AXSM

🏥 Healthcare

Axsome Therapeutics, Inc.

Conservative #1077Aggressive #1064Low RiskHigh 91

Market Cap

$9.1B

P/E Ratio

525.9

Sector avg: 252.3

Rev Growth

42.5%

Sector avg: 161.5%

Earnings Growth

-20.1%

Profit Margin

-74.5%

Sector avg: -3292.7%

Debt/Equity

3.38

Why This Score

AXSM scores 31.4 on the Conservative profile, blending a fundamental score (80% weight, emphasizing quality and stability (84% of fundamental weight)) with a machine-learning signal (20% weight) trained on 82 features across 30 years of data.

Strengths

High conviction (91/100) — fundamental and ML signals agree on this stock.

Risk Factors

Signal divergence: Fundamental and ML signals disagree by a significant margin, reducing confidence.
Elevated valuation at 525.9x earnings — requires sustained growth to justify the premium.
Elevated leverage (D/E 3.38) increases financial risk in a rising-rate environment.

Moderate penalties (-6.8 points) reflect identified risk factors. The overall score balances these against the stock's fundamental strengths.

Score Breakdown

Overall Score31.4

Fundamental Score42.2

ML Score2.0

Score by Horizon

3 Month

36.5

6 Month

40.8

Primary

1 Year

42.9

Quality Assessment

Earnings Grade

Solid fundamentals with minor quality concerns

Quality Flags

Extreme leverage: D/E ratio of 3.4x — balance sheet risk

Speculative Classification

Speculative growth — negative margins and ROE with momentum-driven price action. High risk of mean reversion.

Conservative score reduced by 3 points.

Position Sizing

Suggested Allocation

Confidence

high

Score Composition Waterfall

How each component affects the final score

Backtested Scoring Levers (IC-calibrated from 30y ElasticNet)

Weinstein (12.1%)

100

Advancing

Sentiment (2.5%)

Positive

Analyst (6.4%)

Favorable

Tradability (post-hoc)

Grade A

Base

31.2

SHAP

+2.0

Factors

+0.4

Conviction

+1.6

Divergence

-3.8

Final

31.4

Positive adjustment

Negative adjustment

Base blend

Final score

Factor Breakdown

Value40

Quality40

Growth75

Stability35

Investment80

Signal SegmentsComputed from ML features

Fundamental (Valuation, Quality, Growth)20.0

Technical (Momentum, Weinstein, Volatility)89.0

External (Sentiment, Analyst, Macro)87.0

Scores below 50 indicate weakness in that segment relative to the universe.

Data Quality

Score

Features

Confidence

Feature Coverage96%

Growth Estimates

Short-term

-3.2% to +1.0%

Medium-term

-4.6% to +1.7%

Long-term

-6.0% to +2.4%

ML Model Core Features100 trained inputs → ML Score: 2

These features are direct inputs to the machine learning model. The model was trained on these signals alongside 100 features (including 12 momentum/technical indicators) to produce the ML percentile score.

Analyst Intelligence

Consensus Score74.0/100

Target Upside+26.7%

Coverage25 analysts

Market Sentiment

Sentiment Score74.1/100

News Volume1 articles

Technical Stage

Weinstein Stage2 — Advancing

12M Momentum+0.4%

6M Momentum+0.5%

Volatility+0.1%

Momentum & Technical

Momentum Acceleration-7.3%

Momentum ConsistencyStrong (0.85)

Relative Strength vs Sector+17.7%

Trend Strength (ADX Proxy)Strong (4.4)

Momentum Quality+0.366

Momentum BreadthBroad ✓

Macro Regime

Bull RegimeYes

High Vol RegimeNo

S&P 500 Return+25.0%

Yield Curve-0.1bp

Sector-Relative AnalysisIn-model features

Value Trap Signal

Low risk

Sector RevGr Rank

P81

Revenue growth vs Healthcare peers

Sector PE Rank

Valuation vs Healthcare peers

Sector FCF Rank

P59

Free cash flow vs Healthcare peers

Growth Deviation

+0.0σ

Z-score vs sector median

Stagnation Flag

Not flagged

Analysis Signals

Scoring Factors

Fundamental score of 42 relative to sector peers42/100

Machine learning model ranks this stock at the 46th percentileP46

ML model weight reduced to 9% due to macro conditions: market in extended rally phase; yield curve inverted (recession indicator); late-cycle economic indicators detected9% ML weight

