Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2042dacc-252e-4598-9d7e-3ae7443f6878/

LU

Lufax Holding Ltd
Chart
1.38 USD
Latest Week 2026-07-24
Financial ServicesCredit ServicesSMALL
Snapshot 2026-07-26 · 0.7w · Fresh
0.51
OS Score
79.0%
Value
33.0%
Quality
4.0%
Momentum
5/9
F-Score
0.511
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
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 79%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
79.0%ile
P/S
0.0×
P/B
0.0×
E/P
0.0074
FCF Yield
0.242
EBITDA/EV
0.012
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
21.00000000
/100
VC3 (Buyback)
22.00000000
/100
FCF yield of 24.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
33.0%ile
ROE
-0.026
ROA
-0.010
Net Margin
-0.073
Op Margin
0.014
GPA
0.101
D/E
1.58
Current
1.04
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.285
lower=better
Accruals
-0.071
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
4.0%ile
6M Return
-48.3%
12M Return
-53.1%
12-1 Mom
-56.8%
Risk-Adj
-1.28
Vol 252d
44.5%
Vol 60d
90.2%
↑ Expanding
Max DD 12M
-68.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -57% signals a downtrend — price is moving against you. Near-term vol (90%) is expanding vs long-term (44%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.51
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
48.9%
Sector Quality %ile
13.0%
P/B z-score
-0.09
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IFS Intercorp Financial Services Inc 99.0% 98.0% 83.0% 90.0%
UVE Universal Insurance Holdings Inc 99.0% 97.0% 92.0% 92.0%
RILYL BRC Group Holdings, Inc. 99.0% 95.0% 88.0% 95.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 90.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 90.0%
NTRS Northern Trust Corporation 98.0% 94.0% 89.0% 81.0%
SBFG SB Financial Group Inc 98.0% 96.0% 93.0% 76.0%
BBDO Banco Bradesco S/A ADR 98.0% 97.0% 92.0% 79.0%
Factor Interactions
Falling Knife
Weak momentum (4th) despite looking cheap (79th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (90%) significantly exceeds 252-day (44%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.7% avg (6 factors)
Quality
F
26.1% avg (8 factors)
Momentum
F
0.0% avg (4 factors)
Risk
D
42.6% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.510—0—
Value %ile0.790—8—
Quality %ile0.330—0—
Momentum %ile0.040—8—
F-Score5.000—0—
Confidence0.871—8—
Volatility0.445—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0074
Price / Sales
0.04
Price / Book
0.01
Price / Cash Flow
0.09
FCF Yield
24.2%
EBITDA / EV
1.2%
Sales Yield (1/P·S)
0.5304
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-2.6%
Return on Assets
-1.0%
Net Margin
-7.3%
Operating Margin
1.4%
Gross Profit / Assets
Novy-Marx GPA
10.1%
Debt / Equity
1.58
Current Ratio
1.04
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.071
MomentumPrice trend strength over different horizons
6M Return
-48.3%
12M Return
-53.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-56.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.28
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.285
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
0.0%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
21
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