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VALN

๐Ÿฅ Healthcare

Valneva SE

Conservative #1427Aggressive #1301Moderate RiskHigh 98
$10.81-5.26%
Day High$11.14
Day Low$10.55
Volume0.0M
Mkt Cap$930M
52W Low $552W High $12
Market Cap
$945M
P/E Ratio
N/A
Rev Growth
N/A
Sector avg: 161.5%
Earnings Growth
N/A
Profit Margin
-56.8%
Sector avg: -3292.7%
Debt/Equity
1.47

Why This Score

VALN scores 0.8 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 (98/100) โ€” fundamental and ML signals agree on this stock.
Risk Factors
  • Liquidity concern: Limited trading volume or float results in a 25-point penalty for execution risk.
  • Above-average volatility (16.7%) may not suit conservative risk tolerance.
  • Elevated leverage (D/E 1.47) increases financial risk in a rising-rate environment.

Net penalties of -28.0 points significantly impact the ranking. Without these adjustments, VALN would rank considerably higher.

Score Breakdown

Overall Score0.8
Fundamental Score27.7
ML Score13.0

Score by Horizon

3 Month
47.3
6 Month
52.9
Primary
1 Year
55.7

Quality Assessment

B
Earnings Grade
Solid fundamentals with minor quality concerns
Quality Flags
Pipeline concentration: $0.9B 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.
Conservative score reduced by 3 points.

Position Sizing

Suggested Allocation
4.8%
Confidence
medium

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%)
76
Positive
Analyst (6.4%)
75
Favorable
Tradability (post-hoc)
0
Grade Fvery low volume, very low dollar volume
Base
0.0
SHAP
+0.9
Factors
+0.1
Conviction
+3.0
Final
0.8
Positive adjustment
Negative adjustment
Base blend
Final score

Signal SegmentsComputed from ML features

Fundamental (Valuation, Quality, Growth)43.0
Technical (Momentum, Weinstein, Volatility)75.0
External (Sentiment, Analyst, Macro)88.0
Scores below 50 indicate weakness in that segment relative to the universe.

Data Quality

Score
Features
Confidence
Feature Coverage88%

Growth Estimates

Short-term
-3.7% to +0.5%
Medium-term
-5.5% to +0.9%
Long-term
-7.2% to +1.3%

ML Model Core Features100 trained inputs โ†’ ML Score: 13

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 Score75.0/100
Target Upside+23.8%
Coverage2 analysts
Market Sentiment
Sentiment Score76.2/100
News Volume1 articles
Technical Stage
Weinstein Stage2 โ€” Advancing
12M Momentum+0.5%
6M Momentum+0.1%
Volatility+0.2%
Momentum & Technical
Momentum Acceleration+35.4%
Momentum ConsistencyWeak (0.28)
Relative Strength vs Sector+24.9%
Trend Strength (ADX Proxy)Moderate (3.0)
Momentum Quality+0.357
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
6%
Low risk
Sector RevGr Rank
P41
Revenue growth vs Healthcare peers
Sector PE Rank
P22
Valuation vs Healthcare peers
Sector FCF Rank
P43
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 57 relative to sector peers57/100
Machine learning model ranks this stock at the 56th percentileP56
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: +1.0pt (features align with model priorities)โ€”
Blend: 91% fund (57.3) + 9% ML (53.1) + SHAP(+1.0) = 57.9โ€”
Factor quality: +0.1pt (multi-factor composite)โ€”
Risk assessment: moderate. Annualized volatility 16.7%. Max drawdown 28% (-7.9 pts)Moderate
Market cap adjustment: -15.0 points ($0.9B market cap)-15.0 pts
Conviction bonus: +3.4pt (conviction=98)โ€”
Risk Factors
Earnings quality grade B: adequate earnings quality with minor concerns. Score adjusted by -10 pointsGrade B
Quality concern: High accrual ratio (81.5%) โ€” earnings quality concern; Pipeline concentration: $0.9B biotech/pharma โ€” likely single-product revenue with binary riskFlag

Sector Peer Comparison(Healthcare โ€” Rank #339 of 344 stocks)

StockScoreP/ERev GrowthMarginMkt Cap
VALN0.8N/AN/A-56.8%$945M
INCY89.915.821.2%25.0%$19.6B
GMAB86.113.122.8%36.4%$17.9B
CPRX83.713.723.5%37.6%$3.0B
EXEL78.315.17.0%33.7%$11.9B
ASND78.216.698.0%-31.7%$13.8B
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
Buy2 analysts
Buy: 2
Price Target
$18consensus
Low $14Median $15High $26
+69.6% to consensus target

Company Overviewvia FMP

Valneva SE, a specialty vaccine company, focuses on the development and commercialization of prophylactic vaccines for infectious diseases with unmet needs. Its commercial vaccines for travelers include IXIARO, an inactivated Vero cell culture-derived Japanese encephalitis vaccine indicated for active immunization against Japanese encephalitis; DUKORAL, an oral vaccine for the prevention of diarrhea caused by Vibrio cholera and/or heat-labile toxin producing Enterotoxigenic Escherichia coli bacterium; and VLA2001, a vaccine candidate against SARS-CoV-2. The company also develops VLA15, a vaccine candidate that has completed Phase II clinical trial against Borrelia; and VLA1553, a vaccine candidate, which is in Phase III clinical trial against the chikungunya virus. It sells its products in the United States, Canada, Germany, Austria, Nordics, the United Kingdom, other European countries, and internationally. Valneva SE has collaborations with Pfizer, Inc. to co-develop and commercialize its Lyme disease vaccine; and Instituto Butantan for the development, manufacturing, and marketing of single-shot chikungunya vaccine. The company was founded in 1998 and is headquartered in Saint-Herblain, France.

CEO
Thomas Lingelbach
Employees
713
Beta
1.20
Industry
Biotechnology
FMP-Identified Peers

Technical Picturecomputed from daily prices

RSI (14)
65.3
Neutral
Trend
Bullish
10-day vs 50-day MA
From 52W High
-11.8%
High: $12.25
From 52W Low
+99.1%
Low: $5.43
Moving Averages
10-Day
$10.90
Below
20-Day
$10.20
Above
50-Day
$9.60
Above
200-Day
$8.60
Above
60-Day Support
$8.02
60-Day Resistance
$12.18
Weinstein Stage Analysisbased on 200-day SMA framework
Stage 2 โ€” AdvancingScore: 84/100

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
+25.7%
200 SMA Slope (60d)
+9.82%
Rising
Volume Ratio
1.35x
10d avg vs 50d avg
Days in Stage
100
Confidence: 90%
Breakout Volume ConfirmedRecent Gap UpRecent Gap Down

Financial Statementslast 4 quarters via FMP

MetricQ3 2025Q2 2025Q1 2025Q4 2024
Revenue$29M$48M$49M$53M
Gross Profit$6M$24M$26M$26M
Operating Income$-37M$-11M$-6M$-21M
Net Income$-44M$-12M$-9M$-37M
EPS (Diluted)$-0.52$-0.15$-0.12$-0.52
Gross Margin18.7%50.1%53.2%48.6%
Operating Margin-126.2%-22.5%-12.1%-39.4%
Net Margin-150.8%-24.0%-18.8%-69.9%

Why This Stock

Healthcare

Tradability FilterGrade F โ€” 0/100Score impact: -55.9pt

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
0
19K avg/day
Dollar Vol
0
$216K/day
Float
0
81M shares
Mkt Cap
0
$945M
Range
0
126% spread
Composite Liquidity Score0/100
FDCBA
very low volumevery low dollar volume

Multi-Year Range Analysis

Sideways: 0/100
YearLowHighRangeStatus
2021$24.16$67.8495%Wide
2022$9.77$53.11137.8%Wide
2023$9.07$17.0561.1%Wide
2024$3.62$10.7699.3%Wide
2025$4.20$12.2597.9%Wide
3-Year Range
129.9%
Narrow Years
0 / 5
Sideways Penalty
None
Free Float
94.7%
Outstanding Shares
86M
Bid-Ask Spread
126.0%
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.