Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d35c590d-0934-414b-8dd9-361ee4d8852a/
AUPH
Aurinia Pharmaceuticals IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 7.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 53%
📈
Consistent Earners
✗
🌱
GARP
Rev +21%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 86%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.11
V
Value Analysis
Cheapness relative to fundamentals
31.0%ile
P/E
7.3×
P/S
7.3×
P/B
3.8×
E/P
0.1368
FCF Yield
0.077
EBITDA/EV
0.075
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
74.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
81.00000000
/100
P/E of 7.3x places this firmly in deep value territory. FCF yield of 7.7% is strong — the business generates significant free cash relative to price. VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
93.0%ile
ROE
0.525
ROA
0.412
Net Margin
1.000
Op Margin
0.477
GPA
0.370
D/E
0.28
Current
5.55
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.206
Earn Growth
6.484
Stability
1.638
lower=better
Accruals
0.183
lower=better
5yr Consist
No
ROE of 53% is exceptional. Conservative balance sheet with D/E of 0.28. Accruals ratio of 0.183 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
1.4%
12M Return
93.4%
12-1 Mom
86.0%
Risk-Adj
2.11
Vol 252d
40.8%
Vol 60d
67.0%
↑ Expanding
Max DD 12M
-14.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 86% is very strong — a clear uptrend. Risk-adjusted momentum of 2.11 is excellent — strong returns relative to volatility. Near-term vol (67%) is expanding vs long-term (41%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.75
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
9.0%
Sector Quality %ile
93.8%
P/E z-score
-0.33
P/B z-score
-0.10
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 21% with P/E of 7×. Growth isn't fully priced in.
Quality Momentum — Expensive
Strong quality (93th) and momentum (91th) but expensive (31th value). Premium priced — watch for mean reversion.
Hot but Volatile
Strong momentum (91th) but high volatility (41%). Momentum could reverse sharply.
Earnings Quality Concern
ROE looks strong (53%) but high accruals (0.183) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (67%) significantly exceeds 252-day (41%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
58.8% avg (7 factors)
Quality
A
83.4% avg (8 factors)
Momentum
A
79.2% avg (4 factors)
Risk
C
48.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.750 | —1 | — | |
| Value %ile | 0.310 | —0 | — | |
| Quality %ile | 0.930 | —1 | — | |
| Momentum %ile | 0.910 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.408 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.31
Earnings Yield (E/P)
0.1368
Price / Sales
7.31
Price / Book
3.84
Price / Cash Flow
13.15
FCF Yield
7.7%
EBITDA / EV
7.5%
Sales Yield (1/P·S)
0.1383
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
52.5%
Return on Assets
41.2%
Net Margin
100.0%
Operating Margin
47.7%
Gross Profit / Assets
Novy-Marx GPA
37.0%
Debt / Equity
0.28
Current Ratio
5.55
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.183
MomentumPrice trend strength over different horizons
6M Return
1.4%
12M Return
93.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
86.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.11
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
20.6%
Earnings Growth (YoY)
648.4%
Earnings Stability (CV)
Lower = more stable
1.638
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
74
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
81
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