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JNJ

Johnson & Johnson
Chart
$232.77
Latest Week 2026-06-05
HealthcareDrug Manufacturers - GeneralMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.47
OS Score
8.0%
Value
86.0%
Quality
85.0%
Momentum
5/9
F-Score
0.262
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 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
2.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 45%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.40
V
Value Analysis
Cheapness relative to fundamentals
8.0%ile
P/E
27.1×
P/S
5.9×
P/B
7.0×
E/P
0.0370
FCF Yield
0.046
EBITDA/EV
0.052
SH Yield
0.022
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
94.00000000
/100 — 1=cheapest
VC2 (Trending Value)
90.00000000
/100
VC3 (Buyback)
90.00000000
/100
VC2 score of 90.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.259
ROA
0.105
Net Margin
0.218
Op Margin
0.269
GPA
0.332
D/E
1.47
Current
1.03
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.079
Earn Growth
-0.035
Stability
0.464
lower=better
Accruals
-0.009
lower=better
5yr Consist
No
ROE of 26% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
16.6%
12M Return
53.9%
12-1 Mom
45.5%
Risk-Adj
2.40
Vol 252d
19.0%
Vol 60d
43.9%
↑ Expanding
Max DD 12M
-10.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 45% is very strong — a clear uptrend. Risk-adjusted momentum of 2.40 is excellent — strong returns relative to volatility. Near-term vol (44%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.47
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 500 peers
Sector Value %ile
2.2%
Sector Quality %ile
88.6%
P/E z-score
0.03
P/B z-score
0.17
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IRWD Ironwood Pharmaceuticals Inc 99.0% 93.0% 86.0% 98.0%
RIGL Rigel Pharmaceuticals Inc 98.0% 94.0% 92.0% 76.0%
FBIO Fortress Biotech Inc 98.0% 97.0% 93.0% 74.0%
WW WW International, Inc. Common Stock 97.0% 88.0% 80.0% 99.0%
PBYI Puma Biotechnology Inc 97.0% 80.0% 97.0% 92.0%
FBIOP Fortress Biotech Inc Pref Series A 97.0% 81.0% 95.0% 90.0%
CGEN Compugen 97.0% 90.0% 95.0% 76.0%
MD Mednax Inc 96.0% 87.0% 80.0% 87.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (86th) and momentum (85th) but expensive (8th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (86th) but expensive (8th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (44%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
37.1% avg (7 factors)
Quality
B
65.1% avg (8 factors)
Momentum
A
82.6% avg (4 factors)
Risk
A
85.1% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.470—0—
Value %ile0.080—1—
Quality %ile0.860—1—
Momentum %ile0.850—1—
F-Score5.000—0—
Confidence0.970—1—
Volatility0.190—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
27.05
Earnings Yield (E/P)
0.0370
Price / Sales
5.91
Price / Book
7.01
Price / Cash Flow
24.89
FCF Yield
4.6%
EBITDA / EV
5.2%
Sales Yield (1/P·S)
0.1599
Shareholder Yield
Div + net buyback / mktcap
2.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
25.9%
Return on Assets
10.5%
Net Margin
21.8%
Operating Margin
26.9%
Gross Profit / Assets
Novy-Marx GPA
33.2%
Debt / Equity
1.47
Current Ratio
1.03
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.009
MomentumPrice trend strength over different horizons
6M Return
16.6%
12M Return
53.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
45.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.40
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.9%
Earnings Growth (YoY)
-3.5%
Earnings Stability (CV)
Lower = more stable
0.464
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
2.2%
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
90
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
90
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity