Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/13f10e4e-5122-41a3-97c3-23c28a8469e6/
LOCO
El Pollo Loco Holdings IncSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.910
↗
Trending Value
✗
◆
Quality × Value
QV 0.729
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.0
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 51%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 77%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.85
⚡
Risk-Adj Momentum
RAM 1.44
V
Value Analysis
Cheapness relative to fundamentals
77.0%ile
P/E
17.3×
P/S
1.0×
P/B
1.7×
E/P
0.0622
FCF Yield
0.117
EBITDA/EV
0.085
SH Yield
-0.006
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
22.00000000
/100
FCF yield of 11.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
69.0%ile
ROE
0.096
ROA
0.048
Net Margin
0.059
Op Margin
0.092
GPA
0.204
D/E
1.01
Current
0.34
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.044
Earn Growth
0.155
Stability
0.134
lower=better
Accruals
-0.045
lower=better
5yr Consist
Yes
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
48.8%
12M Return
56.1%
12-1 Mom
50.8%
Risk-Adj
1.44
Vol 252d
35.4%
Vol 60d
85.2%
↑ Expanding
Max DD 12M
-13.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 51% is very strong — a clear uptrend. Near-term vol (85%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.91
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 485 peers
Sector Value %ile
70.8%
Sector Quality %ile
72.4%
P/E z-score
-0.18
P/B z-score
-0.09
Sector Avg OS
50.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (77th value) with strong momentum (85th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (77th). Strong fundamental improvement in a cheap stock.
Volatility Expanding
60-day vol (85%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.7% avg (7 factors)
Quality
D
40.2% avg (8 factors)
Momentum
A
88.8% avg (4 factors)
Risk
C
57.7% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.910 | —7 | — | |
| Value %ile | 0.770 | —7 | — | |
| Quality %ile | 0.690 | —0 | — | |
| Momentum %ile | 0.850 | —7 | — | |
| F-Score | 8.000 | —7 | — | |
| Confidence | 0.910 | —7 | — | |
| Volatility | 0.354 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.33
Earnings Yield (E/P)
0.0622
Price / Sales
1.02
Price / Book
1.67
Price / Cash Flow
8.97
FCF Yield
11.7%
EBITDA / EV
8.5%
Sales Yield (1/P·S)
0.6769
Shareholder Yield
Div + net buyback / mktcap
-0.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.6%
Return on Assets
4.8%
Net Margin
5.9%
Operating Margin
9.2%
Gross Profit / Assets
Novy-Marx GPA
20.4%
Debt / Equity
1.01
Current Ratio
0.34
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.045
External Financing
Net issuance — lower=better
0.005
MomentumPrice trend strength over different horizons
6M Return
48.8%
12M Return
56.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
50.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.44
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.4%
Earnings Growth (YoY)
15.5%
Earnings Stability (CV)
Lower = more stable
0.134
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Buyback Yield
-0.6%
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
22
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