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LYEL

๐Ÿฅ Healthcare

Lyell Immunopharma, Inc.

Conservative #1452Aggressive #1454Moderate RiskFโ†‘ 16pt
$22.95-2.24%
Day High$23.64
Day Low$22.28
Volume0.1M
Mkt Cap$488M
52W Low $852W High $45
Market Cap
$455M
P/E Ratio
N/A
Rev Growth
-53.1%
Sector avg: 161.5%
Earnings Growth
-46.2%
Profit Margin
-794292.7%
Sector avg: -3292.7%
Debt/Equity
0.13

Why This Score

LYEL scores 0.0 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.

Risk Factors
  • Liquidity concern: Limited trading volume or float results in a 15-point penalty for execution risk.
  • Signal divergence: Fundamental and ML signals disagree by a significant margin, reducing confidence.
  • Above-average volatility (23.7%) may not suit conservative risk tolerance.

Net penalties of -34.6 points significantly impact the ranking. Without these adjustments, LYEL would rank considerably higher.

Score Breakdown

Overall Score0.0
Fundamental Score36.5
ML Score0.0

Score by Horizon

3 Month
4.1
6 Month
4.6
Primary
1 Year
4.8

Quality Assessment

F
Earnings Grade
Quality flags triggered โ€” see details below
Quality Flags
Pipeline concentration: $0.5B biotech/pharma โ€” likely single-product revenue with binary risk
Speculative Classification
Speculative growth โ€” negative margins and ROE with momentum-driven price action. High risk of mean reversion.
Anomalous margin data โ€” extreme values suggest one-time events or accounting irregularities.
Speculative micro-cap โ€” no earnings, sub-$2B market cap, momentum-driven. Position sizing should reflect elevated risk.
Conservative score reduced by 10 points.

Position Sizing

Suggested Allocation
3.4%
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%)
58
Neutral
Analyst (6.4%)
50
Neutral
Tradability (post-hoc)
27
Grade Dlow volume, low dollar volume
Base
5.2
SHAP
+1.2
Factors
-1.1
Conviction
-2.1
Divergence
-3.2
Final
0.0
Positive adjustment
Negative adjustment
Base blend
Final score

Signal SegmentsComputed from ML features

Fundamental (Valuation, Quality, Growth)33.0
Technical (Momentum, Weinstein, Volatility)82.0
External (Sentiment, Analyst, Macro)64.0
Scores below 50 indicate weakness in that segment relative to the universe.

Data Quality

Score
Features
Confidence
Feature Coverage89%

Growth Estimates

Short-term
-33.4% to -21.4%
Medium-term
-45.8% to -29.8%
Long-term
-59.2% to -35.2%

ML Model Core Features100 trained inputs โ†’ ML Score: 0

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 Score50.0/100
Target Upside+0.0%
Coverage5 analysts
Market Sentiment
Sentiment Score57.5/100
News Volume0 articles
Technical Stage
Weinstein Stage2 โ€” Advancing
12M Momentum+0.8%
6M Momentum+1.3%
Volatility+0.2%
Momentum & Technical
Momentum Acceleration-51.5%
Momentum ConsistencyModerate (0.61)
Relative Strength vs Sector+57.3%
Trend Strength (ADX Proxy)Strong (3.5)
Momentum Quality+0.637
Momentum BreadthBroad โœ“
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
1%
Low risk
Sector RevGr Rank
P5
Revenue growth vs Healthcare peers
Sector PE Rank
P22
Valuation vs Healthcare peers
Sector FCF Rank
P3
Free cash flow vs Healthcare peers
Growth Deviation
-0.0ฯƒ
Z-score vs sector median
Stagnation Flag
NO
Not flagged

Analysis Signals

Scoring Factors
Fundamental score of 37 relative to sector peers37/100
Machine learning ensemble ranks this stock at the 0th percentileP0
Blended score: 80% fundamental (37) + 20% ML (0) = 29.229.2
Risk assessment: low. Low vol 0.2%; Drawdown 22% โ†’ 0.0ptLow
Earnings quality grade F: quality flags triggered โ€” see details below. Score adjusted by 0 pointsGrade F
SHAP feature alignment: +1.2pt (features align with model priorities)SHAP
Conviction adj: -2.1pt (conviction=N/A)Conviction
Divergence penalty: -3.2pt (ML 37pt lower)Divergence
Risk Factors
Quality concern: Pipeline concentration: $0.5B biotech/pharma โ€” likely single-product revenue with binary riskFlag
Speculative: SPEC_GROWTH, ANOMALY_MARGIN, SPEC_MICRO (10.0pt penalty)Speculative
Liquidity penalty: -15.0pt (grade D)Liquidity

Sector Peer Comparison(Healthcare โ€” Rank #343 of 344 stocks)

