Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/cc009a99-612e-45b1-bc00-ad709f30b5f4/
ILMN
Illumina IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 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
RAM 1.38
V
Value Analysis
Cheapness relative to fundamentals
5.0%ile
P/E
29.3×
P/S
5.7×
P/B
9.3×
E/P
0.0341
FCF Yield
0.049
EBITDA/EV
0.047
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
94.00000000
/100 — 1=cheapest
VC2 (Trending Value)
95.00000000
/100
VC3 (Buyback)
95.00000000
/100
VC2 score of 95.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.319
ROA
0.130
Net Margin
0.194
Op Margin
0.215
GPA
0.453
D/E
1.45
Current
1.75
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.012
Stability
58.572
lower=better
Accruals
-0.042
lower=better
5yr Consist
No
ROE of 32% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
25.9%
12M Return
96.4%
12-1 Mom
71.6%
Risk-Adj
1.38
Vol 252d
52.0%
Vol 60d
119.4%
↑ Expanding
Max DD 12M
-22.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 72% is very strong — a clear uptrend. Near-term vol (119%) is expanding vs long-term (52%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.53
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
1.8%
Sector Quality %ile
98.6%
P/E z-score
0.07
P/B z-score
0.36
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (97th) and momentum (91th) but expensive (5th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (91th) but high volatility (52%). Momentum could reverse sharply.
Quality at a Premium
High quality (97th) but expensive (5th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (119%) significantly exceeds 252-day (52%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
30.8% avg (7 factors)
Quality
B
74.3% avg (8 factors)
Momentum
A
82.3% avg (4 factors)
Risk
F
29.9% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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 | 0.530 | —0 | — | |
| Value %ile | 0.050 | —1 | — | |
| Quality %ile | 0.970 | —1 | — | |
| Momentum %ile | 0.910 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.520 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
29.31
Earnings Yield (E/P)
0.0341
Price / Sales
5.69
Price / Book
9.34
Price / Cash Flow
22.16
FCF Yield
4.9%
EBITDA / EV
4.7%
Sales Yield (1/P·S)
0.1696
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
31.9%
Return on Assets
13.0%
Net Margin
19.4%
Operating Margin
21.5%
Gross Profit / Assets
Novy-Marx GPA
45.3%
Debt / Equity
1.45
Current Ratio
1.75
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.042
MomentumPrice trend strength over different horizons
6M Return
25.9%
12M Return
96.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
71.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.38
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.2%
Earnings Stability (CV)
Lower = more stable
58.572
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
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
94
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
95
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
95
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