Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/da05e924-2410-4fdc-ae9c-7a87bb611124/
INCY
Incyte CorporationSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.810
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 26%
📈
Consistent Earners
✗
🌱
GARP
Rev +21%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 58%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.59
V
Value Analysis
Cheapness relative to fundamentals
36.0%ile
P/E
16.3×
P/S
4.3×
P/B
4.2×
E/P
0.0893
FCF Yield
0.080
EBITDA/EV
0.094
SH Yield
-0.014
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
74.00000000
/100 — 1=cheapest
VC2 (Trending Value)
80.00000000
/100
VC3 (Buyback)
79.00000000
/100
FCF yield of 8.0% is strong — the business generates significant free cash relative to price. VC2 score of 80.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.258
ROA
0.195
Net Margin
0.267
Op Margin
0.331
GPA
0.676
D/E
0.32
Current
3.68
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.215
Stability
1.524
lower=better
Accruals
-0.012
lower=better
5yr Consist
No
ROE of 26% is exceptional. Conservative balance sheet with D/E of 0.32. 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
9.2%
12M Return
70.2%
12-1 Mom
58.2%
Risk-Adj
1.59
Vol 252d
36.6%
Vol 60d
82.7%
↑ Expanding
Max DD 12M
-16.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 58% is very strong — a clear uptrend. Risk-adjusted momentum of 1.59 is excellent — strong returns relative to volatility. Near-term vol (83%) is expanding vs long-term (37%) — 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
12.6%
Sector Quality %ile
99.4%
P/E z-score
-0.23
P/B z-score
-0.13
Sector Avg OS
63.1%
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 16×. Growth isn't fully priced in.
Quality Momentum — Expensive
Strong quality (98th) and momentum (91th) but expensive (36th value). Premium priced — watch for mean reversion.
Volatility Expanding
60-day vol (83%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.7% avg (7 factors)
Quality
A
91.0% avg (8 factors)
Momentum
A
78.5% avg (4 factors)
Risk
C
55.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.810 | —6 | — | |
| Value %ile | 0.360 | —0 | — | |
| Quality %ile | 0.980 | —6 | — | |
| Momentum %ile | 0.910 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.951 | —6 | — | |
| Volatility | 0.366 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.29
Earnings Yield (E/P)
0.0893
Price / Sales
4.35
Price / Book
4.20
Price / Cash Flow
15.37
FCF Yield
8.0%
EBITDA / EV
9.4%
Sales Yield (1/P·S)
0.2695
Shareholder Yield
Div + net buyback / mktcap
-1.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
25.8%
Return on Assets
19.5%
Net Margin
26.7%
Operating Margin
33.1%
Gross Profit / Assets
Novy-Marx GPA
67.6%
Debt / Equity
0.32
Current Ratio
3.68
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.012
External Financing
Net issuance — lower=better
0.043
MomentumPrice trend strength over different horizons
6M Return
9.2%
12M Return
70.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
58.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.59
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
21.5%
Earnings Stability (CV)
Lower = more stable
1.524
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Buyback Yield
-1.4%
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
80
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
79
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