Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d302e92e-0d9f-411a-8823-7efba73d07cd/
BMY
Bristol-Myers Squibb CompanySnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.822
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.0%
◐
Veiled Value
Yes
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.4%
💰
High Yield
Div 4.4%
🚀
Momentum Leaders
12-1 25%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
69.0%ile
P/E
16.2×
P/S
2.4×
P/B
5.9×
E/P
0.0686
FCF Yield
0.096
EBITDA/EV
0.090
SH Yield
0.044
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
65.00000000
/100 — 1=cheapest
VC2 (Trending Value)
34.00000000
/100
VC3 (Buyback)
33.00000000
/100
FCF yield of 9.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.363
ROA
0.084
Net Margin
0.150
Op Margin
0.216
GPA
0.385
D/E
3.31
Current
1.42
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.018
Earn Growth
0.342
Stability
0.538
lower=better
Accruals
-0.070
lower=better
5yr Consist
No
ROE of 36% is exceptional. Highly leveraged with D/E of 3.31 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
4.2%
12M Return
27.4%
12-1 Mom
25.0%
Risk-Adj
0.96
Vol 252d
26.1%
Vol 60d
56.3%
↑ Expanding
Max DD 12M
-13.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (56%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
81.4%
Sector Quality %ile
99.4%
P/E z-score
-0.23
P/B z-score
-0.06
Sector Avg OS
63.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Piotroski + Value Convergence
F-Score 8/9 with good value (69th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 4.4% backed by 9.6% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (36%) boosted by high leverage (D/E 3.3). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
60.4% avg (7 factors)
Quality
B
63.0% avg (8 factors)
Momentum
C
55.5% avg (4 factors)
Risk
B
73.2% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.900 | —6 | — | |
| Value %ile | 0.690 | —0 | — | |
| Quality %ile | 0.980 | —6 | — | |
| Momentum %ile | 0.670 | —0 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.951 | —6 | — | |
| Volatility | 0.261 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.16
Earnings Yield (E/P)
0.0686
Price / Sales
2.43
Price / Book
5.86
Price / Cash Flow
8.84
FCF Yield
9.6%
EBITDA / EV
9.0%
Sales Yield (1/P·S)
0.3179
Shareholder Yield
Div + net buyback / mktcap
4.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
36.3%
Return on Assets
8.4%
Net Margin
15.0%
Operating Margin
21.6%
Gross Profit / Assets
Novy-Marx GPA
38.5%
Debt / Equity
3.31
Current Ratio
1.42
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.070
MomentumPrice trend strength over different horizons
6M Return
4.2%
12M Return
27.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
25.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.96
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.8%
Earnings Growth (YoY)
34.2%
Earnings Stability (CV)
Lower = more stable
0.538
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
4.4%
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
65
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
34
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
33
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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