%
Earnings Growth (YoY)
-58.2%
Earnings Stability (CV)
Lower = more stable
2.346
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
14.0%
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
29
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
20
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
20
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