Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e168b66b-daff-42f0-bf29-b52d95ab1ba2/
ZYBT
Zhengye Biotechnology Holding Limited Ordinary SharesSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
3 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
48.4%
💰
High Yield
Div 48.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
39.0%ile
P/S
0.3×
P/B
0.1×
FCF Yield
0.226
SH Yield
0.484
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
62.00000000
/100 — 1=cheapest
VC2 (Trending Value)
62.00000000
/100
VC3 (Buyback)
63.00000000
/100
FCF yield of 22.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
37.0%ile
ROE
-0.279
ROA
-0.160
Net Margin
-0.600
Op Margin
-0.588
GPA
0.055
D/E
0.52
Current
1.14
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
-0.190
lower=better
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
38.0%ile
6M Return
-36.5%
12M Return
-87.7%
12-1 Mom
-86.8%
Risk-Adj
-0.67
Vol 252d
128.8%
Vol 60d
158.3%
↑ Expanding
Max DD 12M
-93.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -87% signals a downtrend — price is moving against you.
OS
Composite & Factor Heatmap
All factors at a glance
0.26
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
11.8%
Sector Quality %ile
7.6%
P/B z-score
-0.32
Sector Avg OS
64.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 48.4% backed by 22.6% FCF yield. Returns are well-funded.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (4 factors)
Quality
F
27.9% avg (8 factors)
Momentum
F
2.0% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.260 | —1 | — | |
| Value %ile | 0.390 | —0 | — | |
| Quality %ile | 0.370 | —0 | — | |
| Momentum %ile | 0.380 | —0 | — | |
| F-Score | 2.000 | —7 | — | |
| Confidence | 0.764 | —7 | — | |
| Volatility | 1.288 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.28
Price / Book
0.13
Price / Cash Flow
2.48
FCF Yield
22.6%
Sales Yield (1/P·S)
1.0145
Shareholder Yield
Div + net buyback / mktcap
48.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-27.9%
Return on Assets
-16.0%
Net Margin
-60.0%
Operating Margin
-58.8%
Gross Profit / Assets
Novy-Marx GPA
5.5%
Debt / Equity
0.52
Current Ratio
1.14
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.190
MomentumPrice trend strength over different horizons
6M Return
-36.5%
12M Return
-87.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-86.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.67
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
48.4%
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
62
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
62
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
63
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