Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/17889ebd-d922-455b-b489-6da0f6cfeba6/

LEN-B

Lennar Corporation
Chart
$88.66
Latest Week 2026-06-05
Consumer CyclicalResidential ConstructionLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.37
OS Score
75.0%
Value
4.0%
Quality
16.0%
Momentum
4/9
F-Score
0.173
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.4%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
75.0%ile
P/E
12.1×
P/S
0.7×
P/B
1.0×
E/P
0.0825
FCF Yield
0.013
EBITDA/EV
0.095
SH Yield
0.024
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
22.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
4.0%ile
ROE
0.082
ROA
0.054
Net Margin
0.054
Op Margin
0.068
GPA
0.088
D/E
0.51
Current
3.74
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.072
Earn Growth
-0.521
Stability
0.488
lower=better
Accruals
0.048
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
-23.4%
12M Return
-13.3%
12-1 Mom
-15.9%
Risk-Adj
-0.42
Vol 252d
37.7%
Vol 60d
86.4%
↑ Expanding
Max DD 12M
-40.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -16% signals a downtrend — price is moving against you. Near-term vol (86%) is expanding vs long-term (38%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.37
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
64.5%
Sector Quality %ile
2.4%
P/E z-score
-0.21
P/B z-score
-0.41
Sector Avg OS
54.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 93.0% 95.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
SBH Sally Beauty Holdings Inc 98.0% 95.0% 92.0% 84.0%
CYD China Yuchai International Limited 98.0% 99.0% 71.0% 97.0%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (75th value) but weak quality (4th). Classic value trap risk.
Falling Knife
Weak momentum (16th) despite looking cheap (75th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (86%) significantly exceeds 252-day (38%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.7% avg (7 factors)
Quality
C
45.5% avg (8 factors)
Momentum
F
13.3% avg (4 factors)
Risk
C
53.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.370—0—
Value %ile0.750—1—
Quality %ile0.040—1—
Momentum %ile0.160—1—
F-Score4.000—1—
Confidence0.986—1—
Volatility0.377—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.12
Earnings Yield (E/P)
0.0825
Price / Sales
0.65
Price / Book
0.99
Price / Cash Flow
122.20
FCF Yield
1.3%
EBITDA / EV
9.5%
Sales Yield (1/P·S)
1.3127
Shareholder Yield
Div + net buyback / mktcap
2.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.2%
Return on Assets
5.4%
Net Margin
5.4%
Operating Margin
6.8%
Gross Profit / Assets
Novy-Marx GPA
8.8%
Debt / Equity
0.51
Current Ratio
3.74
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.048
MomentumPrice trend strength over different horizons
6M Return
-23.4%
12M Return
-13.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-15.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.42
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-7.2%
Earnings Growth (YoY)
-52.1%
Earnings Stability (CV)
Lower = more stable
0.488
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
2.4%
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
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
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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