StockScoreP/ERev GrowthMarginMkt Cap
LYEL0.0N/A-53.1%-794292.7%$455M
INCY89.915.821.2%25.0%$19.6B
GMAB86.113.122.8%36.4%$17.9B
CPRX83.713.723.5%37.6%$3.0B
ASND78.316.698.0%-31.7%$13.8B
EXEL78.315.17.0%33.7%$11.9B
VRTX78.232.18.9%32.9%$121.8B
NBIX75.126.521.4%16.7%$13.1B
RPRX75.025.15.1%32.4%$19.3B
HOLX74.831.11.7%13.8%$16.8B
AMGN74.226.010.0%21.0%$204.8B
ARGX73.735.178.6%38.0%$47.4B
REGN73.019.41.0%31.4%$80.2B
ALKS72.916.5-6.4%23.9%$5.0B
ISRG72.761.720.5%28.4%$180.9B
KRYS71.541.4473.0%30.7%$7.9B
Sector Average36.441.9161.5%-3292.7%โ€”

Market Sentimentvia FMP

Analyst Consensus
Hold5 analysts
Buy: 1Hold: 3Sell: 1
Price Target
$45consensus
Low $45Median $45High $45
+96.0% to consensus target

Company Overviewvia FMP

Lyell Immunopharma, Inc., a T cell reprogramming company, engages in developing T cell therapies for patients with solid tumors. The company develops therapies using technology platforms, such as Gen-R, an ex vivo genetic reprogramming technology to overcome T cell exhaustion; and Epi-R, an ex vivo epigenetic reprogramming technology to generate population of T cells with durable stemness. Its pipeline includes LYL797, a T cell product candidate for the treatment of non-small cell lung cancer and triple negative breast cancers; LYL845, that targets multiple solid tumors; and NY-ESO-1 for synovial sarcoma and other solid tumor indications. The company entered into research and development collaboration and license agreement with GlaxoSmithKline for NY-ESO-1 program. Lyell Immunopharma, Inc. was incorporated in 2018 and is headquartered in South San Francisco, California.

CEO
Lynn Seely
Employees
300
Beta
-0.15
Industry
Biotechnology
FMP-Identified Peers

Technical Picturecomputed from daily prices

RSI (14)
50.9
Neutral
Trend
Bearish
10-day vs 50-day MA
From 52W High
-49.3%
High: $45
From 52W Low
+198.4%
Low: $7.65
Moving Averages
10-Day
$23.60
Below
20-Day
$23.80
Below
50-Day
$26.70
Below
200-Day
$17.00
Above
60-Day Support
$20.37
60-Day Resistance
$45
Weinstein Stage Analysisbased on 200-day SMA framework
Stage 2 โ€” AdvancingScore: 90/100

Stock is in an uptrend above the 200-day moving average. This is the stage where institutional accumulation typically occurs. The 50-day SMA provides support.

Favorable technical position; 50-day SMA acts as support
Price vs 200 SMA
+34.3%
200 SMA Slope (60d)
+39.09%
Rising
Volume Ratio
1.12x
10d avg vs 50d avg
Days in Stage
100
Confidence: 90%

Financial Statementslast 4 quarters via FMP

MetricQ3 2025Q2 2025Q1 2025Q4 2024
Revenue$15,000$8,000$7,000$11,000
Gross Profit$15,000$8,000$7,000$11,000
Operating Income$-37M$-47M$-57M$-201M
Net Income$-39M$-43M$-52M$-192M
EPS (Diluted)$-2.13$-2.89$-0.18$-0.72
Gross Margin100.0%100.0%100.0%100.0%
Operating Margin-248353.3%-589250.0%-819528.6%-1828609.1%
Net Margin-258973.3%-533550.0%-745642.9%-1744863.6%

Why This Stock

Healthcare

Tradability FilterGrade D โ€” 27/100Score impact: -31.0pt

Low Tradability Warning

This stock has limited trading volume and/or float. Institutional investors may face difficulty entering or exiting positions without significant price impact. A post-hoc penalty has been applied to the composite score (this is not a backtested model factor โ€” it is a practical tradability overlay).

Volume
18
103K avg/day
Dollar Vol
17
$2M/day
Float
15
10M shares
Mkt Cap
28
$455M
Range
100
488% spread
Composite Liquidity Score27/100
FDCBA
low volumelow dollar volumelow floatsmall cap

Multi-Year Range Analysis

Sideways: 0/100
YearLowHighRangeStatus
2021$138.00$396.8096.8%Wide
2022$54.80$174.80104.5%Wide
2023$26.40$79.40100.2%Wide
2024$11.63$65.20139.5%Wide
2025$7.65$45.00141.9%Wide
3-Year Range
164.8%
Narrow Years
0 / 5
Sideways Penalty
None

Growth Projection Adjustment

0.3x dampening
severe revenue decline

Growth estimates have been dampened based on technical and fundamental signals. This is a post-hoc adjustment to prevent overly optimistic projections for stocks showing declining momentum or deteriorating fundamentals.

Free Float
44.8%
Outstanding Shares
21M
Bid-Ask Spread
488.0%
Institutional Tradable
No

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.