SHAP feature alignment: +3.1pt (features align with model priorities)—

Blend: 91% fund (41.5) + 9% ML (46.2) + SHAP(+3.1) = 45.1—

Factor quality: +0.7pt (multi-factor composite)—

Risk assessment: low. Annualized volatility 9.5%. Max drawdown 13% (-2.0 pts)Low

Market cap adjustment: +0.5 points ($9.1B market cap)+0.5 pts

Conviction bonus: +2.5pt (conviction=91)—

Risk Factors

Earnings quality grade B: adequate earnings quality with minor concerns. Score adjusted by -14 pointsGrade B

Quality concern: High accrual ratio (-27.9%) — earnings quality concern; Extreme leverage: D/E ratio of 3.4x — balance sheet riskFlag

Sector Peer Comparison(Healthcare — Rank #205 of 344 stocks)

Stock	Score	P/E	Rev Growth	Margin	Mkt Cap
AXSMAxsome Therapeutics, Inc.	31.4	525.9	42.5%	-74.5%	$9.1B
INCYIncyte Corporation	89.6	15.8	21.2%	25.0%	$20.1B
GMABGenmab A/S	85.5	13.1	22.8%	36.4%	$18.5B
CPRXCatalyst Pharmaceuticals, Inc.	82.2	13.7	23.5%	37.6%	$3.0B
VRTXVertex Pharmaceuticals Incorpor	78.0	32.1	8.9%	32.9%	$126.0B
ASNDAscendis Pharma A/S	75.7	16.6	98.0%	-31.7%	$13.3B
NBIXNeurocrine Biosciences, Inc.	74.7	26.5	21.4%	16.7%	$12.5B
ALKSAlkermes plc	74.6	16.5	-6.4%	23.9%	$5.5B
AMGNAmgen Inc.	73.8	26.0	10.0%	21.0%	$199.0B
ARGXargenx SE	73.6	35.1	78.6%	38.0%	$50.9B
HOLXHologic, Inc.	73.3	31.1	1.7%	13.8%	$16.8B
REGNRegeneron Pharmaceuticals, Inc.	72.7	19.4	1.0%	31.4%	$84.9B
ISRGIntuitive Surgical, Inc.	72.3	61.7	20.5%	28.4%	$172.5B
EXELExelixis, Inc.	71.9	15.1	7.0%	33.7%	$11.7B
KRYSKrystal Biotech, Inc.	71.0	41.4	473.0%	30.7%	$8.0B
HALOHalozyme Therapeutics, Inc.	70.2	16.8	22.4%	43.7%	$9.3B
Sector Average	37.1	252.3	161.5%	-3292.7%	—

Market Sentimentvia FMP

No analyst sentiment data available for AXSM.

Why This Stock

HealthcareRevenue growth 42.5%

Tradability FilterGrade A — 87/100Score impact: -12.3pt

Volume

629K avg/day

Dollar Vol

100

$110M/day

Float

42M shares

Mkt Cap

$9.1B

Range

100

120% spread

Composite Liquidity Score87/100

FDCBA

Multi-Year Range Analysis

Sideways: 0/100

Year	Low	High	Range	Status
2021	$19.38	$74.10	117.1%	Wide
2022	$20.63	$82.00	119.6%	Wide
2023	$53.71	$91.29	51.8%	Wide
2024	$64.11	$105.00	48.4%	Wide
2025	$79.19	$184.40	79.8%	Wide

3-Year Range

109.8%

Narrow Years

0 / 5

Sideways Penalty

None

Free Float

84.3%

Outstanding Shares

50M

Bid-Ask Spread

120.0%

Institutional Tradable

Yes

Scores are generated by a multi-stage ML pipeline combining fundamental analysis, ensemble predictions, and structural risk signals. All data is for research purposes only and does not constitute financial advice. Past performance does not guarantee future results.